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Monday, December 14, 2009, 11:23PM ET - U.S. Markets Closed. Dow Up 0.28% Nasdaq Up 0.99%
MassMutual Premier Cap Appreciation N (MCANX)On Dec 14: 9.31  Up 0.13 (1.42%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2007):13.02%
Worst 1 Yr Total Return (2008):-46.15%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMCANXCategory
Alpha (against Standard Index)0.942.20
Beta (against Standard Index)1.080.99
Mean Annual Return-6.04-0.14
R-squared (against Standard Index)8888.76
Standard Deviation22.8921.04
Sharpe Ratio-0.25N/A
Treynor Ratio-7.68N/A
5 Years
StatisticMCANXCategory
Alpha (against Standard Index)N/A0.80
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.24
R-squared (against Standard Index)N/A86.59
Standard DeviationN/A17.50
Sharpe RatioN/AN/A
Treynor RatioN/AN/A
10 Years
StatisticMCANXCategory
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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