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Sunday, December 27, 2009, 5:31AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Large Cap Value S (MLVSX)On Dec 24: 9.57  Up 0.05 (0.53%)  
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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):14.71%
Worst 1 Yr Total Return (2008):-39.73%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMLVSXCategory
Alpha (against Standard Index)0.890.06
Beta (against Standard Index)1.121.00
Mean Annual Return-6.18-0.33
R-squared (against Standard Index)9795.82
Standard Deviation22.6020.42
Sharpe Ratio-0.27N/A
Treynor Ratio-7.55N/A
5 Years
StatisticMLVSXCategory
Alpha (against Standard Index)0.530.04
Beta (against Standard Index)1.091.01
Mean Annual Return0.860.17
R-squared (against Standard Index)9595.19
Standard Deviation17.8616.64
Sharpe Ratio-0.03N/A
Treynor Ratio-1.96N/A
10 Years
StatisticMLVSXCategory
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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