Yahoo! FinanceFinance Home - My Yahoo - Yahoo! - Help 

Monday, December 28, 2009, 9:53AM ET - U.S. Markets close in 6 hours and 7 minutes. Dow Up 0.23% Nasdaq Up 0.40%
MassMutual Select Large Cap Growth N (MLGNX)On Dec 24: 7.77  Up 0.04 (0.52%)  
MORE ON MLGNX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


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):13.67%
Worst 1 Yr Total Return (2008):-41.40%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMLGNXCategory
Alpha (against Standard Index)-1.122.20
Beta (against Standard Index)0.930.99
Mean Annual Return-6.33-0.14
R-squared (against Standard Index)9088.76
Standard Deviation19.4321.04
Sharpe Ratio-0.35N/A
Treynor Ratio-9.27N/A
5 Years
StatisticMLGNXCategory
Alpha (against Standard Index)-1.450.80
Beta (against Standard Index)0.961.01
Mean Annual Return-0.800.24
R-squared (against Standard Index)8586.59
Standard Deviation16.7417.50
Sharpe Ratio-0.14N/A
Treynor Ratio-3.95N/A
10 Years
StatisticMLGNXCategory
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

Add to My Portfolio Add to Portfolio    Set Alert Set Alert    Email to a Friend Email to a Friend
Get Risk for Another Symbol: Symbol Lookup
Help with Risk StatisticsPlanning Center