Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFULX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND ADMINISTRATIVE CLASS) | NA | -0.57% | -7.26% | 0.83% | 3.42% | 6.70% | 5.87% | … | … |
Data as of 11/22/2024, Common starting date is 08/16/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFULX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND ADMINISTRATIVE CLASS) | 08/16/2002 | 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 | -0.57 | -7.26 | 0.83 | 3.42 | 6.70 | 5.87 | … | … | 0.93 | 3.17 | -15.87 | 14.04 | 1.64 | 23.38 | -11.30 | 15.08 | 13.43 | -3.28 | 11.09 | 31.44 | 16.14 | -2.39 | 13.71 | 23.80 | -34.04 | 8.21 | 20.90 | 7.28 | 11.50 | 28.43 | -6.80 |
| Sharpe Ratio | NA | -0.40 | -0.54 | -0.05 | 0.07 | NA | NA | … | … | -0.34 | -0.08 | -0.69 | 0.73 | 0.02 | 1.81 | -0.82 | 1.87 | 0.88 | -0.20 | 0.97 | 1.81 | 1.20 | -0.10 | 0.72 | 0.82 | -0.85 | 0.32 | 1.81 | 0.46 | 0.91 | 1.68 | -0.65 |
| Standard Deviation(%) | NA | 18.08 | 20.59 | 34.05 | 25.96 | NA | NA | … | … | 17.60 | 14.11 | 25.03 | 19.26 | 65.71 | 12.13 | 15.51 | 7.77 | 14.97 | 16.21 | 11.44 | 17.36 | 13.51 | 25.02 | 18.88 | 28.79 | 41.21 | 16.19 | 9.80 | 11.01 | 11.65 | 16.53 | 28.05 |
| Draw Down(%) | NA | 13.35 | 28.58 | 47.11 | 47.11 | NA | NA | … | … | 13.35 | 9.94 | 20.01 | 14.60 | 47.11 | 7.09 | 21.15 | 3.70 | 11.47 | 14.02 | 8.76 | 8.53 | 11.36 | 23.01 | 17.17 | 26.65 | 46.35 | 9.83 | 7.26 | 7.07 | 7.71 | 14.29 | 19.75 |
| Yield(%) | 0.00 | 2.53 | 1.05 | 4.93 | 6.75 | 8.72 | 7.40 | … | … | 1.05 | 1.59 | 0.87 | 0.45 | 1.38 | 24.24 | 11.70 | 17.15 | 10.16 | 13.93 | 8.08 | 10.92 | 3.13 | 0.96 | 1.21 | 0.00 | 2.62 | 12.30 | 10.25 | 3.72 | 3.85 | 0.00 | 0.00 |
Data as of 11/22/2024, Common starting date is 08/16/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFULX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND ADMINISTRATIVE CLASS) |
-12.48%
Feb 2006 – Feb 2009 |
-3.81%
Feb 2004 – Feb 2009 |
3.73%
Oct 2014 – Oct 2024 |
4.84%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFULX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND ADMINISTRATIVE CLASS) |
22.60%
Feb 2009 – Feb 2012 |
20.86%
Feb 2009 – Feb 2014 |
13.41%
Feb 2009 – Feb 2019 |
10.06%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart