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MassMutual Select Indexed Equity Z (MIEZX)
On
Dec 24
:
10.47
0.06
(0.58%)
MORE ON MIEZX
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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)
:
15.59%
Worst 1 Yr Total Return
(2008)
:
-37.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MIEZX
Category
Alpha (against Standard Index)
-0.17
0.06
Beta (against Standard Index)
1.00
1.00
Mean Annual Return
-5.96
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.91
20.42
Sharpe Ratio
-0.32
N/A
Treynor Ratio
-8.22
N/A
5 Years
Statistic
MIEZX
Category
Alpha (against Standard Index)
-0.17
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
0.53
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
16.11
16.64
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.45
N/A
10 Years
Statistic
MIEZX
Category
Alpha (against Standard Index)
-0.28
0.81
Beta (against Standard Index)
1.00
0.96
Mean Annual Return
-0.86
0.14
R-squared (against Standard Index)
99
91.13
Standard Deviation
16.24
16.39
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-3.78
N/A
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