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Monday, December 28, 2009, 8:28PM ET - U.S. Markets Closed. Dow Up 0.26% Nasdaq Up 0.24%
MassMutual Select Large Cap Value N (MLVNX)On Dec 28: 9.43  Down 0.01 (0.11%)  
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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):13.87%
Worst 1 Yr Total Return (2008):-40.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMLVNXCategory
Alpha (against Standard Index)0.100.06
Beta (against Standard Index)1.121.00
Mean Annual Return-6.91-0.33
R-squared (against Standard Index)9795.82
Standard Deviation22.5720.42
Sharpe Ratio-0.30N/A
Treynor Ratio-8.21N/A
5 Years
StatisticMLVNXCategory
Alpha (against Standard Index)-0.280.04
Beta (against Standard Index)1.091.01
Mean Annual Return0.050.17
R-squared (against Standard Index)9595.19
Standard Deviation17.8516.64
Sharpe Ratio-0.07N/A
Treynor Ratio-2.71N/A
10 Years
StatisticMLVNXCategory
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

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