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MassMutual Select Emerging Growth A (MMEGX)
On
Dec 28
:
4.85
0.01
(0.21%)
MORE ON MMEGX
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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
(2007)
:
17.52%
Worst 1 Yr Total Return
(2008)
:
-43.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMEGX
Category
Alpha (against Standard Index)
-3.81
0.16
Beta (against Standard Index)
1.00
1.12
Mean Annual Return
-10.16
-0.38
R-squared (against Standard Index)
69
84.86
Standard Deviation
23.81
24.29
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-12.46
N/A
5 Years
Statistic
MMEGX
Category
Alpha (against Standard Index)
-4.32
-0.01
Beta (against Standard Index)
1.06
1.17
Mean Annual Return
-4.55
0.16
R-squared (against Standard Index)
65
80.32
Standard Deviation
21.12
20.99
Sharpe Ratio
-0.25
N/A
Treynor Ratio
-7.11
N/A
10 Years
Statistic
MMEGX
Category
Alpha (against Standard Index)
N/A
4.06
Beta (against Standard Index)
N/A
1.16
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
57.27
Standard Deviation
N/A
25.21
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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