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MassMutual Select Emerging Growth L (MEGLX)

On Jan 6: 5.06   0.02 (0.40%)

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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 (2007): 17.88% Worst 1 Yr Total Return (2008): -42.95% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MEGLX Category Alpha (against Standard Index) -3.51 0.16 Beta (against Standard Index) 1.00 1.12 Mean Annual Return -9.91 -0.38 R-squared (against Standard Index) 70 84.86 Standard Deviation 23.84 24.29 Sharpe Ratio -0.41 N/A Treynor Ratio -12.16 N/A 5 Years Statistic MEGLX Category Alpha (against Standard Index) -4.04 -0.01 Beta (against Standard Index) 1.06 1.17 Mean Annual Return -4.28 0.16 R-squared (against Standard Index) 65 80.32 Standard Deviation 21.12 20.99 Sharpe Ratio -0.24 N/A Treynor Ratio -6.85 N/A 10 Years Statistic MEGLX Category Alpha (against Standard Index) N/A 4.06 Beta (against Standard Index) N/A 1.16 Mean Annual Return N/A 0.37 R-squared (against Standard Index) N/A 57.27 Standard Deviation N/A 25.21 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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