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MassMutual Premier International Eq L (MIELX)
On
Dec 4
:
12.72
0.03
(0.24%)
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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)
:
28.73%
Worst 1 Yr Total Return
(2008)
:
-43.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIELX
Category
Alpha (against Standard Index)
2.75
1.02
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
-2.22
-0.13
R-squared (against Standard Index)
96
94.34
Standard Deviation
23.38
25.50
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.85
N/A
5 Years
Statistic
MIELX
Category
Alpha (against Standard Index)
2.24
0.06
Beta (against Standard Index)
0.97
1.03
Mean Annual Return
7.39
0.60
R-squared (against Standard Index)
95
94.19
Standard Deviation
19.64
21.01
Sharpe Ratio
0.31
N/A
Treynor Ratio
4.51
N/A
10 Years
Statistic
MIELX
Category
Alpha (against Standard Index)
2.57
0.47
Beta (against Standard Index)
1.15
1.06
Mean Annual Return
3.61
0.35
R-squared (against Standard Index)
77
85.14
Standard Deviation
23.68
20.88
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.56
N/A
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