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MassMutual Select Emerging Growth Y (MEGYX)
On
Dec 30
:
5.04
0.01
(0.20%)
MORE ON MEGYX
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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
(2007)
:
17.94%
Worst 1 Yr Total Return
(2008)
:
-42.86%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MEGYX
Category
Alpha (against Standard Index)
-3.27
0.16
Beta (against Standard Index)
1.00
1.12
Mean Annual Return
-9.68
-0.38
R-squared (against Standard Index)
70
84.86
Standard Deviation
23.77
24.29
Sharpe Ratio
-0.40
N/A
Treynor Ratio
-11.94
N/A
5 Years
Statistic
MEGYX
Category
Alpha (against Standard Index)
-3.84
-0.01
Beta (against Standard Index)
1.06
1.17
Mean Annual Return
-4.08
0.16
R-squared (against Standard Index)
65
80.32
Standard Deviation
21.09
20.99
Sharpe Ratio
-0.23
N/A
Treynor Ratio
-6.66
N/A
10 Years
Statistic
MEGYX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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