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MassMutual Premier Core Bond Y (MCBYX)
On
Dec 7
:
11.28
0.03
(0.27%)
MORE ON MCBYX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
5
Number of Years Down:
0
Best 1 Yr Total Return
(2007)
:
6.61%
Worst 1 Yr Total Return
(2008)
:
0.06%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCBYX
Category
Alpha (against Standard Index)
0.08
-1.72
Beta (against Standard Index)
1.02
1.02
Mean Annual Return
6.49
0.39
R-squared (against Standard Index)
79
59.27
Standard Deviation
4.62
5.93
Sharpe Ratio
0.85
N/A
Treynor Ratio
3.99
N/A
5 Years
Statistic
MCBYX
Category
Alpha (against Standard Index)
-0.07
-1.05
Beta (against Standard Index)
1.00
0.98
Mean Annual Return
4.97
0.33
R-squared (against Standard Index)
83
61.87
Standard Deviation
3.97
4.88
Sharpe Ratio
0.48
N/A
Treynor Ratio
1.94
N/A
10 Years
Statistic
MCBYX
Category
Alpha (against Standard Index)
-0.17
-0.65
Beta (against Standard Index)
0.99
0.96
Mean Annual Return
6.09
0.45
R-squared (against Standard Index)
89
71.12
Standard Deviation
3.94
4.47
Sharpe Ratio
0.77
N/A
Treynor Ratio
3.15
N/A
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