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MassMutual Select Mid Cap Growth Eq N (MMGNX)
On
Dec 30
:
8.22
0.01
(0.12%)
MORE ON MMGNX
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Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
14.23%
Worst 1 Yr Total Return
(2008)
:
-47.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMGNX
Category
Alpha (against Standard Index)
-2.03
2.05
Beta (against Standard Index)
1.14
1.08
Mean Annual Return
-9.40
-0.20
R-squared (against Standard Index)
87
84.21
Standard Deviation
24.22
23.41
Sharpe Ratio
-0.38
N/A
Treynor Ratio
-10.27
N/A
5 Years
Statistic
MMGNX
Category
Alpha (against Standard Index)
-1.58
1.56
Beta (against Standard Index)
1.18
1.11
Mean Annual Return
-1.99
0.29
R-squared (against Standard Index)
80
80.86
Standard Deviation
21.08
19.91
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-4.23
N/A
10 Years
Statistic
MMGNX
Category
Alpha (against Standard Index)
-0.99
3.33
Beta (against Standard Index)
1.17
1.11
Mean Annual Return
-3.39
0.32
R-squared (against Standard Index)
63
61.70
Standard Deviation
23.79
23.38
Sharpe Ratio
-0.15
N/A
Treynor Ratio
-5.42
N/A
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