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MassMutual Premier International Eq Y (MYIEX)
On
Dec 1
:
12.86
0.30
(2.39%)
MORE ON MYIEX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
28.78%
Worst 1 Yr Total Return
(2008)
:
-43.14%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
MYIEX
Category
Alpha (against Standard Index)
2.92
1.02
Beta (against Standard Index)
0.96
1.03
Mean Annual Return
-2.05
-0.13
R-squared (against Standard Index)
96
94.34
Standard Deviation
23.38
25.50
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-4.67
N/A
5 Years
Statistic
MYIEX
Category
Alpha (against Standard Index)
2.41
0.06
Beta (against Standard Index)
0.97
1.03
Mean Annual Return
7.56
0.60
R-squared (against Standard Index)
95
94.19
Standard Deviation
19.64
21.01
Sharpe Ratio
0.32
N/A
Treynor Ratio
4.70
N/A
10 Years
Statistic
MYIEX
Category
Alpha (against Standard Index)
2.74
0.47
Beta (against Standard Index)
1.15
1.06
Mean Annual Return
3.78
0.35
R-squared (against Standard Index)
77
85.14
Standard Deviation
23.70
20.88
Sharpe Ratio
0.15
N/A
Treynor Ratio
0.70
N/A
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