Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MVESX (MassMutual Select Value Equity S) | NA | -4.79% | 5.09% | -1.49% | 5.13% | NA | NA | … | … |
Data as of 02/07/2013, Common starting date is 05/29/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MVESX (MassMutual Select Value Equity S) | 05/29/2001 | 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 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.79 | 5.09 | -1.49 | 5.13 | NA | NA | … | … | 0.00 | 3.92 | -6.34 | 14.38 | 22.37 | -38.33 | 3.77 | 13.39 | 10.66 | 13.31 | 24.87 | -17.86 | -8.51 |
| Sharpe Ratio | NA | -0.41 | 0.23 | -0.06 | 0.17 | NA | NA | … | … | 0.00 | 0.31 | -0.24 | 0.68 | 0.69 | -0.87 | 0.04 | 0.90 | 0.76 | 1.05 | 1.46 | -0.77 | -1.01 |
| Standard Deviation(%) | NA | 11.96 | 20.85 | 29.89 | 23.55 | NA | NA | … | … | NA | 12.62 | 27.09 | 21.14 | 32.25 | 45.11 | 17.52 | 11.23 | 11.19 | 11.80 | 16.61 | 24.72 | 15.92 |
| Draw Down(%) | NA | 14.49 | 25.33 | 53.27 | 59.14 | NA | NA | … | … | 0.00 | 14.49 | 25.33 | 19.63 | 31.02 | 51.47 | 12.63 | 10.45 | 8.20 | 7.81 | 15.62 | 31.35 | 20.85 |
| Yield(%) | 0.00 | 0.00 | 1.01 | 1.04 | 7.00 | 3.29 | 2.47 | … | … | 0.00 | 0.00 | 1.00 | 1.73 | 0.00 | 2.62 | 13.71 | 16.75 | 10.50 | 3.63 | 0.00 | 0.00 | 0.00 |
Data as of 02/07/2013, Common starting date is 05/29/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVESX (MassMutual Select Value Equity S) |
-18.27%
Feb 2006 – Feb 2009 |
-7.04%
Feb 2004 – Feb 2009 |
1.67%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVESX (MassMutual Select Value Equity S) |
22.66%
Feb 2009 – Feb 2012 |
15.09%
Sep 2002 – Sep 2007 |
5.11%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart