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MassMutual Select Mid-Cap Value Svc (MLUYX)

15.10 Down 0.03(0.20%) Oct 29

Risk as of Sep 29, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up4
Number of Years Down3
Best 1 Yr Total Return(Dec 30, 2013):33.73%
Worst 1 Yr Total Return(Dec 30, 2008):-32.67%
Risk (Modern Portfolio Theory) Statistics 
3 Years
StatisticMLUYXCategory
Alpha (against Standard Index)-3.96-2.46
Beta (against Standard Index)1.151.12
Mean Annual Return1.721.79
R-squared (against Standard Index)90.1386.88
Standard Deviation12.7712.74
Sharpe Ratio1.611.69
Treynor Ratio18.8720.40
5 Years
StatisticMLUYXCategory
Alpha (against Standard Index)-2.48-2.21
Beta (against Standard Index)1.151.13
Mean Annual Return1.281.27
R-squared (against Standard Index)92.1390.04
Standard Deviation15.8115.72
Sharpe Ratio0.970.98
Treynor Ratio13.0413.34
10 Years
StatisticMLUYXCategory
Alpha (against Standard Index)N/A-0.06
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A0.84
R-squared (against Standard Index)N/A89.21
Standard DeviationN/A18.10
Sharpe RatioN/A0.47
Treynor RatioN/A6.24