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Monday, December 28, 2009, 9:35PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
MassMutual Select Emerging Growth S (MEESX)On Dec 28: 5.10  Down 0.01 (0.20%)  
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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 (2007):17.98%
Worst 1 Yr Total Return (2008):-42.84%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMEESXCategory
Alpha (against Standard Index)-3.300.16
Beta (against Standard Index)1.001.12
Mean Annual Return-9.71-0.38
R-squared (against Standard Index)7084.86
Standard Deviation23.7924.29
Sharpe Ratio-0.40N/A
Treynor Ratio-11.97N/A
5 Years
StatisticMEESXCategory
Alpha (against Standard Index)-3.81-0.01
Beta (against Standard Index)1.061.17
Mean Annual Return-4.050.16
R-squared (against Standard Index)6580.32
Standard Deviation21.1020.99
Sharpe Ratio-0.23N/A
Treynor Ratio-6.63N/A
10 Years
StatisticMEESXCategory
Alpha (against Standard Index)N/A4.06
Beta (against Standard Index)N/A1.16
Mean Annual ReturnN/A0.37
R-squared (against Standard Index)N/A57.27
Standard DeviationN/A25.21
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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