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MassMutual Select NASDAQ-100 A (MOTAX)
On
Dec 30
:
4.59
0.02
(0.44%)
MORE ON MOTAX
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Research Reports
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
(2007)
:
17.81%
Worst 1 Yr Total Return
(2008)
:
-42.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MOTAX
Category
Alpha (against Standard Index)
6.29
2.20
Beta (against Standard Index)
1.09
0.99
Mean Annual Return
-1.06
-0.14
R-squared (against Standard Index)
83
88.76
Standard Deviation
23.74
21.04
Sharpe Ratio
-0.02
N/A
Treynor Ratio
-3.06
N/A
5 Years
Statistic
MOTAX
Category
Alpha (against Standard Index)
1.94
0.80
Beta (against Standard Index)
1.14
1.01
Mean Annual Return
1.73
0.24
R-squared (against Standard Index)
79
86.59
Standard Deviation
20.50
17.50
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.11
N/A
10 Years
Statistic
MOTAX
Category
Alpha (against Standard Index)
N/A
-0.13
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.05
R-squared (against Standard Index)
N/A
78.99
Standard Deviation
N/A
19.17
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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