Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCENX (MASSMUTUAL PREMIER VALUE FUND CLASS R3) | NA | -1.40% | 12.06% | 6.79% | 11.28% | 0.49% | NA | … | … |
Data as of 01/10/2019, Common starting date is 02/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCENX (MASSMUTUAL PREMIER VALUE FUND CLASS R3) | 02/12/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.40 | 12.06 | 6.79 | 11.28 | 0.49 | NA | … | … | 0.00 | 0.80 | 15.97 | 12.10 | -3.60 | 10.16 | 29.61 | 13.28 | -5.30 | 14.21 | 31.08 | -42.92 | -6.31 | 8.13 | -0.59 | -34.94 | 35.24 |
| Sharpe Ratio | NA | -0.33 | 1.03 | 0.51 | 0.64 | NA | NA | … | … | 0.00 | -0.06 | 1.94 | 0.77 | -0.23 | 0.84 | 2.54 | 1.03 | -0.22 | 0.71 | 1.09 | -0.96 | -0.48 | 0.43 | -0.28 | -0.59 | 2.75 |
| Standard Deviation(%) | NA | 8.32 | 10.90 | 12.32 | 16.84 | NA | NA | … | … | NA | 8.38 | 7.93 | 15.43 | 15.63 | 12.10 | 11.63 | 12.94 | 24.40 | 20.03 | 28.33 | 45.77 | 19.63 | 11.40 | 9.69 | 61.30 | 14.55 |
| Draw Down(%) | NA | 10.11 | 10.11 | 20.60 | 24.37 | NA | NA | … | … | 0.00 | 10.11 | 4.19 | 14.12 | 12.98 | 9.86 | 5.60 | 11.07 | 24.37 | 17.47 | 24.66 | 53.69 | 21.22 | 8.25 | 6.88 | 46.67 | 6.55 |
| Yield(%) | 0.00 | 27.05 | 13.54 | 8.30 | 8.96 | 6.62 | 6.75 | … | … | 0.00 | 27.56 | 1.27 | 1.24 | 0.90 | 1.32 | 1.15 | 1.03 | 0.79 | 0.73 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.75 |
Data as of 01/10/2019, 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 |
|---|---|---|---|---|
| MCENX (MASSMUTUAL PREMIER VALUE FUND CLASS R3) |
-21.05%
Feb 2006 – Feb 2009 |
-20.81%
Feb 2004 – Feb 2009 |
-2.96%
Jan 2004 – Jan 2014 |
0.54%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCENX (MASSMUTUAL PREMIER VALUE FUND CLASS R3) |
21.04%
Feb 2009 – Feb 2012 |
19.40%
Feb 2009 – Feb 2014 |
11.22%
Nov 2008 – Nov 2018 |
2.48%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart