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Tuesday, December 29, 2009, 8:47PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
MassMutual Select Focused Value L (MMFVX)On Dec 29: 14.49  Down 0.01 (0.07%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:High
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):19.94%
Worst 1 Yr Total Return (2008):-42.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMMFVXCategory
Alpha (against Standard Index)6.080.06
Beta (against Standard Index)1.231.00
Mean Annual Return-2.51-0.33
R-squared (against Standard Index)9195.82
Standard Deviation25.5820.42
Sharpe Ratio-0.06N/A
Treynor Ratio-3.89N/A
5 Years
StatisticMMFVXCategory
Alpha (against Standard Index)3.530.04
Beta (against Standard Index)1.221.01
Mean Annual Return3.300.17
R-squared (against Standard Index)9095.19
Standard Deviation20.4616.64
Sharpe Ratio0.12N/A
Treynor Ratio0.26N/A
10 Years
StatisticMMFVXCategory
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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