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Tuesday, December 29, 2009, 6:28PM ET - U.S. Markets Closed. Dow Down 0.02% Nasdaq Down 0.12%
MassMutual Select Indexed Equity L (MMILX)On Dec 29: 10.37  Down 0.01 (0.10%)  
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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):15.28%
Worst 1 Yr Total Return (2008):-37.33%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMMILXCategory
Alpha (against Standard Index)-0.350.06
Beta (against Standard Index)1.001.00
Mean Annual Return-6.14-0.33
R-squared (against Standard Index)9995.82
Standard Deviation19.9220.42
Sharpe Ratio-0.33N/A
Treynor Ratio-8.40N/A
5 Years
StatisticMMILXCategory
Alpha (against Standard Index)-0.390.04
Beta (against Standard Index)1.001.01
Mean Annual Return0.310.17
R-squared (against Standard Index)9995.19
Standard Deviation16.1116.64
Sharpe Ratio-0.08N/A
Treynor Ratio-2.68N/A
10 Years
StatisticMMILXCategory
Alpha (against Standard Index)-0.500.81
Beta (against Standard Index)1.000.96
Mean Annual Return-1.070.14
R-squared (against Standard Index)9991.13
Standard Deviation16.2316.39
Sharpe Ratio-0.16N/A
Treynor Ratio-4.00N/A

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