Vanguard Intermediate Term Treasury Fund

Scorecard
4 / 5 Stars
Lipper
3 2 3 5 2
Zacks Investment Research
3 (Hold)
Standard & Poor's
4 / 5 Stars
TheStreet.com
D (Sell)

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 3.67
Mean 0.31
Sharpe Ratio 0.99
Bear Market Decile Rank 8

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays Intermediate Treasury TR USD
R-Squared 86.75 98.23
Beta 1.21 1.64
Alpha -0.88 -0.55

See Also:

Top Vanguard Funds