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Friday, December 18, 2009, 7:33PM ET - U.S. Markets Closed. Dow Up 0.20% Nasdaq Up 1.45%
MassMutual Premier Cap Appreciation S (MCASX)On Dec 18: 9.57  Up 0.06 (0.63%)  
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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):13.80%
Worst 1 Yr Total Return (2008):-45.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMCASXCategory
Alpha (against Standard Index)1.672.20
Beta (against Standard Index)1.080.99
Mean Annual Return-5.36-0.14
R-squared (against Standard Index)8888.76
Standard Deviation22.9221.04
Sharpe Ratio-0.22N/A
Treynor Ratio-7.04N/A
5 Years
StatisticMCASXCategory
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
StatisticMCASXCategory
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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