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    MassMutual Premier Global A (MGFAX)

    13.85 0.00(0.00%) Feb 22

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up9
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):39.30%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)3.303.51
    Beta (against Standard Index)0.910.79
    Mean Annual Return0.400.41
    R-squared (against Standard Index)76.9175.96
    Standard Deviation13.0411.43
    Sharpe Ratio0.360.42
    Treynor Ratio4.325.54
    5 Years
    Alpha (against Standard Index)5.304.96
    Beta (against Standard Index)0.900.78
    Mean Annual Return0.830.75
    R-squared (against Standard Index)81.0277.74
    Standard Deviation13.0711.71
    Sharpe Ratio0.750.76
    Treynor Ratio10.4011.09
    10 Years
    Alpha (against Standard Index)2.722.50
    Beta (against Standard Index)0.900.84
    Mean Annual Return0.470.44
    R-squared (against Standard Index)90.5887.64
    Standard Deviation18.1617.30
    Sharpe Ratio0.270.27
    Treynor Ratio3.713.80