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Wednesday, December 30, 2009, 12:45PM ET - U.S. Markets close in 3 hours and 15 minutes. Dow Down 0.11% Nasdaq Down 0.12%
MassMutual Select Large Cap Value A (MMLAX)On Dec 29: 9.52   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:4
Number of Years Down:1
Best 1 Yr Total Return (2006):14.21%
Worst 1 Yr Total Return (2008):-39.96%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMMLAXCategory
Alpha (against Standard Index)0.390.06
Beta (against Standard Index)1.121.00
Mean Annual Return-6.65-0.33
R-squared (against Standard Index)9795.82
Standard Deviation22.5920.42
Sharpe Ratio-0.29N/A
Treynor Ratio-7.97N/A
5 Years
StatisticMMLAXCategory
Alpha (against Standard Index)0.030.04
Beta (against Standard Index)1.091.01
Mean Annual Return0.360.17
R-squared (against Standard Index)9595.19
Standard Deviation17.8616.64
Sharpe Ratio-0.06N/A
Treynor Ratio-2.43N/A
10 Years
StatisticMMLAXCategory
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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