Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Tuesday, December 1, 2009, 9:56PM ET - U.S. Markets Closed.
Dow
1.23%
Nasdaq
1.46%
Home
Investing
Market Overview
Market Stats
Stocks
Mutual Funds
ETFs
Bonds
Options
Industries
Currencies
New!
Education
News & Opinion
Markets
Investing Ideas
Expert Advice
Special Editions
Company Finances
Providers
Personal Finance
Banking & Budgeting
Career & Work
College & Education
Family & Home
Insurance
Loans
Real Estate
Retirement
Taxes
How-to Guides
My Portfolios
Sign In to Create/Edit My Portfolios
Free trial of Real-Time Quotes
Tech Ticker
Get Quotes
Finance Search
MassMutual Premier Core Bond L (MCBLX)
On
Dec 1
:
11.24
0.02
(0.18%)
MORE ON MCBLX
Quotes
Summary
Historical Prices
Charts
Interactive
Basic Chart
Basic Tech. Analysis
News & Info
Headlines
Message Board
Fund
Profile
Performance
Holdings
Risk
Purchase Info
Analyst
Research Reports
Risk
As of 31-Oct-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)
:
6.56%
Worst 1 Yr Total Return
(2008)
:
-0.22%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCBLX
Category
Alpha (against Standard Index)
-0.04
-1.72
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
6.37
0.39
R-squared (against Standard Index)
80
59.27
Standard Deviation
4.60
5.93
Sharpe Ratio
0.83
N/A
Treynor Ratio
3.87
N/A
5 Years
Statistic
MCBLX
Category
Alpha (against Standard Index)
-0.18
-1.05
Beta (against Standard Index)
1.01
0.98
Mean Annual Return
4.87
0.33
R-squared (against Standard Index)
84
61.87
Standard Deviation
3.97
4.88
Sharpe Ratio
0.46
N/A
Treynor Ratio
1.83
N/A
10 Years
Statistic
MCBLX
Category
Alpha (against Standard Index)
-0.29
-0.65
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
5.96
0.45
R-squared (against Standard Index)
89
71.12
Standard Deviation
3.94
4.47
Sharpe Ratio
0.74
N/A
Treynor Ratio
3.02
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center