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MassMutual RetireSMART 2010 R4 (MRXZX)

11.74 0.00(0.00%) Nov 25

Risk as of Oct 30, 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)-0.60-0.23
Beta (against Standard Index)0.860.76
Mean Annual Return0.650.61
R-squared (against Standard Index)97.5993.90
Standard Deviation5.625.10
Sharpe Ratio1.381.42
Treynor Ratio9.209.68
5 Years
StatisticMRXZXCategory
Alpha (against Standard Index)-0.47-0.13
Beta (against Standard Index)0.900.82
Mean Annual Return0.680.64
R-squared (against Standard Index)98.5595.78
Standard Deviation7.727.11
Sharpe Ratio1.051.08
Treynor Ratio8.989.47
10 Years
StatisticMRXZXCategory
Alpha (against Standard Index)-1.92-1.49
Beta (against Standard Index)0.950.89
Mean Annual Return0.430.44
R-squared (against Standard Index)96.6994.61
Standard Deviation9.298.80
Sharpe Ratio0.390.42
Treynor Ratio3.463.89