Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPELX (MassMutual Premier Enhanced Idx Cr Eq L ) | NA | -5.42% | 5.07% | -3.42% | 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 |
|---|---|---|
| MPELX (MassMutual Premier Enhanced Idx Cr Eq L ) | 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 | -5.42 | 5.07 | -3.42 | NA | NA | NA | … | … | -11.49 | 14.51 | 24.21 | -38.44 | 4.37 | 16.13 | 4.12 | 4.30 |
| Sharpe Ratio | NA | -0.26 | 0.18 | -0.17 | NA | NA | NA | … | … | -0.64 | 0.79 | 0.90 | -0.96 | 0.08 | 1.27 | 0.19 | 3.40 |
| Standard Deviation(%) | NA | 20.63 | 27.28 | 26.40 | NA | NA | NA | … | … | 21.90 | 18.20 | 26.91 | 40.76 | 15.98 | 10.18 | 10.47 | 8.76 |
| Draw Down(%) | NA | 18.91 | 32.41 | 56.29 | NA | NA | NA | … | … | 18.91 | 15.71 | 27.96 | 49.24 | 9.90 | 8.05 | 6.99 | 1.33 |
| Yield(%) | 0.00 | 0.00 | 1.46 | 1.04 | 0.63 | 0.42 | 0.32 | … | … | 0.00 | 0.22 | 1.57 | 1.81 | 1.16 | 0.98 | 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 |
|---|---|---|---|---|
| MPELX (MassMutual Premier Enhanced Idx Cr Eq L ) |
-16.22%
Feb 2006 – Feb 2009 |
-2.95%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPELX (MassMutual Premier Enhanced Idx Cr Eq L ) |
8.07%
Dec 2004 – Dec 2007 |
2.14%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart