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MassMutual Select Focused Value A (MFVAX)
On
Dec 28
:
14.23
0.02
(0.14%)
MORE ON MFVAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
High
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
19.65%
Worst 1 Yr Total Return
(2008)
:
-43.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MFVAX
Category
Alpha (against Standard Index)
5.83
0.06
Beta (against Standard Index)
1.23
1.00
Mean Annual Return
-2.77
-0.33
R-squared (against Standard Index)
91
95.82
Standard Deviation
25.61
20.42
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.09
N/A
5 Years
Statistic
MFVAX
Category
Alpha (against Standard Index)
3.27
0.04
Beta (against Standard Index)
1.22
1.01
Mean Annual Return
3.04
0.17
R-squared (against Standard Index)
90
95.19
Standard Deviation
20.48
16.64
Sharpe Ratio
0.11
N/A
Treynor Ratio
0.04
N/A
10 Years
Statistic
MFVAX
Category
Alpha (against Standard Index)
N/A
0.81
Beta (against Standard Index)
N/A
0.96
Mean Annual Return
N/A
0.14
R-squared (against Standard Index)
N/A
91.13
Standard Deviation
N/A
16.39
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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