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Tuesday, December 15, 2009, 3:40AM ET - U.S. Markets open in 5 hours and 50 minutes. Dow Up 0.28% Nasdaq  0.00%
MassMutual Premier Enhanced Index Gr S (MPGSX)On Dec 14: 8.18  Up 0.07 (0.86%)  
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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):11.77%
Worst 1 Yr Total Return (2008):-38.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMPGSXCategory
Alpha (against Standard Index)2.162.20
Beta (against Standard Index)0.970.99
Mean Annual Return-3.54-0.14
R-squared (against Standard Index)9488.76
Standard Deviation19.8221.04
Sharpe Ratio-0.19N/A
Treynor Ratio-6.00N/A
5 Years
StatisticMPGSXCategory
Alpha (against Standard Index)0.710.80
Beta (against Standard Index)0.981.01
Mean Annual Return1.400.24
R-squared (against Standard Index)9386.59
Standard Deviation16.2617.50
Sharpe Ratio-0.01N/A
Treynor Ratio-1.62N/A
10 Years
StatisticMPGSXCategory
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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