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Wednesday, December 30, 2009, 7:41AM ET - U.S. Markets open in 1 hour and 49 minutes. Dow Down 0.02% Nasdaq  0.00%
MassMutual Select NASDAQ-100 N (MOTNX)On Dec 29: 4.45  Down 0.02 (0.45%)  
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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):17.63%
Worst 1 Yr Total Return (2008):-42.60%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMOTNXCategory
Alpha (against Standard Index)5.962.20
Beta (against Standard Index)1.090.99
Mean Annual Return-1.39-0.14
R-squared (against Standard Index)8388.76
Standard Deviation23.7421.04
Sharpe Ratio-0.03N/A
Treynor Ratio-3.36N/A
5 Years
StatisticMOTNXCategory
Alpha (against Standard Index)1.620.80
Beta (against Standard Index)1.141.01
Mean Annual Return1.400.24
R-squared (against Standard Index)7986.59
Standard Deviation20.5117.50
Sharpe Ratio0.03N/A
Treynor Ratio-1.40N/A
10 Years
StatisticMOTNXCategory
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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