Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMZYX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND SERVICE CLASS) | NA | 3.11% | 0.26% | 2.42% | -2.66% | NA | NA | … | … |
Data as of 12/22/2017, Common starting date is 12/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMZYX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND SERVICE CLASS) | 12/19/2006 | 12/22/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -20.16 | 3.11 | 0.26 | 2.42 | -2.66 | NA | NA | … | … | 3.11 | 2.44 | -2.78 | -10.30 | 21.62 | 17.04 | -17.10 | 5.15 | 40.66 | -52.62 | 8.71 | 1.00 |
| Sharpe Ratio | NA | 0.07 | 0.00 | 0.09 | -0.09 | NA | NA | … | … | 0.08 | 0.10 | -0.16 | -0.79 | 1.48 | 0.94 | -0.57 | 0.21 | 1.23 | -1.16 | 0.29 | 3.94 |
| Standard Deviation(%) | NA | 35.11 | 27.77 | 25.71 | 31.23 | NA | NA | … | … | 32.43 | 21.28 | 17.49 | 13.04 | 14.56 | 18.24 | 30.15 | 23.66 | 32.86 | 46.06 | 19.63 | 10.13 |
| Draw Down(%) | NA | 20.16 | 27.24 | 28.60 | 66.42 | NA | NA | … | … | 20.16 | 15.64 | 17.51 | 15.71 | 10.86 | 16.97 | 28.91 | 22.02 | 30.23 | 63.43 | 16.39 | 0.70 |
| Yield(%) | 0.00 | 0.00 | 1.74 | 2.37 | 1.21 | 1.14 | 0.86 | … | … | 0.00 | 5.56 | 0.00 | 3.20 | 2.52 | 3.20 | 0.18 | 3.11 | 1.17 | 0.00 | 4.38 | 0.00 |
Data as of 12/22/2017, Common starting date is 12/19/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMZYX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND SERVICE CLASS) |
-19.31%
Jun 2007 – Jun 2010 |
-11.39%
May 2007 – May 2012 |
-1.90%
Feb 2007 – Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMZYX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND SERVICE CLASS) |
19.93%
Feb 2009 – Feb 2012 |
16.98%
Feb 2009 – Feb 2014 |
-0.24%
Apr 2007 – Apr 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart