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MassMutual Select Diversified Value Adm (MDDLX)
Nasdaq - Nasdaq Delayed price. Currency in USD
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12.56
+0.03
(+0.24%)
At close: 08:01PM EDT
Summary
Chart
Conversations
Historical data
Profile
Holdings
Performance
Risk
Purchase info
Sustainability
Risk overview
Morningstar risk rating
★★★
Number of years up
13
Number of years down
6
Best 1-yr total return (30 Jun 2024)
34.13%
Worst 1-yr total return (30 Jun 2024)
N/A
Risk statistics
3 years
MDDLX
Category average
5 years
MDDLX
Category average
10 years
MDDLX
Category average
Alpha
-1.35
-0.01
-2.57
-0.03
-2.73
-0.03
BETA
0.82
0.01
0.93
0.01
0.96
0.01
Mean annual return
0.67
0.01
1.07
0.01
0.83
0.01
R-squared
73.18
0.78
79.75
0.83
83.92
0.84
Standard deviation
16.95
0.17
18.88
0.19
15.96
0.16
Sharpe ratio
0.28
0
0.56
0
0.52
0.01
Treynor ratio
4.33
0.04
10.08
0.07
7.78
0.08
Data disclaimer
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