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MassMutual Select Fundamental Value N (MFUNX)

On Dec 28: 9.22   0.00 (0.00%)

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Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Below average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 20.09% Worst 1 Yr Total Return (2008): -34.42% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MFUNX Category Alpha (against Standard Index) 1.34 -1.37 Beta (against Standard Index) 0.96 1.02 Mean Annual Return -4.13 -0.45 R-squared (against Standard Index) 98 94.58 Standard Deviation 19.23 20.79 Sharpe Ratio -0.24 N/A Treynor Ratio -6.68 N/A 5 Years Statistic MFUNX Category Alpha (against Standard Index) 1.78 -0.29 Beta (against Standard Index) 0.96 1.01 Mean Annual Return 2.64 0.14 R-squared (against Standard Index) 97 93.49 Standard Deviation 15.60 16.81 Sharpe Ratio 0.06 N/A Treynor Ratio -0.36 N/A 10 Years Statistic MFUNX Category Alpha (against Standard Index) N/A 2.74 Beta (against Standard Index) N/A 0.88 Mean Annual Return N/A 0.31 R-squared (against Standard Index) N/A 81.33 Standard Deviation N/A 15.97 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
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