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MassMutual Premier Balanced N (MMBNX)
On
Dec 3
:
9.06
0.05
(0.55%)
MORE ON MMBNX
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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)
:
10.64%
Worst 1 Yr Total Return
(2008)
:
-24.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMBNX
Category
Alpha (against Standard Index)
-3.00
-2.88
Beta (against Standard Index)
0.98
1.08
Mean Annual Return
-2.45
-0.13
R-squared (against Standard Index)
96
93.44
Standard Deviation
13.11
14.69
Sharpe Ratio
-0.31
N/A
Treynor Ratio
-4.97
N/A
5 Years
Statistic
MMBNX
Category
Alpha (against Standard Index)
-2.83
-2.47
Beta (against Standard Index)
0.97
1.06
Mean Annual Return
1.69
0.23
R-squared (against Standard Index)
96
92.52
Standard Deviation
10.61
11.89
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.38
N/A
10 Years
Statistic
MMBNX
Category
Alpha (against Standard Index)
-3.96
-2.17
Beta (against Standard Index)
0.96
1.05
Mean Annual Return
0.57
0.26
R-squared (against Standard Index)
85
86.72
Standard Deviation
10.29
11.31
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-2.50
N/A
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