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Sunday, December 27, 2009, 12:35AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Mid Cap Growth Eq Y (MCGYX)On Dec 24: 8.76  Up 0.04 (0.46%)  
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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):14.91%
Worst 1 Yr Total Return (2008):-46.92%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMCGYXCategory
Alpha (against Standard Index)-1.302.05
Beta (against Standard Index)1.141.08
Mean Annual Return-8.73-0.20
R-squared (against Standard Index)8684.21
Standard Deviation24.2323.41
Sharpe Ratio-0.35N/A
Treynor Ratio-9.69N/A
5 Years
StatisticMCGYXCategory
Alpha (against Standard Index)-0.871.56
Beta (against Standard Index)1.181.11
Mean Annual Return-1.290.29
R-squared (against Standard Index)8080.86
Standard Deviation21.0919.91
Sharpe Ratio-0.09N/A
Treynor Ratio-3.63N/A
10 Years
StatisticMCGYXCategory
Alpha (against Standard Index)-0.313.33
Beta (against Standard Index)1.171.11
Mean Annual Return-2.740.32
R-squared (against Standard Index)6361.70
Standard Deviation23.8023.38
Sharpe Ratio-0.12N/A
Treynor Ratio-4.86N/A

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