Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPESX (MassMutual Premier Enhanced Idx Cr Eq S ) | NA | -5.03% | 5.19% | -3.26% | 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 |
|---|---|---|
| MPESX (MassMutual Premier Enhanced Idx Cr Eq S ) | 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 | -5.03 | 5.19 | -3.26 | NA | NA | NA | … | … | -11.20 | 14.25 | 24.51 | -38.29 | 4.56 | 16.48 | 4.31 | 4.30 |
| Sharpe Ratio | NA | -0.25 | 0.19 | -0.16 | NA | NA | NA | … | … | -0.63 | 0.77 | 0.91 | -0.96 | 0.10 | 1.30 | 0.20 | 3.43 |
| Standard Deviation(%) | NA | 20.58 | 27.29 | 26.41 | NA | NA | NA | … | … | 21.75 | 18.40 | 26.92 | 40.75 | 16.02 | 10.15 | 10.49 | 8.68 |
| Draw Down(%) | NA | 18.67 | 32.25 | 56.07 | NA | NA | NA | … | … | 18.67 | 16.03 | 27.80 | 49.13 | 9.87 | 8.02 | 6.99 | 1.33 |
| Yield(%) | 0.00 | 1.62 | 2.20 | 1.45 | 0.88 | 0.59 | 0.44 | … | … | 0.00 | 1.70 | 1.88 | 2.02 | 1.36 | 1.26 | 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 |
|---|---|---|---|---|
| MPESX (MassMutual Premier Enhanced Idx Cr Eq S ) |
-15.97%
Feb 2006 – Feb 2009 |
-2.77%
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 |
|---|---|---|---|---|
| MPESX (MassMutual Premier Enhanced Idx Cr Eq S ) |
8.30%
Dec 2004 – Dec 2007 |
2.28%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart