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MassMutual Premier International Eq S (MIEDX)
On
Dec 1
:
12.88
0.30
(2.38%)
MORE ON MIEDX
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Risk
As of 31-Oct-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
(2006)
:
28.86%
Worst 1 Yr Total Return
(2008)
:
-43.13%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIEDX
Category
Alpha (against Standard Index)
2.96
1.02
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
-2.01
-0.13
R-squared (against Standard Index)
96
94.34
Standard Deviation
23.38
25.50
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.63
N/A
5 Years
Statistic
MIEDX
Category
Alpha (against Standard Index)
2.44
0.06
Beta (against Standard Index)
0.97
1.03
Mean Annual Return
7.60
0.60
R-squared (against Standard Index)
95
94.19
Standard Deviation
19.65
21.01
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.73
N/A
10 Years
Statistic
MIEDX
Category
Alpha (against Standard Index)
2.76
0.47
Beta (against Standard Index)
1.16
1.06
Mean Annual Return
3.80
0.35
R-squared (against Standard Index)
77
85.14
Standard Deviation
23.70
20.88
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.72
N/A
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