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VIBSX: Vanguard Interm-Term Bond Index Signal (MUTUAL FUND)
Basic Info
Asset Class: | Intermediate-Term Bond |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 05/31/2007 |
Last Dividend Date: | 09/30/2014 |
12-Mo. Yield | 3.65% |
Expenses | 0.11% |
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Performance Analytics (As of 10/28/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 05/31/2007 |
2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | 4.9 | 4.1 | 5.1 | 4.4 | 6.6 | -3.4 | 7.0 | 10.7 | 6.5 | 2.1 | 0.0 | 3.6 |
Sharpe Ratio | NA | 1.28 | 0.93 | 1.0 | 0.66 | 2.12 | -0.71 | 1.77 | 1.73 | 1.05 | 0.26 | -0.11 | 0.61 |
Draw Down(%) | NA | 1.8 | 7.4 | 7.4 | 12.3 | 1.7 | 7.4 | 2.2 | 2.6 | 6.0 | 5.1 | 12.3 | 2.5 |
Standard Deviation(%) | NA | 3.8 | 4.4 | 5.1 | 6.0 | 3.8 | 4.9 | 4.0 | 6.2 | 6.1 | 7.7 | 8.2 | 5.5 |
Treynor Ratio | NA | 0.04 | 0.03 | 0.04 | 0.04 | 0.06 | -0.03 | 0.06 | 0.09 | 0.06 | 0.02 | -0.01 | 0.03 |
Alpha | NA | -0.01 | -0.01 | -0.01 | -0.01 | 0.0 | -0.01 | -0.01 | 0.01 | -0.02 | -0.06 | 0.02 | -0.01 |
Beta | NA | 1.24 | 1.23 | 1.18 | 1.07 | 1.25 | 1.26 | 1.21 | 1.21 | 1.11 | 1.05 | 0.97 | 0.98 |
RSquared | NA | 0.93 | 0.92 | 0.91 | 0.88 | 0.92 | 0.94 | 0.89 | 0.93 | 0.88 | 0.89 | 0.86 | 0.9 |
Yield(%) | N/A | 3.6 | 4.5 | 4.0 | N/A | 2.3 | 3.9 | 5.3 | 5.5 | 1.9 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -30.3 | 175.0 | N/A | N/A | -46.3 | -25.2 | 1.3 | 199.0 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/31/2007
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