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Wednesday, December 30, 2009, 6:04PM ET - U.S. Markets Closed. Dow Up 0.03% Nasdaq Up 0.13%
MassMutual Select Aggressive Growth N (MMANX)On Dec 30: 5.47   0.00 (0.00%)  
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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):18.50%
Worst 1 Yr Total Return (2008):-46.88%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMMANXCategory
Alpha (against Standard Index)4.382.20
Beta (against Standard Index)1.070.99
Mean Annual Return-2.69-0.14
R-squared (against Standard Index)8488.76
Standard Deviation23.1721.04
Sharpe Ratio-0.10N/A
Treynor Ratio-4.63N/A
5 Years
StatisticMMANXCategory
Alpha (against Standard Index)-0.030.80
Beta (against Standard Index)1.091.01
Mean Annual Return-0.050.24
R-squared (against Standard Index)7886.59
Standard Deviation19.6717.50
Sharpe Ratio-0.05N/A
Treynor Ratio-2.79N/A
10 Years
StatisticMMANXCategory
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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