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Monday, December 28, 2009, 11:37PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
MassMutual Select Mid Cap Gr Eq II Y (MEFYX)On Dec 28: 12.36   0.00 (0.00%)  
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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):17.94%
Worst 1 Yr Total Return (2008):-41.05%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMEFYXCategory
Alpha (against Standard Index)5.282.05
Beta (against Standard Index)1.111.08
Mean Annual Return-2.15-0.20
R-squared (against Standard Index)8984.21
Standard Deviation23.3623.41
Sharpe Ratio-0.07N/A
Treynor Ratio-3.98N/A
5 Years
StatisticMEFYXCategory
Alpha (against Standard Index)3.461.56
Beta (against Standard Index)1.121.11
Mean Annual Return3.510.29
R-squared (against Standard Index)8780.86
Standard Deviation19.2319.91
Sharpe Ratio0.13N/A
Treynor Ratio0.47N/A
10 Years
StatisticMEFYXCategory
Alpha (against Standard Index)N/A3.33
Beta (against Standard Index)N/A1.11
Mean Annual ReturnN/A0.32
R-squared (against Standard Index)N/A61.70
Standard DeviationN/A23.38
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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