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MassMutual Select Overseas A (MOSAX)
On
Jan 6
:
6.78
0.02
(0.30%)
MORE ON MOSAX
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Risk
As of 30-Nov-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)
:
27.38%
Worst 1 Yr Total Return
(2008)
:
-39.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MOSAX
Category
Alpha (against Standard Index)
1.75
0.11
Beta (against Standard Index)
0.96
1.02
Mean Annual Return
-3.66
-0.23
R-squared (against Standard Index)
92
95.97
Standard Deviation
24.05
24.84
Sharpe Ratio
-0.13
N/A
Treynor Ratio
-6.15
N/A
5 Years
Statistic
MOSAX
Category
Alpha (against Standard Index)
0.99
0.08
Beta (against Standard Index)
0.95
1.01
Mean Annual Return
5.07
0.51
R-squared (against Standard Index)
91
95.66
Standard Deviation
19.48
20.38
Sharpe Ratio
0.20
N/A
Treynor Ratio
2.19
N/A
10 Years
Statistic
MOSAX
Category
Alpha (against Standard Index)
N/A
-0.14
Beta (against Standard Index)
N/A
1.01
Mean Annual Return
N/A
0.28
R-squared (against Standard Index)
N/A
92.61
Standard Deviation
N/A
18.91
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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