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Wednesday, December 23, 2009, 9:40PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
MassMutual Select Blue Chip Growth L (MBCLX)On Dec 23: 9.08  Up 0.04 (0.44%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2007):12.46%
Worst 1 Yr Total Return (2008):-42.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMBCLXCategory
Alpha (against Standard Index)2.902.20
Beta (against Standard Index)1.010.99
Mean Annual Return-3.34-0.14
R-squared (against Standard Index)9188.76
Standard Deviation21.0621.04
Sharpe Ratio-0.16N/A
Treynor Ratio-5.55N/A
5 Years
StatisticMBCLXCategory
Alpha (against Standard Index)0.170.80
Beta (against Standard Index)1.011.01
Mean Annual Return0.700.24
R-squared (against Standard Index)9086.59
Standard Deviation17.0217.50
Sharpe Ratio-0.05N/A
Treynor Ratio-2.27N/A
10 Years
StatisticMBCLXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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