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MassMutual Premier Value L (DLBVX)
On
Dec 24
:
12.97
0.07
(0.54%)
MORE ON DLBVX
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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
(2004)
:
16.02%
Worst 1 Yr Total Return
(2008)
:
-41.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
DLBVX
Category
Alpha (against Standard Index)
0.37
-1.37
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-6.08
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
21.57
20.79
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-7.97
N/A
5 Years
Statistic
DLBVX
Category
Alpha (against Standard Index)
-0.80
-0.29
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-0.32
0.14
R-squared (against Standard Index)
92
93.49
Standard Deviation
17.18
16.81
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.23
N/A
10 Years
Statistic
DLBVX
Category
Alpha (against Standard Index)
3.14
2.74
Beta (against Standard Index)
0.84
0.88
Mean Annual Return
2.98
0.31
R-squared (against Standard Index)
72
81.33
Standard Deviation
15.99
15.97
Sharpe Ratio
0.09
N/A
Treynor Ratio
0.07
N/A
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