Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMOSX (MassMutual Select Core Opportunities S) | NA | -2.97% | 5.79% | -0.39% | 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 |
|---|---|---|
| MMOSX (MassMutual Select Core Opportunities S) | 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 | -2.97 | 5.79 | -0.39 | NA | NA | NA | … | … | 0.00 | 5.29 | -6.34 | 14.12 | 27.45 | -38.28 | 10.00 | 8.66 |
| Sharpe Ratio | NA | -0.33 | 0.29 | -0.02 | NA | NA | NA | … | … | 0.00 | 0.53 | -0.25 | 0.76 | 1.05 | -0.99 | 0.47 | 0.75 |
| Standard Deviation(%) | NA | 9.20 | 18.67 | 25.90 | NA | NA | NA | … | … | NA | 9.88 | 25.24 | 18.36 | 26.18 | 39.54 | 14.94 | 11.68 |
| Draw Down(%) | NA | 12.04 | 24.35 | 51.40 | NA | NA | NA | … | … | 0.00 | 12.04 | 24.35 | 16.52 | 24.18 | 48.05 | 8.93 | 9.81 |
| Yield(%) | 0.00 | 0.00 | 0.76 | 0.89 | 1.42 | 0.95 | 0.71 | … | … | 0.00 | 0.00 | 0.95 | 1.08 | 0.00 | 2.38 | 8.58 | 0.50 |
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 |
|---|---|---|---|---|
| MMOSX (MassMutual Select Core Opportunities S) |
-9.99%
Jun 2007 – Jun 2010 |
-3.29%
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 |
|---|---|---|---|---|
| MMOSX (MassMutual Select Core Opportunities S) |
21.75%
Feb 2009 – Feb 2012 |
3.15%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart