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MassMutual Premier Enhanced Index Gr Y (DEIGX)

On Jan 5: 8.29   0.01 (0.12%)

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Risk  As of 30-Nov-09 Get 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 Statistic DEIGX Category Alpha (against Standard Index) 2.21 2.20 Beta (against Standard Index) 0.97 0.99 Mean Annual Return -3.52 -0.14 R-squared (against Standard Index) 94 88.76 Standard Deviation 19.87 21.04 Sharpe Ratio -0.19 N/A Treynor Ratio -5.96 N/A 5 Years Statistic DEIGX Category Alpha (against Standard Index) 0.69 0.80 Beta (against Standard Index) 0.98 1.01 Mean Annual Return 1.38 0.24 R-squared (against Standard Index) 93 86.59 Standard Deviation 16.29 17.50 Sharpe Ratio -0.01 N/A Treynor Ratio -1.64 N/A 10 Years Statistic DEIGX Category Alpha (against Standard Index) N/A -0.13 Beta (against Standard Index) N/A 1.04 Mean Annual Return N/A 0.05 R-squared (against Standard Index) N/A 78.99 Standard Deviation N/A 19.17 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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