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MassMutual RetireSMART 2010 R4 (MRXZX)

11.43 Down 0.04(0.35%) Oct 22

Risk as of Sep 29, 2014Get 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
StatisticMRXZXCategory
Alpha (against Standard Index)-0.81-0.33
Beta (against Standard Index)0.870.78
Mean Annual Return0.780.72
R-squared (against Standard Index)98.1894.50
Standard Deviation6.395.76
Sharpe Ratio1.451.49
Treynor Ratio10.8411.38
5 Years
StatisticMRXZXCategory
Alpha (against Standard Index)-0.54-0.16
Beta (against Standard Index)0.900.82
Mean Annual Return0.640.61
R-squared (against Standard Index)98.6395.70
Standard Deviation7.757.14
Sharpe Ratio0.981.02
Treynor Ratio8.408.95
10 Years
StatisticMRXZXCategory
Alpha (against Standard Index)-2.00-1.54
Beta (against Standard Index)0.940.89
Mean Annual Return0.430.44
R-squared (against Standard Index)96.7194.53
Standard Deviation9.298.80
Sharpe Ratio0.380.42
Treynor Ratio3.433.88