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Tuesday, December 29, 2009, 2:29AM ET - U.S. Markets open in 7 hours and 1 minute. Dow Up 0.26% Nasdaq Up 0.24%
MassMutual Select Large Cap Growth A (MLGAX)On Dec 28: 7.87  Up 0.02 (0.25%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2005):13.95%
Worst 1 Yr Total Return (2008):-41.30%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMLGAXCategory
Alpha (against Standard Index)-0.892.20
Beta (against Standard Index)0.930.99
Mean Annual Return-6.10-0.14
R-squared (against Standard Index)9088.76
Standard Deviation19.3921.04
Sharpe Ratio-0.34N/A
Treynor Ratio-9.04N/A
5 Years
StatisticMLGAXCategory
Alpha (against Standard Index)-1.140.80
Beta (against Standard Index)0.961.01
Mean Annual Return-0.500.24
R-squared (against Standard Index)8486.59
Standard Deviation16.7417.50
Sharpe Ratio-0.12N/A
Treynor Ratio-3.64N/A
10 Years
StatisticMLGAXCategory
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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