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Thursday, January 7, 2010, 3:18PM ET - U.S. Markets close in 42 mins.. Dow Up 0.19% Nasdaq Down 0.21%
MassMutual Select Large Cap Value Y (MMLYX)On Jan 6: 9.69  Up 0.02 (0.21%)  
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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):14.65%
Worst 1 Yr Total Return (2008):-39.72%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMMLYXCategory
Alpha (against Standard Index)0.830.06
Beta (against Standard Index)1.121.00
Mean Annual Return-6.26-0.33
R-squared (against Standard Index)9795.82
Standard Deviation22.6520.42
Sharpe Ratio-0.27N/A
Treynor Ratio-7.60N/A
5 Years
StatisticMMLYXCategory
Alpha (against Standard Index)0.450.04
Beta (against Standard Index)1.091.01
Mean Annual Return0.770.17
R-squared (against Standard Index)9595.19
Standard Deviation17.9016.64
Sharpe Ratio-0.03N/A
Treynor Ratio-2.04N/A
10 Years
StatisticMMLYXCategory
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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