Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPENX (MassMutual Premier Enhanced Idx Cr Eq N) | NA | -3.65% | 5.21% | -3.58% | 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 |
|---|---|---|
| MPENX (MassMutual Premier Enhanced Idx Cr Eq N) | 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 | -3.65 | 5.21 | -3.58 | NA | NA | NA | … | … | -9.81 | 13.63 | 23.47 | -38.83 | 3.72 | 15.55 | 4.22 | 4.20 |
| Sharpe Ratio | NA | -0.19 | 0.19 | -0.17 | NA | NA | NA | … | … | -0.58 | 0.74 | 0.87 | -0.97 | 0.04 | 1.20 | 0.20 | 3.34 |
| Standard Deviation(%) | NA | 19.72 | 27.02 | 26.24 | NA | NA | NA | … | … | 20.97 | 18.20 | 26.87 | 40.75 | 16.05 | 10.22 | 10.47 | 8.69 |
| Draw Down(%) | NA | 18.27 | 32.49 | 56.63 | NA | NA | NA | … | … | 18.27 | 15.99 | 27.98 | 49.51 | 9.94 | 8.14 | 7.09 | 1.33 |
| Yield(%) | 0.00 | 0.83 | 1.46 | 0.88 | 0.53 | 0.36 | 0.27 | … | … | 0.00 | 1.11 | 1.00 | 1.50 | 0.91 | 0.42 | 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 |
|---|---|---|---|---|
| MPENX (MassMutual Premier Enhanced Idx Cr Eq N) |
-16.67%
Feb 2006 – Feb 2009 |
-3.09%
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 |
|---|---|---|---|---|
| MPENX (MassMutual Premier Enhanced Idx Cr Eq N) |
7.70%
Dec 2004 – Dec 2007 |
1.49%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart