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Thursday, December 24, 2009, 7:18AM ET - U.S. Markets open in 2 hours and 12 minutes. Dow Up 0.01% Nasdaq  0.00%
MassMutual Select NASDAQ-100 S (MOTCX)On Dec 23: 4.73  Up 0.03 (0.64%)  
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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):18.63%
Worst 1 Yr Total Return (2008):-42.24%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOTCXCategory
Alpha (against Standard Index)6.752.20
Beta (against Standard Index)1.090.99
Mean Annual Return-0.58-0.14
R-squared (against Standard Index)8288.76
Standard Deviation23.7321.04
Sharpe Ratio0.00N/A
Treynor Ratio-2.62N/A
5 Years
StatisticMOTCXCategory
Alpha (against Standard Index)2.420.80
Beta (against Standard Index)1.131.01
Mean Annual Return2.220.24
R-squared (against Standard Index)7986.59
Standard Deviation20.4817.50
Sharpe Ratio0.07N/A
Treynor Ratio-0.68N/A
10 Years
StatisticMOTCXCategory
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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