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MassMutual Premier Enhanced Index Gr A (MPGAX)
On
Dec 1
:
8.04
0.11
(1.39%)
MORE ON MPGAX
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Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
11.32%
Worst 1 Yr Total Return
(2008)
:
-38.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPGAX
Category
Alpha (against Standard Index)
1.76
2.45
Beta (against Standard Index)
0.97
1.00
Mean Annual Return
-5.16
-0.24
R-squared (against Standard Index)
94
88.47
Standard Deviation
19.56
20.84
Sharpe Ratio
-0.29
N/A
Treynor Ratio
-7.80
N/A
5 Years
Statistic
MPGAX
Category
Alpha (against Standard Index)
0.24
0.94
Beta (against Standard Index)
0.98
1.01
Mean Annual Return
0.57
0.21
R-squared (against Standard Index)
93
86.37
Standard Deviation
16.14
17.46
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.51
N/A
10 Years
Statistic
MPGAX
Category
Alpha (against Standard Index)
N/A
0.18
Beta (against Standard Index)
N/A
1.04
Mean Annual Return
N/A
0.04
R-squared (against Standard Index)
N/A
78.62
Standard Deviation
N/A
19.22
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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