Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGJFX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R4) | NA | -18.36% | -8.53% | -4.07% | NA | NA | NA | … | … |
Data as of 07/27/2022, Common starting date is 04/02/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGJFX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R4) | 04/02/2014 | 07/27/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.36 | -8.53 | -4.07 | NA | NA | NA | … | … | -19.13 | -10.31 | -11.02 | 14.13 | -7.72 | 13.18 | 3.60 | -1.31 | 0.63 |
| Sharpe Ratio | NA | -1.55 | -0.41 | -0.28 | NA | NA | NA | … | … | -2.27 | -0.66 | -0.33 | 1.36 | -1.04 | 3.19 | 0.40 | -0.16 | 0.13 |
| Standard Deviation(%) | NA | 12.04 | 21.53 | 17.26 | NA | NA | NA | … | … | 14.11 | 15.62 | 34.14 | 9.35 | 8.68 | 3.96 | 8.51 | 8.35 | 6.47 |
| Draw Down(%) | NA | 20.23 | 34.85 | 34.85 | NA | NA | NA | … | … | 19.20 | 16.04 | 24.62 | 5.61 | 14.31 | 1.30 | 7.35 | 10.05 | 6.32 |
| Yield(%) | 0.00 | 19.85 | 11.39 | 8.00 | 5.50 | 3.67 | 2.75 | … | … | 9.97 | 11.58 | 6.74 | 3.44 | 3.70 | 2.31 | 0.61 | 7.97 | 10.39 |
Data as of 07/27/2022, Common starting date is 04/02/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGJFX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R4) |
-8.33%
Jun 2019 – Jun 2022 |
-3.75%
Jun 2017 – Jun 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGJFX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R4) |
7.00%
Dec 2016 – Dec 2019 |
7.10%
Sep 2015 – Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart