Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCEAX (MASSMUTUAL PREMIER VALUE FUND CLASS A) | NA | -1.39% | 12.17% | 6.93% | 11.69% | 2.06% | NA | … | … |
Data as of 01/10/2019, Common starting date is 12/14/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCEAX (MASSMUTUAL PREMIER VALUE FUND CLASS A) | 12/14/2000 | 01/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.39 | 12.17 | 6.93 | 11.69 | 2.06 | NA | … | … | 0.00 | 0.84 | 16.18 | 12.25 | -3.48 | 10.35 | 30.05 | 13.65 | -5.00 | 14.55 | 33.50 | -41.95 | 5.93 | 15.23 | -0.65 | -35.46 | 25.14 | -20.00 | -31.26 | -19.53 |
| Sharpe Ratio | NA | -0.33 | 1.04 | 0.53 | 0.66 | NA | NA | … | … | 0.00 | -0.06 | 1.97 | 0.78 | -0.22 | 0.85 | 2.57 | 1.05 | -0.21 | 0.72 | 1.18 | -0.93 | 0.18 | 1.22 | -0.29 | -0.60 | 1.58 | -0.90 | -1.34 | -0.87 |
| Standard Deviation(%) | NA | 8.32 | 10.91 | 12.33 | 16.85 | NA | NA | … | … | NA | 8.38 | 7.92 | 15.44 | 15.66 | 12.11 | 11.66 | 13.02 | 24.50 | 20.00 | 28.23 | 45.73 | 16.55 | 9.85 | 9.79 | 60.37 | 15.46 | 23.45 | 25.49 | 119.11 |
| Draw Down(%) | NA | 10.08 | 10.08 | 20.54 | 24.28 | NA | NA | … | … | 0.00 | 10.08 | 4.16 | 14.10 | 12.91 | 9.81 | 5.57 | 11.04 | 24.28 | 17.39 | 24.59 | 53.60 | 13.95 | 8.20 | 6.87 | 46.27 | 14.38 | 32.52 | 35.38 | 20.68 |
| Yield(%) | 0.00 | 26.86 | 13.50 | 8.34 | 9.39 | 9.63 | 4.03 | … | … | 0.00 | 27.37 | 1.25 | 1.34 | 0.99 | 1.50 | 1.33 | 1.28 | 0.95 | 0.97 | 2.17 | 1.03 | 12.79 | 6.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/10/2019, Common starting date is 12/14/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCEAX (MASSMUTUAL PREMIER VALUE FUND CLASS A) |
-17.94%
Oct 2001 – Oct 2004 |
-17.63%
Feb 2004 – Feb 2009 |
-6.94%
Jan 2001 – Jan 2011 |
-2.73%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCEAX (MASSMUTUAL PREMIER VALUE FUND CLASS A) |
21.97%
Feb 2009 – Feb 2012 |
20.09%
Feb 2009 – Feb 2014 |
11.79%
Nov 2008 – Nov 2018 |
4.02%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart