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MassMutual Premier International Eq N (MIENX)
On
Dec 3
:
12.38
0.06
(0.48%)
MORE ON MIENX
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Risk
As of 31-Oct-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)
:
27.98%
Worst 1 Yr Total Return
(2008)
:
-43.53%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIENX
Category
Alpha (against Standard Index)
2.23
1.02
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
-2.73
-0.13
R-squared (against Standard Index)
96
94.34
Standard Deviation
23.40
25.50
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-5.38
N/A
5 Years
Statistic
MIENX
Category
Alpha (against Standard Index)
1.70
0.06
Beta (against Standard Index)
0.97
1.03
Mean Annual Return
6.81
0.60
R-squared (against Standard Index)
95
94.19
Standard Deviation
19.65
21.01
Sharpe Ratio
0.29
N/A
Treynor Ratio
3.91
N/A
10 Years
Statistic
MIENX
Category
Alpha (against Standard Index)
2.11
0.47
Beta (against Standard Index)
1.15
1.06
Mean Annual Return
3.13
0.35
R-squared (against Standard Index)
77
85.14
Standard Deviation
23.69
20.88
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.14
N/A
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