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Saturday, December 26, 2009, 11:09PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Overseas S (MOSSX)On Dec 24: 6.73  Up 0.03 (0.45%)  
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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):27.77%
Worst 1 Yr Total Return (2008):-39.09%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOSSXCategory
Alpha (against Standard Index)2.080.11
Beta (against Standard Index)0.971.02
Mean Annual Return-3.34-0.23
R-squared (against Standard Index)9295.97
Standard Deviation24.0424.84
Sharpe Ratio-0.11N/A
Treynor Ratio-5.81N/A
5 Years
StatisticMOSSXCategory
Alpha (against Standard Index)1.360.08
Beta (against Standard Index)0.951.01
Mean Annual Return5.450.51
R-squared (against Standard Index)9295.66
Standard Deviation19.4620.38
Sharpe Ratio0.22N/A
Treynor Ratio2.60N/A
10 Years
StatisticMOSSXCategory
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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