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MassMutual Premier Infl-Prot Bond A (MPSAX)
On
Dec 15
:
10.20
0.01
(0.10%)
MORE ON MPSAX
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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:
2
Best 1 Yr Total Return
(2007)
:
10.53%
Worst 1 Yr Total Return
(2008)
:
-2.23%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPSAX
Category
Alpha (against Standard Index)
-3.10
-3.31
Beta (against Standard Index)
1.68
1.62
Mean Annual Return
5.70
0.46
R-squared (against Standard Index)
60
54.38
Standard Deviation
8.99
9.18
Sharpe Ratio
0.41
N/A
Treynor Ratio
2.04
N/A
5 Years
Statistic
MPSAX
Category
Alpha (against Standard Index)
-2.11
-1.69
Beta (against Standard Index)
1.57
1.52
Mean Annual Return
4.53
0.42
R-squared (against Standard Index)
61
56.44
Standard Deviation
7.37
7.42
Sharpe Ratio
0.24
N/A
Treynor Ratio
0.99
N/A
10 Years
Statistic
MPSAX
Category
Alpha (against Standard Index)
N/A
-0.86
Beta (against Standard Index)
N/A
1.34
Mean Annual Return
N/A
0.56
R-squared (against Standard Index)
N/A
57.15
Standard Deviation
N/A
6.77
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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