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MassMutual Premier Enhanced Idx Cr Eq A (MPEAX)
On
Jan 6
:
9.82
0.01
(0.10%)
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
15.87%
Worst 1 Yr Total Return
(2008)
:
-38.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPEAX
Category
Alpha (against Standard Index)
-2.06
0.06
Beta (against Standard Index)
0.99
1.00
Mean Annual Return
-7.69
-0.33
R-squared (against Standard Index)
99
95.82
Standard Deviation
19.83
20.42
Sharpe Ratio
-0.42
N/A
Treynor Ratio
-10.03
N/A
5 Years
Statistic
MPEAX
Category
Alpha (against Standard Index)
-1.26
0.04
Beta (against Standard Index)
1.00
1.01
Mean Annual Return
-0.56
0.17
R-squared (against Standard Index)
99
95.19
Standard Deviation
16.08
16.64
Sharpe Ratio
-0.14
N/A
Treynor Ratio
-3.56
N/A
10 Years
Statistic
MPEAX
Category
Alpha (against Standard Index)
-0.91
0.81
Beta (against Standard Index)
1.05
0.96
Mean Annual Return
-1.84
0.14
R-squared (against Standard Index)
90
91.13
Standard Deviation
17.83
16.39
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-4.55
N/A
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