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Wednesday, December 30, 2009, 6:38PM ET - U.S. Markets Closed. Dow Up 0.03% Nasdaq Up 0.13%
MassMutual Select NASDAQ-100 A (MOTAX)On Dec 30: 4.59  Up 0.02 (0.44%)  
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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 (2007):17.81%
Worst 1 Yr Total Return (2008):-42.44%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOTAXCategory
Alpha (against Standard Index)6.292.20
Beta (against Standard Index)1.090.99
Mean Annual Return-1.06-0.14
R-squared (against Standard Index)8388.76
Standard Deviation23.7421.04
Sharpe Ratio-0.02N/A
Treynor Ratio-3.06N/A
5 Years
StatisticMOTAXCategory
Alpha (against Standard Index)1.940.80
Beta (against Standard Index)1.141.01
Mean Annual Return1.730.24
R-squared (against Standard Index)7986.59
Standard Deviation20.5017.50
Sharpe Ratio0.04N/A
Treynor Ratio-1.11N/A
10 Years
StatisticMOTAXCategory
Alpha (against Standard Index)N/A-0.13
Beta (against Standard Index)N/A1.04
Mean Annual ReturnN/A0.05
R-squared (against Standard Index)N/A78.99
Standard DeviationN/A19.17
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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