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

Thursday, December 24, 2009, 11:48AM ET - U.S. Markets close early today in 1 hour and 12 minutes for Christmas Eve. Dow Up 0.43% Nasdaq Up 0.61%
MassMutual Select Large Cap Value L (MLVLX)On Dec 23: 9.49  Up 0.04 (0.42%)  
MORE ON MLVLX
Quotes
Charts
News & Info
Fund
HereRisk
Analyst


Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):14.42%
Worst 1 Yr Total Return (2008):-39.85%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMLVLXCategory
Alpha (against Standard Index)0.660.06
Beta (against Standard Index)1.121.00
Mean Annual Return-6.41-0.33
R-squared (against Standard Index)9795.82
Standard Deviation22.6220.42
Sharpe Ratio-0.28N/A
Treynor Ratio-7.75N/A
5 Years
StatisticMLVLXCategory
Alpha (against Standard Index)0.280.04
Beta (against Standard Index)1.091.01
Mean Annual Return0.600.17
R-squared (against Standard Index)9595.19
Standard Deviation17.8816.64
Sharpe Ratio-0.04N/A
Treynor Ratio-2.19N/A
10 Years
StatisticMLVLXCategory
Alpha (against Standard Index)N/A0.81
Beta (against Standard Index)N/A0.96
Mean Annual ReturnN/A0.14
R-squared (against Standard Index)N/A91.13
Standard DeviationN/A16.39
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