Vanguard Total Bond Market II Index Fund

Risk

Volatility Measurements

Updated 03.31.2014

Standard Deviation 2.93
Mean 0.3
Sharpe Ratio 1.2
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 03.31.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Agg Bond TR USD
R-Squared 98.91 98.91
Beta 1.02 1.02
Alpha -0.24 -0.24

See Also:

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