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Wednesday, December 23, 2009, 10:55PM ET - U.S. Markets Closed. Dow Up 0.01% Nasdaq Up 0.75%
MassMutual Select Overseas N (MOSNX)On Dec 23: 6.46  Up 0.05 (0.78%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):26.91%
Worst 1 Yr Total Return (2008):-39.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOSNXCategory
Alpha (against Standard Index)1.450.11
Beta (against Standard Index)0.971.02
Mean Annual Return-3.96-0.23
R-squared (against Standard Index)9295.97
Standard Deviation24.0624.84
Sharpe Ratio-0.14N/A
Treynor Ratio-6.45N/A
5 Years
StatisticMOSNXCategory
Alpha (against Standard Index)0.680.08
Beta (against Standard Index)0.951.01
Mean Annual Return4.750.51
R-squared (against Standard Index)9195.66
Standard Deviation19.4720.38
Sharpe Ratio0.19N/A
Treynor Ratio1.85N/A
10 Years
StatisticMOSNXCategory
Alpha (against Standard Index)N/A-0.14
Beta (against Standard Index)N/A1.01
Mean Annual ReturnN/A0.28
R-squared (against Standard Index)N/A92.61
Standard DeviationN/A18.91
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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