Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMVLX (MassMutual Select Value Equity L) | NA | -4.77% | 4.93% | -1.67% | NA | NA | NA | … | … |
Data as of 02/07/2013, Common starting date is 02/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMVLX (MassMutual Select Value Equity L) | 02/12/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.77 | 4.93 | -1.67 | NA | NA | NA | … | … | 0.00 | 3.91 | -6.62 | 14.02 | 22.45 | -38.49 | 3.70 | 13.06 | 10.39 | 13.15 | 37.06 |
| Sharpe Ratio | NA | -0.39 | 0.22 | -0.06 | NA | NA | NA | … | … | 0.00 | 0.30 | -0.25 | 0.66 | 0.69 | -0.87 | 0.04 | 0.87 | 0.74 | 0.97 | 2.72 |
| Standard Deviation(%) | NA | 12.25 | 20.85 | 29.86 | NA | NA | NA | … | … | NA | 12.88 | 27.04 | 21.01 | 32.23 | 45.05 | 17.47 | 11.21 | 11.18 | 12.56 | 15.46 |
| Draw Down(%) | NA | 14.66 | 25.44 | 53.45 | NA | NA | NA | … | … | 0.00 | 14.66 | 25.44 | 19.71 | 31.13 | 51.47 | 12.68 | 10.41 | 8.31 | 7.73 | 6.56 |
| Yield(%) | 0.00 | 0.00 | 0.54 | 0.78 | 7.05 | 4.70 | 3.53 | … | … | 0.00 | 0.00 | 0.00 | 1.53 | 0.00 | 2.43 | 13.59 | 16.64 | 10.33 | 3.45 | 1.70 |
Data as of 02/07/2013, Common starting date is 02/12/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMVLX (MassMutual Select Value Equity L) |
-18.40%
Feb 2006 – Feb 2009 |
-7.18%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMVLX (MassMutual Select Value Equity L) |
22.36%
Feb 2009 – Feb 2012 |
11.32%
Mar 2003 – Mar 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart