Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MVEYX (MassMutual Select Value Equity Y) | NA | -5.05% | 4.97% | -1.59% | NA | NA | NA | … | … |
Data as of 02/07/2013, Common starting date is 02/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MVEYX (MassMutual Select Value Equity Y) | 02/12/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.05 | 4.97 | -1.59 | NA | NA | NA | … | … | 0.00 | 3.62 | -6.36 | 14.35 | 22.51 | -38.49 | 3.73 | 13.25 | 10.55 | 14.57 | 37.11 |
| Sharpe Ratio | NA | -0.41 | 0.22 | -0.06 | NA | NA | NA | … | … | 0.00 | 0.28 | -0.24 | 0.68 | 0.69 | -0.87 | 0.04 | 0.89 | 0.75 | 1.15 | 2.71 |
| Standard Deviation(%) | NA | 12.31 | 20.90 | 29.91 | NA | NA | NA | … | … | NA | 12.93 | 27.04 | 21.12 | 32.36 | 44.99 | 17.51 | 11.27 | 11.20 | 11.82 | 15.57 |
| Draw Down(%) | NA | 14.72 | 25.30 | 53.37 | NA | NA | NA | … | … | 0.00 | 14.72 | 25.30 | 19.68 | 30.96 | 51.53 | 12.66 | 10.44 | 8.19 | 7.80 | 6.54 |
| Yield(%) | 0.00 | 0.00 | 0.99 | 1.02 | 7.38 | 4.92 | 3.69 | … | … | 0.00 | 0.00 | 0.95 | 1.72 | 0.00 | 2.59 | 13.59 | 16.68 | 10.44 | 4.55 | 1.65 |
Data as of 02/07/2013, Common starting date is 02/12/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVEYX (MassMutual Select Value Equity Y) |
-18.33%
Feb 2006 – Feb 2009 |
-6.88%
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 |
|---|---|---|---|---|
| MVEYX (MassMutual Select Value Equity Y) |
22.50%
Feb 2009 – Feb 2012 |
11.68%
Mar 2003 – Mar 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart