• FirefoxTry Yahoo Finance on Firefox »
  •  Dow Up0.33% Nasdaq Up0.44%

    More On MPHLX


    MassMutual Premier High Yield Adm (MPHLX)

    9.31 0.00(0.00%) Dec 8

    Risk as of Nov 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up9
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):31.87%
    Worst 1 Yr Total Return(Dec 30, 2008):-19.26%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticMPHLXCategory
    Alpha (against Standard Index)3.912.25
    Beta (against Standard Index)0.210.38
    Mean Annual Return0.380.32
    R-squared (against Standard Index)1.603.94
    Standard Deviation5.095.58
    Sharpe Ratio0.880.73
    Treynor Ratio21.1511.27
    5 Years
    StatisticMPHLXCategory
    Alpha (against Standard Index)7.095.28
    Beta (against Standard Index)0.420.55
    Mean Annual Return0.680.58
    R-squared (against Standard Index)6.156.76
    Standard Deviation4.935.96
    Sharpe Ratio1.631.20
    Treynor Ratio19.8313.49
    10 Years
    StatisticMPHLXCategory
    Alpha (against Standard Index)4.363.09
    Beta (against Standard Index)0.490.66
    Mean Annual Return0.570.54
    R-squared (against Standard Index)3.995.14
    Standard Deviation8.159.75
    Sharpe Ratio0.740.59
    Treynor Ratio12.128.44