Vanguard Total Bond Market II Index Fund

Risk

Volatility Measurements

Updated 02.28.2014

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

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
Barclays US Agg Bond TR USD
R-Squared 98.95 98.95
Beta 1.03 1.03
Alpha -0.31 -0.31

See Also:

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