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Sunday, December 27, 2009, 3:52AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Large Cap Growth S (MLGSX)On Dec 24: 8.04  Up 0.04 (0.50%)  
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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 (2005):14.44%
Worst 1 Yr Total Return (2008):-41.00%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMLGSXCategory
Alpha (against Standard Index)-0.452.20
Beta (against Standard Index)0.930.99
Mean Annual Return-5.70-0.14
R-squared (against Standard Index)9088.76
Standard Deviation19.4021.04
Sharpe Ratio-0.32N/A
Treynor Ratio-8.59N/A
5 Years
StatisticMLGSXCategory
Alpha (against Standard Index)-0.720.80
Beta (against Standard Index)0.961.01
Mean Annual Return-0.080.24
R-squared (against Standard Index)8586.59
Standard Deviation16.7417.50
Sharpe Ratio-0.10N/A
Treynor Ratio-3.19N/A
10 Years
StatisticMLGSXCategory
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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