Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCEYX (MASSMUTUAL PREMIER VALUE FUND SERVICE CLASS) | NA | -1.32% | 12.45% | 7.24% | 12.10% | 2.26% | NA | … | … |
Data as of 01/10/2019, Common starting date is 03/17/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCEYX (MASSMUTUAL PREMIER VALUE FUND SERVICE CLASS) | 03/17/2000 | 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 | -1.32 | 12.45 | 7.24 | 12.10 | 2.26 | NA | … | … | 0.00 | 0.91 | 16.56 | 12.64 | -3.07 | 10.74 | 30.53 | 14.10 | -4.62 | 15.30 | 33.98 | -41.71 | 6.16 | 15.76 | -0.59 | -36.69 | 25.77 | -19.68 | -31.05 | -15.93 |
| Sharpe Ratio | NA | -0.32 | 1.06 | 0.55 | 0.69 | NA | NA | … | … | 0.00 | -0.05 | 2.02 | 0.80 | -0.20 | 0.89 | 2.62 | 1.08 | -0.19 | 0.76 | 1.20 | -0.93 | 0.19 | 1.27 | -0.28 | -0.64 | 1.62 | -0.88 | -1.33 | -0.78 |
| Standard Deviation(%) | NA | 8.35 | 10.92 | 12.33 | 16.85 | NA | NA | … | … | NA | 8.41 | 7.93 | 15.45 | 15.63 | 12.10 | 11.64 | 13.12 | 24.43 | 19.96 | 28.27 | 45.71 | 16.54 | 9.87 | 9.82 | 58.40 | 15.53 | 23.59 | 25.44 | 30.47 |
| Draw Down(%) | NA | 10.09 | 10.09 | 20.38 | 24.16 | NA | NA | … | … | 0.00 | 10.09 | 4.12 | 14.10 | 12.88 | 9.78 | 5.56 | 11.02 | 24.16 | 17.07 | 24.51 | 53.45 | 13.81 | 8.18 | 6.81 | 45.24 | 14.42 | 32.46 | 35.24 | 23.38 |
| Yield(%) | 0.00 | 27.00 | 13.91 | 8.74 | 10.15 | 10.12 | 4.47 | … | … | 0.00 | 27.51 | 1.80 | 1.74 | 1.40 | 1.89 | 1.95 | 1.77 | 1.48 | 1.31 | 2.63 | 1.36 | 13.00 | 6.97 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/10/2019, Common starting date is 03/17/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCEYX (MASSMUTUAL PREMIER VALUE FUND SERVICE CLASS) |
-22.75%
Apr 2000 – Apr 2003 |
-19.45%
May 2000 – May 2005 |
-10.87%
Jun 2000 – Jun 2010 |
-3.72%
Sep 2000 – Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCEYX (MASSMUTUAL PREMIER VALUE FUND SERVICE CLASS) |
22.57%
Feb 2009 – Feb 2012 |
20.64%
Feb 2009 – Feb 2014 |
12.21%
Nov 2008 – Nov 2018 |
4.26%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart