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Friday, December 11, 2009, 7:16AM ET - U.S. Markets open in 2 hours and 14 minutes. Dow Up 0.67% Nasdaq  0.00%
MassMutual Premier Enhanced Index Gr L (MPGLX)On Dec 10: 8.08  Up 0.06 (0.75%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:3
Number of Years Down:1
Best 1 Yr Total Return (2007):11.51%
Worst 1 Yr Total Return (2008):-38.87%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMPGLXCategory
Alpha (against Standard Index)2.052.20
Beta (against Standard Index)0.970.99
Mean Annual Return-3.64-0.14
R-squared (against Standard Index)9488.76
Standard Deviation19.7921.04
Sharpe Ratio-0.20N/A
Treynor Ratio-6.10N/A
5 Years
StatisticMPGLXCategory
Alpha (against Standard Index)0.530.80
Beta (against Standard Index)0.981.01
Mean Annual Return1.230.24
R-squared (against Standard Index)9386.59
Standard Deviation16.2117.50
Sharpe Ratio-0.02N/A
Treynor Ratio-1.80N/A
10 Years
StatisticMPGLXCategory
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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