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Wednesday, December 30, 2009, 9:48AM ET - U.S. Markets close in 6 hours and 12 minutes. Dow Down 0.09% Nasdaq Up 0.14%
MassMutual Select Mid Cap Growth Eq S (MCGSX)On Dec 29: 8.77  Down 0.02 (0.23%)  
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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 (2004):15.15%
Worst 1 Yr Total Return (2008):-46.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMCGSXCategory
Alpha (against Standard Index)-1.282.05
Beta (against Standard Index)1.141.08
Mean Annual Return-8.70-0.20
R-squared (against Standard Index)8784.21
Standard Deviation24.1823.41
Sharpe Ratio-0.34N/A
Treynor Ratio-9.66N/A
5 Years
StatisticMCGSXCategory
Alpha (against Standard Index)-0.831.56
Beta (against Standard Index)1.181.11
Mean Annual Return-1.240.29
R-squared (against Standard Index)8080.86
Standard Deviation21.0519.91
Sharpe Ratio-0.09N/A
Treynor Ratio-3.60N/A
10 Years
StatisticMCGSXCategory
Alpha (against Standard Index)-0.253.33
Beta (against Standard Index)1.171.11
Mean Annual Return-2.670.32
R-squared (against Standard Index)6361.70
Standard Deviation23.7923.38
Sharpe Ratio-0.12N/A
Treynor Ratio-4.80N/A

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