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    MassMutual RetireSMART 2010 R5 (MRXTX)

    11.12 Up 0.08(0.72%) Oct 2

    Risk as of Aug 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up0
    Number of Years Down0
    Best 1 Yr Total Return():N/A
    Worst 1 Yr Total Return():N/A
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.60-0.39
    Beta (against Standard Index)0.850.77
    Mean Annual Return0.410.39
    R-squared (against Standard Index)95.1192.44
    Standard Deviation5.144.73
    Sharpe Ratio0.960.97
    Treynor Ratio5.785.91
    5 Years
    Alpha (against Standard Index)-0.53-0.23
    Beta (against Standard Index)0.870.79
    Mean Annual Return0.550.53
    R-squared (against Standard Index)97.6494.50
    Standard Deviation6.936.38
    Sharpe Ratio0.950.98
    Treynor Ratio7.528.01
    10 Years
    Alpha (against Standard Index)-1.58-1.25
    Beta (against Standard Index)0.950.89
    Mean Annual Return0.370.37
    R-squared (against Standard Index)96.7094.53
    Standard Deviation9.348.86
    Sharpe Ratio0.330.36
    Treynor Ratio2.863.20