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MassMutual Select Aggressive Growth A (MMAAX)
On
Dec 24
:
5.61
0.04
(0.72%)
MORE ON MMAAX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2004)
:
18.75%
Worst 1 Yr Total Return
(2008)
:
-46.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMAAX
Category
Alpha (against Standard Index)
4.69
2.20
Beta (against Standard Index)
1.07
0.99
Mean Annual Return
-2.36
-0.14
R-squared (against Standard Index)
84
88.76
Standard Deviation
23.09
21.04
Sharpe Ratio
-0.08
N/A
Treynor Ratio
-4.33
N/A
5 Years
Statistic
MMAAX
Category
Alpha (against Standard Index)
0.28
0.80
Beta (against Standard Index)
1.09
1.01
Mean Annual Return
0.27
0.24
R-squared (against Standard Index)
78
86.59
Standard Deviation
19.62
17.50
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-2.50
N/A
10 Years
Statistic
MMAAX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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