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    MassMutual Select Strategic Bond A (MSBAX)

    10.33 Up 0.01(0.10%) Jun 24

    Risk as of May 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:4
    Number of Years Up8
    Number of Years Down3
    Best 1 Yr Total Return(Dec 30, 2009):18.39%
    Worst 1 Yr Total Return(Dec 30, 2008):-8.61%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    Alpha (against Standard Index)-0.17-0.41
    Beta (against Standard Index)1.070.94
    Mean Annual Return0.250.20
    R-squared (against Standard Index)82.0882.46
    Standard Deviation3.232.89
    Sharpe Ratio0.890.80
    Treynor Ratio2.662.38
    5 Years
    Alpha (against Standard Index)0.330.19
    Beta (against Standard Index)1.000.90
    Mean Annual Return0.300.27
    R-squared (against Standard Index)78.5476.00
    Standard Deviation3.042.85
    Sharpe Ratio1.181.11
    Treynor Ratio3.593.63
    10 Years
    Alpha (against Standard Index)-0.65-0.03
    Beta (against Standard Index)1.170.92
    Mean Annual Return0.410.38
    R-squared (against Standard Index)54.9364.20
    Standard Deviation5.023.88
    Sharpe Ratio0.780.97
    Treynor Ratio3.353.98