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MassMutual Select Mid Cap Gr Eq II A (MEFAX)
On
Jan 7
:
12.07
0.06
(0.50%)
MORE ON MEFAX
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Research Reports
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)
:
17.41%
Worst 1 Yr Total Return
(2008)
:
-41.26%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEFAX
Category
Alpha (against Standard Index)
4.93
2.05
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-2.52
-0.20
R-squared (against Standard Index)
89
84.21
Standard Deviation
23.39
23.41
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-4.30
N/A
5 Years
Statistic
MEFAX
Category
Alpha (against Standard Index)
3.07
1.56
Beta (against Standard Index)
1.12
1.11
Mean Annual Return
3.11
0.29
R-squared (against Standard Index)
87
80.86
Standard Deviation
19.25
19.91
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.10
N/A
10 Years
Statistic
MEFAX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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