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MassMutual Select Indexed Equity Y (MIEYX)
On
Jan 5
:
10.47
0.04
(0.38%)
MORE ON MIEYX
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Research Reports
Risk
As of 30-Nov-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)
:
15.26%
Worst 1 Yr Total Return
(2008)
:
-37.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIEYX
Category
Alpha (against Standard Index)
-0.44
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-6.21
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.88
20.42
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-8.48
N/A
5 Years
Statistic
MIEYX
Category
Alpha (against Standard Index)
-0.44
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.27
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
16.09
16.64
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-2.72
N/A
10 Years
Statistic
MIEYX
Category
Alpha (against Standard Index)
-0.47
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
-1.03
0.14
R-squared (against Standard Index)
99
91.13
Standard Deviation
16.20
16.39
Sharpe Ratio
-0.16
N/A
Treynor Ratio
-3.96
N/A
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