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Sunday, December 27, 2009, 6:55AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Aggressive Growth A (MMAAX)On Dec 24: 5.61  Up 0.04 (0.72%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Above average
Number of Years Up:3
Number of Years Down:2
Best 1 Yr Total Return (2004):18.75%
Worst 1 Yr Total Return (2008):-46.67%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMMAAXCategory
Alpha (against Standard Index)4.692.20
Beta (against Standard Index)1.070.99
Mean Annual Return-2.36-0.14
R-squared (against Standard Index)8488.76
Standard Deviation23.0921.04
Sharpe Ratio-0.08N/A
Treynor Ratio-4.33N/A
5 Years
StatisticMMAAXCategory
Alpha (against Standard Index)0.280.80
Beta (against Standard Index)1.091.01
Mean Annual Return0.270.24
R-squared (against Standard Index)7886.59
Standard Deviation19.6217.50
Sharpe Ratio-0.04N/A
Treynor Ratio-2.50N/A
10 Years
StatisticMMAAXCategory
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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