• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Down0.71% Nasdaq Down0.63%

    MassMutual Select Mid-Cap Value Svc (MLUYX)

    13.49 Down 0.10(0.74%) Sep 23

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up5
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2013):33.73%
    Worst 1 Yr Total Return(Dec 30, 2008):-32.67%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-3.64-3.17
    Beta (against Standard Index)1.041.00
    Mean Annual Return0.760.76
    R-squared (against Standard Index)85.8980.77
    Standard Deviation12.2012.15
    Sharpe Ratio0.740.76
    Treynor Ratio8.258.72
    5 Years
    Alpha (against Standard Index)-3.63-3.03
    Beta (against Standard Index)1.121.09
    Mean Annual Return1.041.06
    R-squared (against Standard Index)90.0885.96
    Standard Deviation13.7713.80
    Sharpe Ratio0.900.92
    Treynor Ratio10.8511.41
    10 Years
    Alpha (against Standard Index)-1.24-0.92
    Beta (against Standard Index)1.111.12
    Mean Annual Return0.670.70
    R-squared (against Standard Index)87.6788.66
    Standard Deviation18.0618.25
    Sharpe Ratio0.400.42
    Treynor Ratio5.145.49