Vanguard Long-Term Bond Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 9.5
Mean 0.74
Sharpe Ratio 0.92
Bear Market Decile Rank 5

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
Barclays US Agg Bond TR USD
Best Fit Index
R-Squared 84.55
Beta 3.08
Alpha -2.75

See Also:

Top Vanguard Funds