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Saturday, December 26, 2009, 10:39PM ET - U.S. Markets Closed. Dow Up 0.51% Nasdaq Up 0.71%
MassMutual Select Fundamental Value S (MVUSX)On Dec 24: 9.44  Up 0.04 (0.43%)  
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Risk  As of 30-Nov-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Below average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):21.05%
Worst 1 Yr Total Return (2008):-33.98%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticMVUSXCategory
Alpha (against Standard Index)2.09-1.37
Beta (against Standard Index)0.961.02
Mean Annual Return-3.43-0.45
R-squared (against Standard Index)9894.58
Standard Deviation19.2720.79
Sharpe Ratio-0.20N/A
Treynor Ratio-5.93N/A
5 Years
StatisticMVUSXCategory
Alpha (against Standard Index)2.53-0.29
Beta (against Standard Index)0.961.01
Mean Annual Return3.410.14
R-squared (against Standard Index)9793.49
Standard Deviation15.6116.81
Sharpe Ratio0.11N/A
Treynor Ratio0.44N/A
10 Years
StatisticMVUSXCategory
Alpha (against Standard Index)N/A2.74
Beta (against Standard Index)N/A0.88
Mean Annual ReturnN/A0.31
R-squared (against Standard Index)N/A81.33
Standard DeviationN/A15.97
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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