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Summary
Historical Data
Profile
Options
Holdings
Performance
Risk
VGLT - Vanguard Long-Term Treasury Index Fund
NasdaqGM - NasdaqGM Real Time Price. Currency in USD
Risk Statistics
3 Years
VGLT
Category Average
5 Years
VGLT
Category Average
10 Years
VGLT
Category Average
Alpha
-3.09
-3.1
0.06
-4.83
-0.05
-3.31
BETA
2.04
3.65
2.27
3.53
2.48
2.52
Mean Annual Return
-0.98
0.93
0.02
0.48
0.18
0.62
R-squared
83.64
84.81
75.76
75.65
76.55
66.38
Standard Deviation
13.8
10.42
14.18
10.95
12.27
10.19
Sharpe Ratio
-0.96
1.07
-0.1
0.54
0.09
0.69
Treynor Ratio
-6.58
3.03
-1.06
1.53
0.14
2.58
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