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MassMutual Select Aggressive Growth S (MGRSX)On Jan 7: 5.93   0.00 (0.00%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):19.41%
Worst 1 Yr Total Return (2008):-46.52%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMGRSXCategory
Alpha (against Standard Index)5.202.20
Beta (against Standard Index)1.060.99
Mean Annual Return-1.83-0.14
R-squared (against Standard Index)8488.76
Standard Deviation23.0821.04
Sharpe Ratio-0.06N/A
Treynor Ratio-3.85N/A
5 Years
StatisticMGRSXCategory
Alpha (against Standard Index)0.780.80
Beta (against Standard Index)1.081.01
Mean Annual Return0.780.24
R-squared (against Standard Index)7886.59
Standard Deviation19.6017.50
Sharpe Ratio-0.01N/A
Treynor Ratio-2.04N/A
10 Years
StatisticMGRSXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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