MassMutual Select Growth Opportunities Fund

Risk

Volatility Measurements

Updated 02.28.2014

Standard Deviation 14.27
Mean 1.58
Sharpe Ratio 1.33
Bear Market Decile Rank 6

Modern Portfolio Theory Statistics

Updated 02.28.2014

Standard Index
S&P 500 TR USD
Best Fit Index
R-Squared 83.94
Beta 1.05
Alpha 4.08