Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MCGSX (MassMutual Select Mid Cap Growth Eq S ) | NA | 24.59% | 8.04% | 2.32% | 5.10% | NA | NA | 1.33% |
Data as of 09/23/2011, AR inception is 05/24/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCGSX (MassMutual Select Mid Cap Growth Eq S ) | 05/24/1999 | 09/23/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.59 | 8.04 | 2.32 | 5.10 | NA | NA | 1.33 | 4.51 | 24.83 | 39.42 | -46.85 | 10.23 | 5.97 | 12.82 | 15.15 | 30.70 | -27.93 | -29.62 | -15.65 | 42.87 |
| Sharpe Ratio | NA | 1.51 | 0.25 | 0.05 | 0.17 | NA | NA | -0.01 | 0.37 | 1.06 | 1.30 | -1.11 | 0.38 | 0.14 | 0.78 | 0.94 | 1.45 | -1.19 | -1.04 | -0.46 | 3.41 |
| Standard Deviation(%) | NA | 16.26 | 32.21 | 28.55 | 24.65 | NA | NA | 26.74 | 16.58 | 23.43 | 30.17 | 43.00 | 19.12 | 18.80 | 13.71 | 15.04 | 20.69 | 24.49 | 31.17 | 42.63 | 22.28 |
| Draw Down(%) | NA | 10.35 | 45.35 | 60.48 | 60.48 | NA | NA | 71.90 | 10.35 | 17.84 | 24.01 | 57.92 | 12.91 | 19.33 | 8.26 | 15.34 | 11.06 | 32.30 | 45.08 | 34.12 | 11.42 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.15 | 0.11 | 0.05 | 0.04 | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.72 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/23/2011, AR inception is 05/24/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCGSX (MassMutual Select Mid Cap Growth Eq S ) |
-29.09%
Feb 2000 - Feb 2003 |
-10.89%
Feb 2000 - Feb 2005 |
-6.20%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCGSX (MassMutual Select Mid Cap Growth Eq S ) |
24.87%
Mar 2003 - Mar 2006 |
14.95%
Sep 2002 - Sep 2007 |
3.41%
Aug 2001 - Aug 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart