Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Friday, December 25, 2009, 8:06AM ET - U.S. Markets Closed for Christmas. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Blue Chip Growth N (MBCNX)On Dec 24: 8.79  Up 0.05 (0.57%)  
MORE ON MBCNX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


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):11.84%
Worst 1 Yr Total Return (2008):-42.89%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMBCNXCategory
Alpha (against Standard Index)2.402.20
Beta (against Standard Index)1.010.99
Mean Annual Return-3.84-0.14
R-squared (against Standard Index)9188.76
Standard Deviation21.1021.04
Sharpe Ratio-0.18N/A
Treynor Ratio-6.03N/A
5 Years
StatisticMBCNXCategory
Alpha (against Standard Index)-0.350.80
Beta (against Standard Index)1.011.01
Mean Annual Return0.170.24
R-squared (against Standard Index)9086.59
Standard Deviation17.0417.50
Sharpe Ratio-0.08N/A
Treynor Ratio-2.79N/A
10 Years
StatisticMBCNXCategory
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

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center