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Sunday, December 27, 2009, 5:34AM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Indexed Equity S (MMIEX)On Dec 24: 10.48  Up 0.05 (0.48%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):15.35%
Worst 1 Yr Total Return (2008):-37.31%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMMIEXCategory
Alpha (against Standard Index)-0.410.06
Beta (against Standard Index)1.001.00
Mean Annual Return-6.17-0.33
R-squared (against Standard Index)9995.82
Standard Deviation19.8720.42
Sharpe Ratio-0.33N/A
Treynor Ratio-8.45N/A
5 Years
StatisticMMIEXCategory
Alpha (against Standard Index)-0.400.04
Beta (against Standard Index)1.001.01
Mean Annual Return0.300.17
R-squared (against Standard Index)9995.19
Standard Deviation16.0816.64
Sharpe Ratio-0.08N/A
Treynor Ratio-2.69N/A
10 Years
StatisticMMIEXCategory
Alpha (against Standard Index)-0.430.81
Beta (against Standard Index)1.000.96
Mean Annual Return-0.990.14
R-squared (against Standard Index)9991.13
Standard Deviation16.2116.39
Sharpe Ratio-0.16N/A
Treynor Ratio-3.92N/A

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