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Monday, December 28, 2009, 11:55AM ET - U.S. Markets close in 4 hours and 5 minutes. Dow Up 0.15% Nasdaq Up 0.26%
MassMutual Select NASDAQ-100 L (MOTLX)On Dec 24: 4.67  Up 0.04 (0.86%)  
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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):18.24%
Worst 1 Yr Total Return (2008):-42.29%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOTLXCategory
Alpha (against Standard Index)6.542.20
Beta (against Standard Index)1.090.99
Mean Annual Return-0.82-0.14
R-squared (against Standard Index)8388.76
Standard Deviation23.7821.04
Sharpe Ratio-0.01N/A
Treynor Ratio-2.83N/A
5 Years
StatisticMOTLXCategory
Alpha (against Standard Index)2.220.80
Beta (against Standard Index)1.141.01
Mean Annual Return2.020.24
R-squared (against Standard Index)7986.59
Standard Deviation20.4917.50
Sharpe Ratio0.06N/A
Treynor Ratio-0.85N/A
10 Years
StatisticMOTLXCategory
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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