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MassMutual Select Mid Cap Gr Eq II N (MEFNX)

On Jan 7: 11.78   0.06 (0.51%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2004): 17.07% Worst 1 Yr Total Return (2008): -41.42% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MEFNX Category Alpha (against Standard Index) 4.57 2.05 Beta (against Standard Index) 1.11 1.08 Mean Annual Return -2.83 -0.20 R-squared (against Standard Index) 89 84.21 Standard Deviation 23.35 23.41 Sharpe Ratio -0.10 N/A Treynor Ratio -4.60 N/A 5 Years Statistic MEFNX Category Alpha (against Standard Index) 2.75 1.56 Beta (against Standard Index) 1.12 1.11 Mean Annual Return 2.78 0.29 R-squared (against Standard Index) 87 80.86 Standard Deviation 19.22 19.91 Sharpe Ratio 0.09 N/A Treynor Ratio -0.18 N/A 10 Years Statistic MEFNX Category Alpha (against Standard Index) N/A 3.33 Beta (against Standard Index) N/A 1.11 Mean Annual Return N/A 0.32 R-squared (against Standard Index) N/A 61.70 Standard Deviation N/A 23.38 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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