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MassMutual Select NASDAQ-100 L (MOTLX)
On
Dec 24
:
4.67
0.04
(0.86%)
MORE ON MOTLX
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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)
:
18.24%
Worst 1 Yr Total Return
(2008)
:
-42.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MOTLX
Category
Alpha (against Standard Index)
6.54
2.20
Beta (against Standard Index)
1.09
0.99
Mean Annual Return
-0.82
-0.14
R-squared (against Standard Index)
83
88.76
Standard Deviation
23.78
21.04
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-2.83
N/A
5 Years
Statistic
MOTLX
Category
Alpha (against Standard Index)
2.22
0.80
Beta (against Standard Index)
1.14
1.01
Mean Annual Return
2.02
0.24
R-squared (against Standard Index)
79
86.59
Standard Deviation
20.49
17.50
Sharpe Ratio
0.06
N/A
Treynor Ratio
-0.85
N/A
10 Years
Statistic
MOTLX
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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