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Wednesday, December 30, 2009, 3:52AM ET - U.S. Markets open in 5 hours and 38 minutes. Dow  0.02% Nasdaq  0.00%

MassMutual Select Indexed Equity A (MIEAX)

On Dec 29: 10.32   0.01 (0.10%)

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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 (2006): 14.95% Worst 1 Yr Total Return (2008): -37.44% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic MIEAX Category Alpha (against Standard Index) -0.59 0.06 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -6.37 -0.33 R-squared (against Standard Index) 99 95.82 Standard Deviation 19.93 20.42 Sharpe Ratio -0.34 N/A Treynor Ratio -8.62 N/A 5 Years Statistic MIEAX Category Alpha (against Standard Index) -0.66 0.04 Beta (against Standard Index) 1.00 1.01 Mean Annual Return 0.04 0.17 R-squared (against Standard Index) 99 95.19 Standard Deviation 16.11 16.64 Sharpe Ratio -0.10 N/A Treynor Ratio -2.94 N/A 10 Years Statistic MIEAX Category Alpha (against Standard Index) -0.76 0.81 Beta (against Standard Index) 1.00 0.96 Mean Annual Return -1.32 0.14 R-squared (against Standard Index) 99 91.13 Standard Deviation 16.21 16.39 Sharpe Ratio -0.18 N/A Treynor Ratio -4.25 N/A
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