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Thursday, December 24, 2009, 12:51PM ET - U.S. Markets close early today in 9 mins. for Christmas Eve. Dow Up 0.45% Nasdaq Up 0.62%
MassMutual Select Mid Cap Gr Eq II S (MGRFX)On Dec 23: 12.40  Up 0.05 (0.40%)  
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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):17.98%
Worst 1 Yr Total Return (2008):-41.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMGRFXCategory
Alpha (against Standard Index)5.392.05
Beta (against Standard Index)1.111.08
Mean Annual Return-2.06-0.20
R-squared (against Standard Index)8984.21
Standard Deviation23.4023.41
Sharpe Ratio-0.07N/A
Treynor Ratio-3.89N/A
5 Years
StatisticMGRFXCategory
Alpha (against Standard Index)3.561.56
Beta (against Standard Index)1.121.11
Mean Annual Return3.610.29
R-squared (against Standard Index)8780.86
Standard Deviation19.2619.91
Sharpe Ratio0.13N/A
Treynor Ratio0.56N/A
10 Years
StatisticMGRFXCategory
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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