Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPEAX (MassMutual Premier Enhanced Idx Cr Eq A) | NA | 0.36% | 6.86% | -2.56% | NA | NA | NA | … | … |
Data as of 10/20/2011, Common starting date is 11/04/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPEAX (MassMutual Premier Enhanced Idx Cr Eq A) | 11/04/2004 | 10/20/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.36 | 6.86 | -2.56 | NA | NA | NA | … | … | -6.09 | 13.81 | 23.96 | -38.64 | 4.09 | 15.88 | 4.03 | 4.30 |
| Sharpe Ratio | NA | 0.02 | 0.25 | -0.13 | NA | NA | NA | … | … | -0.37 | 0.75 | 0.89 | -0.97 | 0.07 | 1.24 | 0.18 | 3.51 |
| Standard Deviation(%) | NA | 19.39 | 26.97 | 26.22 | NA | NA | NA | … | … | 20.57 | 18.25 | 26.96 | 40.81 | 16.08 | 10.22 | 10.51 | 8.48 |
| Draw Down(%) | NA | 18.20 | 32.41 | 56.46 | NA | NA | NA | … | … | 18.20 | 16.00 | 27.94 | 49.35 | 9.95 | 8.06 | 7.08 | 1.23 |
| Yield(%) | 0.00 | 1.09 | 1.70 | 1.10 | 0.67 | 0.44 | 0.33 | … | … | 0.00 | 1.31 | 1.37 | 1.61 | 0.95 | 0.99 | 0.00 | 0.00 |
Data as of 10/20/2011, Common starting date is 11/04/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPEAX (MassMutual Premier Enhanced Idx Cr Eq A) |
-16.40%
Feb 2006 – Feb 2009 |
-2.34%
Aug 2005 – Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPEAX (MassMutual Premier Enhanced Idx Cr Eq A) |
7.86%
Dec 2004 – Dec 2007 |
1.81%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart