Finance Home
-
My Yahoo
-
Yahoo!
-
Help
Thursday, December 31, 2009, 9:13AM ET - U.S. Markets open in 17 mins..
Dow
0.03%
Nasdaq
0.00%
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 Value A (MCEAX)
On
Dec 30
:
12.87
0.01
(0.08%)
MORE ON MCEAX
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 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.23%
Worst 1 Yr Total Return
(2008)
:
-41.95%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MCEAX
Category
Alpha (against Standard Index)
0.05
-1.37
Beta (against Standard Index)
1.05
1.02
Mean Annual Return
-6.36
-0.45
R-squared (against Standard Index)
93
94.58
Standard Deviation
21.53
20.79
Sharpe Ratio
-0.30
N/A
Treynor Ratio
-8.25
N/A
5 Years
Statistic
MCEAX
Category
Alpha (against Standard Index)
-1.09
-0.29
Beta (against Standard Index)
1.03
1.01
Mean Annual Return
-0.61
0.14
R-squared (against Standard Index)
92
93.49
Standard Deviation
17.17
16.81
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-3.51
N/A
10 Years
Statistic
MCEAX
Category
Alpha (against Standard Index)
2.87
2.74
Beta (against Standard Index)
0.84
0.88
Mean Annual Return
2.71
0.31
R-squared (against Standard Index)
72
81.33
Standard Deviation
15.98
15.97
Sharpe Ratio
0.07
N/A
Treynor Ratio
-0.26
N/A
Add to Portfolio
Set Alert
Email to a Friend
Get
Risk
for Another Symbol:
Symbol Lookup
Help with Risk Statistics
Planning Center