Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTSAX (MassMutual Select Strategic Balanced A) | NA | -3.99% | 4.73% | 1.69% | NA | NA | NA | … | … |
Data as of 02/07/2013, Common starting date is 01/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTSAX (MassMutual Select Strategic Balanced A) | 01/30/2004 | 02/07/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.99 | 4.73 | 1.69 | NA | NA | NA | … | … | 0.00 | 2.02 | -2.14 | 11.77 | 28.52 | -26.53 | 2.15 | 11.53 | 3.33 | 4.56 |
| Sharpe Ratio | NA | -0.66 | 0.37 | 0.09 | NA | NA | NA | … | … | 0.00 | 0.29 | -0.14 | 0.97 | 1.84 | -1.11 | -0.10 | 1.26 | 0.19 | 0.54 |
| Standard Deviation(%) | NA | 6.15 | 12.00 | 16.12 | NA | NA | NA | … | … | NA | 6.74 | 16.02 | 12.06 | 15.46 | 24.58 | 9.19 | 6.58 | 6.00 | 7.38 |
| Draw Down(%) | NA | 7.97 | 14.66 | 38.34 | NA | NA | NA | … | … | 0.00 | 7.97 | 14.66 | 9.94 | 17.73 | 36.89 | 6.30 | 5.92 | 4.86 | 7.13 |
| Yield(%) | 0.00 | 0.00 | 1.29 | 2.04 | 2.60 | 1.73 | 1.30 | … | … | 0.00 | 0.00 | 2.02 | 1.50 | 2.68 | 4.81 | 7.05 | 3.26 | 2.30 | 1.74 |
Data as of 02/07/2013, Common starting date is 01/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSAX (MassMutual Select Strategic Balanced A) |
-10.02%
Feb 2006 – Feb 2009 |
-4.49%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTSAX (MassMutual Select Strategic Balanced A) |
19.39%
Feb 2009 – Feb 2012 |
4.19%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart