Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLGSX (MassMutual Select Large Cap Growth S) | NA | -7.01% | 7.47% | 0.66% | 5.35% | NA | NA | … | … |
Data as of 02/07/2013, Common starting date is 02/07/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLGSX (MassMutual Select Large Cap Growth S) | 02/07/2002 | 02/07/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.01 | 7.47 | 0.66 | 5.35 | NA | NA | … | … | 0.00 | 1.27 | -1.47 | 16.59 | 28.64 | -41.00 | 19.33 | 0.36 | 14.44 | 6.90 | 21.97 | -22.97 |
| Sharpe Ratio | NA | -0.66 | 0.33 | 0.02 | 0.20 | NA | NA | … | … | 0.00 | 0.11 | -0.05 | 0.84 | 1.19 | -1.11 | 0.98 | -0.21 | 1.01 | 0.42 | 1.10 | -0.85 |
| Standard Deviation(%) | NA | 10.63 | 21.55 | 26.06 | 21.55 | NA | NA | … | … | NA | 11.24 | 30.44 | 19.68 | 23.93 | 37.63 | 16.79 | 13.82 | 12.14 | 14.32 | 19.29 | 30.95 |
| Draw Down(%) | NA | 13.20 | 20.95 | 48.04 | 51.69 | NA | NA | … | … | 0.00 | 13.20 | 20.95 | 17.05 | 18.85 | 48.91 | 9.50 | 17.31 | 10.72 | 12.96 | 14.93 | 34.37 |
| Yield(%) | 0.00 | 0.00 | 4.46 | 2.31 | 4.41 | 2.12 | 1.59 | … | … | 0.00 | 0.00 | 10.26 | 0.51 | 0.28 | 0.25 | 14.35 | 3.81 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/07/2013, Common starting date is 02/07/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLGSX (MassMutual Select Large Cap Growth S) |
-14.81%
Feb 2006 – Feb 2009 |
-5.60%
Feb 2004 – Feb 2009 |
2.89%
Mar 2002 – Mar 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLGSX (MassMutual Select Large Cap Growth S) |
23.21%
Feb 2009 – Feb 2012 |
12.31%
Dec 2002 – Dec 2007 |
5.13%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart