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MassMutual Diversified Value Adm (MDDLX)

Nasdaq - Nasdaq Delayed price. Currency in USD
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12.54-0.02 (-0.16%)
At close: 08:01PM EDT

Risk overview

Morningstar risk rating★★★
Number of years up13
Number of years down6
Best 1-yr total return (20 Jun 2024)34.13%
Worst 1-yr total return (20 Jun 2024)N/A

Risk statistics

3 years
MDDLXCategory average
5 years
MDDLXCategory average
10 years
MDDLXCategory average
Alpha
-1.35-0.01
-2.57-0.03
-2.73-0.03
BETA
0.820.01
0.930.01
0.960.01
Mean annual return
0.670.01
1.070.01
0.830.01
R-squared
73.180.78
79.750.83
83.920.84
Standard deviation
16.950.17
18.880.19
15.960.16
Sharpe ratio
0.280
0.560
0.520.01
Treynor ratio
4.330.04
10.080.07
7.780.08