Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMOLX (MassMutual Select Core Opportunities L) | NA | -1.06% | 6.11% | -0.32% | NA | NA | NA | … | … |
Data as of 02/07/2013, Common starting date is 04/11/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMOLX (MassMutual Select Core Opportunities L) | 04/11/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.06 | 6.11 | -0.32 | NA | NA | NA | … | … | 0.00 | 7.37 | -6.67 | 13.29 | 27.12 | -38.47 | 9.70 | 8.52 |
| Sharpe Ratio | NA | -0.13 | 0.31 | -0.02 | NA | NA | NA | … | … | 0.00 | 0.77 | -0.26 | 0.72 | 1.04 | -0.99 | 0.45 | 0.74 |
| Standard Deviation(%) | NA | 8.88 | 18.65 | 25.82 | NA | NA | NA | … | … | NA | 9.56 | 25.34 | 18.40 | 25.88 | 39.49 | 14.95 | 11.62 |
| Draw Down(%) | NA | 12.06 | 24.60 | 51.57 | NA | NA | NA | … | … | 0.00 | 12.06 | 24.60 | 17.08 | 24.29 | 48.23 | 8.96 | 9.81 |
| Yield(%) | 0.00 | 0.00 | 0.16 | 0.60 | 1.25 | 0.83 | 0.62 | … | … | 0.00 | 0.00 | 0.00 | 0.45 | 0.00 | 2.36 | 8.38 | 0.46 |
Data as of 02/07/2013, Common starting date is 04/11/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMOLX (MassMutual Select Core Opportunities L) |
-10.37%
Jun 2007 – Jun 2010 |
-3.25%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMOLX (MassMutual Select Core Opportunities L) |
21.24%
Feb 2009 – Feb 2012 |
2.81%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart