Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, January 6, 2010, 12:42PM ET - U.S. Markets close in 3 hours and 18 minutes. Dow Down 0.08% Nasdaq Down 0.29%
MassMutual Premier Enhanced Index Gr Y (DEIGX)On Jan 5: 8.29  Up 0.01 (0.12%)  
MORE ON DEIGX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):11.80%
Worst 1 Yr Total Return (2008):-38.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticDEIGXCategory
Alpha (against Standard Index)2.212.20
Beta (against Standard Index)0.970.99
Mean Annual Return-3.52-0.14
R-squared (against Standard Index)9488.76
Standard Deviation19.8721.04
Sharpe Ratio-0.19N/A
Treynor Ratio-5.96N/A
5 Years
StatisticDEIGXCategory
Alpha (against Standard Index)0.690.80
Beta (against Standard Index)0.981.01
Mean Annual Return1.380.24
R-squared (against Standard Index)9386.59
Standard Deviation16.2917.50
Sharpe Ratio-0.01N/A
Treynor Ratio-1.64N/A
10 Years
StatisticDEIGXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center