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MassMutual Premier Enhanced Idx Cr Eq L (MPELX)

On Dec 18: 9.54   0.08 (0.83%)

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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): 16.12% Worst 1 Yr Total Return (2008): -38.40% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MPELX Category Alpha (against Standard Index) -1.80 0.06 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -7.46 -0.33 R-squared (against Standard Index) 99 95.82 Standard Deviation 19.87 20.42 Sharpe Ratio -0.40 N/A Treynor Ratio -9.78 N/A 5 Years Statistic MPELX Category Alpha (against Standard Index) -1.01 0.04 Beta (against Standard Index) 1.00 1.01 Mean Annual Return -0.31 0.17 R-squared (against Standard Index) 99 95.19 Standard Deviation 16.10 16.64 Sharpe Ratio -0.12 N/A Treynor Ratio -3.31 N/A 10 Years Statistic MPELX Category Alpha (against Standard Index) -0.66 0.81 Beta (against Standard Index) 1.05 0.96 Mean Annual Return -1.60 0.14 R-squared (against Standard Index) 90 91.13 Standard Deviation 17.84 16.39 Sharpe Ratio -0.16 N/A Treynor Ratio -4.32 N/A
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