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Sunday, December 27, 2009, 10:11PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Indexed Equity Z (MIEZX)On Dec 24: 10.47  Up 0.06 (0.58%)  
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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 (2006):15.59%
Worst 1 Yr Total Return (2008):-37.17%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMIEZXCategory
Alpha (against Standard Index)-0.170.06
Beta (against Standard Index)1.001.00
Mean Annual Return-5.96-0.33
R-squared (against Standard Index)9995.82
Standard Deviation19.9120.42
Sharpe Ratio-0.32N/A
Treynor Ratio-8.22N/A
5 Years
StatisticMIEZXCategory
Alpha (against Standard Index)-0.170.04
Beta (against Standard Index)1.001.01
Mean Annual Return0.530.17
R-squared (against Standard Index)9995.19
Standard Deviation16.1116.64
Sharpe Ratio-0.07N/A
Treynor Ratio-2.45N/A
10 Years
StatisticMIEZXCategory
Alpha (against Standard Index)-0.280.81
Beta (against Standard Index)1.000.96
Mean Annual Return-0.860.14
R-squared (against Standard Index)9991.13
Standard Deviation16.2416.39
Sharpe Ratio-0.15N/A
Treynor Ratio-3.78N/A

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