Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MFUNX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS R3) | NA | 22.60% | 8.13% | 25.90% | 15.34% | 14.55% | 11.50% | … | … |
Data as of 11/22/2024, Common starting date is 12/31/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFUNX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS R3) | 12/31/2002 | 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 | 22.60 | 8.13 | 25.90 | 15.34 | 14.55 | 11.50 | … | … | 15.26 | 11.00 | -3.31 | 27.51 | 95.45 | 22.86 | -11.65 | 14.68 | 12.92 | -3.61 | 10.59 | 30.75 | 15.55 | -2.95 | 12.97 | 23.21 | -34.42 | 7.68 | 20.09 | 6.76 | 9.10 | 29.04 | 0.00 |
| Sharpe Ratio | NA | 1.62 | 0.28 | 0.65 | 0.50 | NA | NA | … | … | 1.05 | 0.54 | -0.23 | 1.79 | 1.26 | 1.77 | -0.84 | 1.81 | 0.85 | -0.22 | 0.92 | 1.81 | 1.15 | -0.12 | 0.68 | 0.80 | -0.85 | 0.29 | 1.71 | 0.42 | 0.71 | 1.71 | NA |
| Standard Deviation(%) | NA | 9.83 | 15.13 | 36.29 | 27.44 | NA | NA | … | … | 9.64 | 12.71 | 20.11 | 15.35 | 75.40 | 12.12 | 15.54 | 7.79 | 15.03 | 16.20 | 11.49 | 17.00 | 13.55 | 24.92 | 18.87 | 28.73 | 41.27 | 16.23 | 9.86 | 11.00 | 11.53 | 16.55 | 0.00 |
| Draw Down(%) | NA | 5.79 | 18.03 | 41.31 | 41.31 | NA | NA | … | … | 5.79 | 10.02 | 18.03 | 6.78 | 41.31 | 7.13 | 21.43 | 3.72 | 11.53 | 14.01 | 8.78 | 8.19 | 11.50 | 23.19 | 17.24 | 26.64 | 46.64 | 9.88 | 7.43 | 7.14 | 7.88 | 14.48 | 0.00 |
| Yield(%) | 0.00 | 24.88 | 14.59 | 20.97 | 12.42 | 14.59 | 11.07 | … | … | 16.02 | 9.81 | 14.03 | 14.63 | 48.20 | 24.55 | 11.64 | 17.15 | 10.01 | 13.96 | 7.76 | 10.44 | 1.87 | 0.42 | 0.58 | 0.00 | 2.32 | 12.06 | 9.64 | 3.25 | 1.56 | 0.91 | 0.00 |
Data as of 11/22/2024, Common starting date is 12/31/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFUNX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS R3) |
-12.95%
Feb 2006 – Feb 2009 |
-4.64%
Feb 2004 – Feb 2009 |
5.04%
Mar 2010 – Mar 2020 |
4.54%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFUNX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS R3) |
50.12%
Mar 2020 – Mar 2023 |
27.77%
Aug 2019 – Aug 2024 |
19.44%
Sep 2011 – Sep 2021 |
16.94%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart