Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 11, 2009, 12:50AM ET - U.S. Markets open in 8 hours and 40 minutes. Dow Up 0.67% Nasdaq Up 0.33%
MassMutual Premier Enhanced Index Val S (MEPSX)On Dec 10: 8.95  Up 0.04 (0.45%)  
MORE ON MEPSX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:2
Number of Years Down:2
Best 1 Yr Total Return (2006):22.20%
Worst 1 Yr Total Return (2008):-35.90%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMEPSXCategory
Alpha (against Standard Index)-2.99-1.05
Beta (against Standard Index)1.051.02
Mean Annual Return-10.40-0.55
R-squared (against Standard Index)9694.27
Standard Deviation20.9520.65
Sharpe Ratio-0.53N/A
Treynor Ratio-12.19N/A
5 Years
StatisticMEPSXCategory
Alpha (against Standard Index)-0.370.04
Beta (against Standard Index)1.051.02
Mean Annual Return-0.320.14
R-squared (against Standard Index)9593.13
Standard Deviation17.1716.85
Sharpe Ratio-0.11N/A
Treynor Ratio-3.19N/A
10 Years
StatisticMEPSXCategory
Alpha (against Standard Index)N/A2.54
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.27
R-squared (against Standard Index)N/A80.76
Standard DeviationN/A15.89
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center