Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DLBQX (MassMutual Premier Enhanced Idx Cr Eq Y ) | NA | -4.64% | 5.26% | -3.28% | 1.59% | NA | NA | 3.36% |
Data as of 10/20/2011, AR inception is 04/14/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DLBQX (MassMutual Premier Enhanced Idx Cr Eq Y ) | 04/14/1997 | 10/20/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.64 | 5.26 | -3.28 | 1.59 | NA | NA | 3.36 | -10.85 | 14.15 | 24.42 | -38.43 | 4.46 | 16.41 | 5.48 | 11.17 | 27.29 | -21.25 | -13.37 | -15.54 | 21.31 | 25.75 | 27.72 |
| Sharpe Ratio | NA | -0.23 | 0.19 | -0.16 | 0.02 | NA | NA | 0.06 | -0.62 | 0.77 | 0.90 | -0.96 | 0.09 | 1.29 | 0.31 | 0.91 | 1.58 | -0.88 | -0.77 | -0.60 | 0.95 | 1.04 | 1.86 |
| Standard Deviation(%) | NA | 20.32 | 27.17 | 26.33 | 22.00 | NA | NA | 22.38 | 21.49 | 18.36 | 26.91 | 40.70 | 16.05 | 10.19 | 10.52 | 11.18 | 16.87 | 25.50 | 20.74 | 32.88 | 18.97 | 21.52 | 19.81 |
| Draw Down(%) | NA | 18.35 | 32.30 | 56.20 | 56.20 | NA | NA | 59.31 | 18.35 | 16.04 | 27.84 | 49.21 | 9.90 | 8.04 | 7.08 | 7.57 | 13.27 | 32.38 | 28.46 | 32.09 | 13.08 | 26.18 | 11.80 |
| Yield(%) | 0.00 | 1.51 | 2.05 | 1.34 | 1.48 | 5.30 | 3.97 | 5.68 | 0.00 | 1.59 | 1.77 | 1.87 | 1.25 | 1.17 | 1.28 | 1.42 | 1.17 | 1.40 | 0.64 | 17.03 | 13.16 | 16.37 | 6.29 |
Data as of 10/20/2011, AR inception is 04/14/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DLBQX (MassMutual Premier Enhanced Idx Cr Eq Y ) |
-20.44%
Mar 2000 - Mar 2003 |
-7.12%
Feb 2004 - Feb 2009 |
-4.29%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DLBQX (MassMutual Premier Enhanced Idx Cr Eq Y ) |
22.24%
Aug 1997 - Aug 2000 |
14.96%
Sep 2002 - Sep 2007 |
6.27%
May 1997 - May 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart