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    MassMutual Premier High Yield R5 (MPHSX)

    9.43 Up 0.01(0.11%) Oct 21

    Risk as of Sep 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):32.01%
    Worst 1 Yr Total Return(Dec 30, 2008):-19.12%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)4.822.25
    Beta (against Standard Index)0.230.38
    Mean Annual Return0.490.32
    R-squared (against Standard Index)1.343.94
    Standard Deviation5.215.58
    Sharpe Ratio1.100.73
    Treynor Ratio24.8011.27
    5 Years
    Alpha (against Standard Index)7.835.28
    Beta (against Standard Index)0.420.55
    Mean Annual Return0.760.58
    R-squared (against Standard Index)4.086.76
    Standard Deviation5.495.96
    Sharpe Ratio1.661.20
    Treynor Ratio22.3213.49
    10 Years
    Alpha (against Standard Index)4.473.09
    Beta (against Standard Index)0.500.66
    Mean Annual Return0.610.54
    R-squared (against Standard Index)3.915.14
    Standard Deviation8.139.75
    Sharpe Ratio0.790.59
    Treynor Ratio12.588.44