Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTSLX (MassMutual Select Strategic Balanced L) | NA | -3.99% | 5.31% | 2.14% | 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 |
|---|---|---|
| MTSLX (MassMutual Select Strategic Balanced L) | 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 | 5.31 | 2.14 | NA | NA | NA | … | … | 0.00 | 2.12 | -0.79 | 11.97 | 28.76 | -26.22 | 2.35 | 11.62 | 3.63 | 4.73 |
| Sharpe Ratio | NA | -0.65 | 0.42 | 0.12 | NA | NA | NA | … | … | 0.00 | 0.31 | -0.05 | 0.99 | 1.86 | -1.09 | -0.07 | 1.25 | 0.24 | 0.56 |
| Standard Deviation(%) | NA | 6.22 | 12.04 | 16.22 | NA | NA | NA | … | … | NA | 6.71 | 16.12 | 12.03 | 15.44 | 24.85 | 9.18 | 6.66 | 6.04 | 7.42 |
| Draw Down(%) | NA | 7.89 | 14.57 | 38.27 | NA | NA | NA | … | … | 0.00 | 7.89 | 14.57 | 9.94 | 17.73 | 36.88 | 6.36 | 5.91 | 4.84 | 6.94 |
| Yield(%) | 0.00 | 0.00 | 1.51 | 2.27 | 2.79 | 1.86 | 1.40 | … | … | 0.00 | 0.00 | 2.33 | 1.79 | 3.09 | 5.08 | 7.33 | 3.37 | 2.70 | 1.62 |
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 |
|---|---|---|---|---|
| MTSLX (MassMutual Select Strategic Balanced L) |
-9.80%
Feb 2006 – Feb 2009 |
-4.26%
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 |
|---|---|---|---|---|
| MTSLX (MassMutual Select Strategic Balanced L) |
20.12%
Feb 2009 – Feb 2012 |
4.43%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart