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MMZAX: MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS A (MUTUAL FUND)
Basic Info
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: |
Not Rated
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Start Date: | 12/19/2006 |
Last Dividend Date: | 04/26/2017 |
12-Mo. Yield | 13.50% |
Expenses | 1.42% |
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Performance Analytics (As of 10/31/2017)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/19/2006 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 11.2 | 0.2 | 4.2 | -3.6 | -1.6 | 7.0 | 2.2 | -3.3 | -10.6 | 21.3 | 16.7 | -17.1 | 4.9 | 39.6 | -52.8 | 8.4 | 1.0 |
Sharpe Ratio | NA | 1.34 | 0.0 | 0.25 | -0.15 | -0.08 | 1.1 | 0.09 | -0.19 | -0.81 | 1.47 | 0.92 | -0.57 | 0.2 | 1.2 | -1.17 | 0.27 | 3.94 |
Draw Down(%) | NA | 3.1 | 27.4 | 29.1 | 69.0 | 69.0 | 3.1 | 15.6 | 17.7 | 15.9 | 10.9 | 17.1 | 28.6 | 22.2 | 30.4 | 63.4 | 16.4 | 0.7 |
Standard Deviation(%) | NA | 8.0 | 17.0 | 15.9 | 25.5 | 24.7 | 7.1 | 21.2 | 17.6 | 13.1 | 14.4 | 18.2 | 30.2 | 23.7 | 32.8 | 45.9 | 19.7 | 10.1 |
Treynor Ratio | NA | 0.15 | 0.0 | 0.04 | -0.03 | -0.02 | 0.13 | 0.02 | -0.03 | -0.09 | 0.2 | 0.17 | -0.15 | 0.05 | 0.36 | -0.51 | 0.05 | 0.3 |
Alpha | NA | -0.02 | -0.03 | -0.03 | -0.05 | -0.03 | -0.03 | -0.01 | 0.02 | -0.01 | -0.01 | -0.01 | 0.0 | -0.01 | 0.01 | -0.07 | -0.01 | -0.02 |
Beta | NA | 0.73 | 1.09 | 1.1 | 1.08 | 1.07 | 0.62 | 1.15 | 1.08 | 1.12 | 1.06 | 1.0 | 1.11 | 1.07 | 1.08 | 1.06 | 0.99 | 1.34 |
RSquared | NA | 0.53 | 0.9 | 0.9 | 0.93 | 0.93 | 0.42 | 0.95 | 0.94 | 0.94 | 0.9 | 0.86 | 0.98 | 0.94 | 0.93 | 0.95 | 0.87 | 0.93 |
Yield(%) | N/A | 13.5 | 4.9 | 4.4 | 1.8 | N/A | 8.3 | 5.2 | 0.0 | 2.7 | 2.1 | 2.9 | 2.1 | 2.7 | 0.0 | 0.0 | 4.1 | 0.0 |
Dividend Growth(%) | N/A | N/A | 142.0 | 79.4 | N/A | N/A | 58.9 | N/A | -100.0 | 47.5 | -13.5 | 9.4 | -23.6 | N/A | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/19/2006
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