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MassMutual Premier Balanced L (MMBLX)
On
Dec 1
:
9.33
0.06
(0.65%)
MORE ON MMBLX
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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)
:
11.35%
Worst 1 Yr Total Return
(2008)
:
-23.94%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMBLX
Category
Alpha (against Standard Index)
-2.48
-2.88
Beta (against Standard Index)
0.97
1.08
Mean Annual Return
-1.93
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
13.04
14.69
Sharpe Ratio
-0.27
N/A
Treynor Ratio
-4.47
N/A
5 Years
Statistic
MMBLX
Category
Alpha (against Standard Index)
-2.25
-2.47
Beta (against Standard Index)
0.96
1.06
Mean Annual Return
2.27
0.23
R-squared (against Standard Index)
95
92.52
Standard Deviation
10.57
11.89
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-0.79
N/A
10 Years
Statistic
MMBLX
Category
Alpha (against Standard Index)
-3.51
-2.17
Beta (against Standard Index)
0.96
1.05
Mean Annual Return
1.03
0.26
R-squared (against Standard Index)
85
86.72
Standard Deviation
10.27
11.31
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-2.03
N/A
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