Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Wednesday, December 23, 2009, 3:57PM ET - U.S. Markets close in 3 mins.. Dow Up 0.04% Nasdaq Up 0.81%
MassMutual Select NASDAQ-100 Y (MOTYX)On Dec 22: 4.65  Up 0.03 (0.65%)  
MORE ON MOTYX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get 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):18.57%
Worst 1 Yr Total Return (2008):-42.08%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOTYXCategory
Alpha (against Standard Index)6.702.20
Beta (against Standard Index)1.090.99
Mean Annual Return-0.66-0.14
R-squared (against Standard Index)8388.76
Standard Deviation23.7621.04
Sharpe Ratio0.00N/A
Treynor Ratio-2.69N/A
5 Years
StatisticMOTYXCategory
Alpha (against Standard Index)2.340.80
Beta (against Standard Index)1.141.01
Mean Annual Return2.130.24
R-squared (against Standard Index)7986.59
Standard Deviation20.4917.50
Sharpe Ratio0.06N/A
Treynor Ratio-0.75N/A
10 Years
StatisticMOTYXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center