Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFUAX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS A) | NA | 6.88% | 3.41% | 7.53% | 6.68% | 8.84% | 7.39% | … | … |
Data as of 11/22/2024, Common starting date is 01/04/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFUAX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS A) | 01/04/2002 | 11/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.88 | 3.41 | 7.53 | 6.68 | 8.84 | 7.39 | … | … | 0.41 | 11.18 | -3.20 | 27.75 | 1.48 | 23.06 | -11.57 | 14.89 | 13.05 | -3.41 | 10.74 | 31.18 | 15.83 | -2.65 | 13.47 | 23.53 | -34.22 | 7.93 | 20.54 | 7.07 | 11.18 | 28.50 | -22.87 |
| Sharpe Ratio | NA | 0.01 | -0.03 | 0.21 | 0.26 | NA | NA | … | … | -0.37 | 0.55 | -0.23 | 1.17 | 0.03 | 1.78 | -0.83 | 1.84 | 0.85 | -0.21 | 0.93 | 1.83 | 1.18 | -0.11 | 0.71 | 0.82 | -0.85 | 0.31 | 1.77 | 0.44 | 0.88 | 1.67 | -0.98 |
| Standard Deviation(%) | NA | 17.33 | 20.11 | 24.13 | 19.64 | NA | NA | … | … | 17.85 | 12.79 | 20.09 | 23.72 | 38.61 | 12.16 | 15.49 | 7.77 | 15.05 | 16.15 | 11.50 | 16.98 | 13.49 | 24.92 | 18.85 | 28.68 | 41.30 | 16.24 | 9.81 | 11.02 | 11.59 | 16.61 | 24.81 |
| Draw Down(%) | NA | 13.64 | 23.17 | 41.35 | 41.35 | NA | NA | … | … | 13.64 | 10.03 | 17.89 | 13.67 | 41.35 | 7.00 | 21.29 | 3.75 | 11.59 | 14.04 | 8.72 | 8.21 | 11.40 | 23.20 | 17.12 | 26.66 | 46.50 | 9.88 | 7.29 | 7.09 | 7.73 | 14.42 | 33.17 |
| Yield(%) | 0.00 | 9.94 | 10.58 | 10.76 | 8.79 | 10.78 | 8.68 | … | … | 0.88 | 9.55 | 13.83 | 14.28 | 1.00 | 24.29 | 11.52 | 16.97 | 9.92 | 13.81 | 7.85 | 10.48 | 2.89 | 0.84 | 1.11 | 0.00 | 2.45 | 12.12 | 10.05 | 3.50 | 3.62 | 0.00 | 0.00 |
Data as of 11/22/2024, Common starting date is 01/04/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFUAX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS A) |
-12.74%
Feb 2006 – Feb 2009 |
-4.07%
Feb 2004 – Feb 2009 |
3.96%
May 2002 – May 2012 |
4.80%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFUAX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS A) |
22.36%
Feb 2009 – Feb 2012 |
20.59%
Feb 2009 – Feb 2014 |
13.15%
Feb 2009 – Feb 2019 |
12.16%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart