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MassMutual Premier International Eq A (MMIAX)
On
Dec 8
:
12.33
0.16
(1.28%)
MORE ON MMIAX
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Research Reports
Risk
As of 31-Oct-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
(2006)
:
28.29%
Worst 1 Yr Total Return
(2008)
:
-43.35%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MMIAX
Category
Alpha (against Standard Index)
2.50
1.02
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
-2.46
-0.13
R-squared (against Standard Index)
96
94.34
Standard Deviation
23.40
25.50
Sharpe Ratio
-0.09
N/A
Treynor Ratio
-5.10
N/A
5 Years
Statistic
MMIAX
Category
Alpha (against Standard Index)
2.01
0.06
Beta (against Standard Index)
0.97
1.03
Mean Annual Return
7.13
0.60
R-squared (against Standard Index)
95
94.19
Standard Deviation
19.66
21.01
Sharpe Ratio
0.30
N/A
Treynor Ratio
4.24
N/A
10 Years
Statistic
MMIAX
Category
Alpha (against Standard Index)
2.32
0.47
Beta (against Standard Index)
1.15
1.06
Mean Annual Return
3.35
0.35
R-squared (against Standard Index)
77
85.14
Standard Deviation
23.69
20.88
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.33
N/A
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