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MassMutual Select Fundamental Value Y (MFUYX)
On
Dec 24
:
9.42
0.04
(0.43%)
MORE ON MFUYX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
21.05%
Worst 1 Yr Total Return
(2008)
:
-33.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFUYX
Category
Alpha (against Standard Index)
2.03
-1.37
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
-3.50
-0.45
R-squared (against Standard Index)
98
94.58
Standard Deviation
19.30
20.79
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-5.99
N/A
5 Years
Statistic
MFUYX
Category
Alpha (against Standard Index)
2.49
-0.29
Beta (against Standard Index)
0.96
1.01
Mean Annual Return
3.36
0.14
R-squared (against Standard Index)
97
93.49
Standard Deviation
15.65
16.81
Sharpe Ratio
0.10
N/A
Treynor Ratio
0.39
N/A
10 Years
Statistic
MFUYX
Category
Alpha (against Standard Index)
N/A
2.74
Beta (against Standard Index)
N/A
0.88
Mean Annual Return
N/A
0.31
R-squared (against Standard Index)
N/A
81.33
Standard Deviation
N/A
15.97
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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