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MassMutual Small Cap Gr Eq I (MSGZX)

17.10 +0.33 (+1.97%)
At close: November 5 at 6:46 PM EST

Fund Summary

The fund normally invests at least 80% of its net assets (plus the amount of any borrowings for investment purposes) in the equity securities of companies whose market capitalizations at the time of purchase are within the market capitalization range of companies included in the Russell 2000? Index or the S&P SmallCap 600 Index. While most assets typically will be invested in common stocks of U.S. companies, the fund also may invest up to 20% of its total assets in foreign securities, including emerging market securities.

Risk Overview

Morningstar Risk Rating
Best 1Y Total Return 47.86%
Worst 1Y Total Return --
Number of Years Up 9
Number of Years Down 4

Performance & Risk

YTD Return 14.55%
5y Average Return 10.34%
Rank in Category (ytd) 24
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.08
Morningstar Risk Rating

Risk Statistics

3 Years5 Years10 Years
MSGZXCategory AverageMSGZXCategory AverageMSGZXCategory Average
Alpha -10.03 -0.02 -4.71 0.01 -2.88 -0.02
BETA 1.08 0.01 1.11 0.01 1.12 0.01
Mean Annual Return 0.29 0.02 1.11 0.02 1.03 0.01
R-squared 78.77 0.78 78.57 0.73 76.89 0.73
Standard Deviation 21.31 0.26 22.49 0.21 19.52 0.19
Sharpe Ratio -0.02 0.01 0.48 0.01 0.55 0.01
Treynor Ratio -2.4 0.15 8.02 0.17 8.23 0.11

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