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Tuesday, February 9, 2010, 11:57PM ET - U.S. Markets Closed.
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MassMutual Premier Core Bond N (MCBNX)
On
Feb 9
:
11.05
0.02
(0.18%)
MORE ON MCBNX
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Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
11.89%
Worst 1 Yr Total Return
(2008)
:
-0.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCBNX
Category
Alpha (against Standard Index)
-0.28
-1.42
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
6.29
0.42
R-squared (against Standard Index)
79
59.04
Standard Deviation
4.69
6.05
Sharpe Ratio
0.89
N/A
Treynor Ratio
4.29
N/A
5 Years
Statistic
MCBNX
Category
Alpha (against Standard Index)
-0.57
-0.88
Beta (against Standard Index)
1.00
0.97
Mean Annual Return
4.53
0.35
R-squared (against Standard Index)
83
62.05
Standard Deviation
4.04
4.99
Sharpe Ratio
0.40
N/A
Treynor Ratio
1.63
N/A
10 Years
Statistic
MCBNX
Category
Alpha (against Standard Index)
-0.68
-0.56
Beta (against Standard Index)
0.98
0.96
Mean Annual Return
5.73
0.48
R-squared (against Standard Index)
89
71.15
Standard Deviation
3.95
4.50
Sharpe Ratio
0.72
N/A
Treynor Ratio
2.95
N/A
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