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    MassMutual Premier Global A (MGFAX)

    14.34 Up 0.24(1.70%) Sep 2

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up8
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2009):39.30%
    Worst 1 Yr Total Return(Dec 30, 2008):-41.46%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)9.996.52
    Beta (against Standard Index)0.800.74
    Mean Annual Return1.441.10
    R-squared (against Standard Index)71.7668.68
    Standard Deviation9.839.38
    Sharpe Ratio1.751.41
    Treynor Ratio22.5018.57
    5 Years
    Alpha (against Standard Index)6.765.70
    Beta (against Standard Index)0.890.82
    Mean Annual Return1.070.95
    R-squared (against Standard Index)86.9183.34
    Standard Deviation14.5813.71
    Sharpe Ratio0.880.84
    Treynor Ratio13.9213.64
    10 Years
    Alpha (against Standard Index)2.271.66
    Beta (against Standard Index)0.880.84
    Mean Annual Return0.700.64
    R-squared (against Standard Index)90.3187.32
    Standard Deviation17.4116.99
    Sharpe Ratio0.410.38
    Treynor Ratio6.586.07