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Tuesday, January 5, 2010, 9:35PM ET - U.S. Markets Closed.
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MassMutual Select Mid Cap Growth Eq L (MMGLX)
On
Jan 5
:
8.80
0.08
(0.92%)
MORE ON MMGLX
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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
(2004)
:
14.75%
Worst 1 Yr Total Return
(2008)
:
-46.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMGLX
Category
Alpha (against Standard Index)
-1.47
2.05
Beta (against Standard Index)
1.14
1.08
Mean Annual Return
-8.89
-0.20
R-squared (against Standard Index)
86
84.21
Standard Deviation
24.24
23.41
Sharpe Ratio
-0.35
N/A
Treynor Ratio
-9.83
N/A
5 Years
Statistic
MMGLX
Category
Alpha (against Standard Index)
-1.05
1.56
Beta (against Standard Index)
1.18
1.11
Mean Annual Return
-1.46
0.29
R-squared (against Standard Index)
80
80.86
Standard Deviation
21.07
19.91
Sharpe Ratio
-0.10
N/A
Treynor Ratio
-3.78
N/A
10 Years
Statistic
MMGLX
Category
Alpha (against Standard Index)
-0.46
3.33
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
-2.88
0.32
R-squared (against Standard Index)
63
61.70
Standard Deviation
23.80
23.38
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.98
N/A
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