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Wednesday, December 30, 2009, 11:25PM ET - U.S. Markets Closed. Dow Up 0.03% Nasdaq Up 0.13%
MassMutual Select Mid Cap Growth Eq N (MMGNX)On Dec 30: 8.22  Up 0.01 (0.12%)  
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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 (2004):14.23%
Worst 1 Yr Total Return (2008):-47.27%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMMGNXCategory
Alpha (against Standard Index)-2.032.05
Beta (against Standard Index)1.141.08
Mean Annual Return-9.40-0.20
R-squared (against Standard Index)8784.21
Standard Deviation24.2223.41
Sharpe Ratio-0.38N/A
Treynor Ratio-10.27N/A
5 Years
StatisticMMGNXCategory
Alpha (against Standard Index)-1.581.56
Beta (against Standard Index)1.181.11
Mean Annual Return-1.990.29
R-squared (against Standard Index)8080.86
Standard Deviation21.0819.91
Sharpe Ratio-0.13N/A
Treynor Ratio-4.23N/A
10 Years
StatisticMMGNXCategory
Alpha (against Standard Index)-0.993.33
Beta (against Standard Index)1.171.11
Mean Annual Return-3.390.32
R-squared (against Standard Index)6361.70
Standard Deviation23.7923.38
Sharpe Ratio-0.15N/A
Treynor Ratio-5.42N/A

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