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MassMutual Premier Main St Sm Cap S (MPVSX)
On
Dec 17
:
8.48
0.08
(0.93%)
MORE ON MPVSX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
0
Number of Years Down:
2
Best 1 Yr Total Return
(2007)
:
-1.07%
Worst 1 Yr Total Return
(2008)
:
-38.41%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MPVSX
Category
Alpha (against Standard Index)
2.07
-0.48
Beta (against Standard Index)
1.33
1.16
Mean Annual Return
-7.63
-0.45
R-squared (against Standard Index)
85
86.39
Standard Deviation
28.53
24.75
Sharpe Ratio
-0.22
N/A
Treynor Ratio
-7.46
N/A
5 Years
Statistic
MPVSX
Category
Alpha (against Standard Index)
N/A
0.00
Beta (against Standard Index)
N/A
1.17
Mean Annual Return
N/A
0.16
R-squared (against Standard Index)
N/A
83.41
Standard Deviation
N/A
20.64
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
MPVSX
Category
Alpha (against Standard Index)
N/A
7.16
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.66
R-squared (against Standard Index)
N/A
64.42
Standard Deviation
N/A
20.26
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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