Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MFUYX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND SERVICE CLASS) | NA | -0.86% | -7.39% | 0.79% | 3.45% | 6.78% | 5.96% | 6.84% |
Data as of 11/22/2024, AR inception is 10/18/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MFUYX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND SERVICE CLASS) | 10/18/2002 | 11/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | 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 | -0.86 | -7.39 | 0.79 | 3.45 | 6.78 | 5.96 | 6.84 | 0.82 | 3.03 | -15.91 | 14.02 | 1.73 | 23.45 | -11.19 | 15.27 | 13.41 | -3.08 | 11.17 | 31.61 | 16.33 | -2.20 | 13.82 | 24.07 | -33.96 | 8.38 | 21.05 | 7.55 | 9.79 | 28.59 | -1.39 |
| Sharpe Ratio | NA | -0.41 | -0.55 | -0.05 | 0.07 | NA | NA | 0.24 | -0.34 | -0.09 | -0.69 | 0.72 | 0.02 | 1.82 | -0.81 | 1.87 | 0.88 | -0.19 | 0.97 | 1.80 | 1.21 | -0.09 | 0.73 | 0.84 | -0.84 | 0.33 | 1.83 | 0.49 | 0.76 | 1.69 | -0.35 |
| Standard Deviation(%) | NA | 18.26 | 20.69 | 34.03 | 25.94 | NA | NA | 23.13 | 17.77 | 14.09 | 25.11 | 19.40 | 65.54 | 12.11 | 15.47 | 7.84 | 15.03 | 16.14 | 11.51 | 17.56 | 13.56 | 24.97 | 18.89 | 28.67 | 41.26 | 16.14 | 9.75 | 10.94 | 11.67 | 16.53 | 21.97 |
| Draw Down(%) | NA | 13.57 | 28.78 | 47.08 | 47.08 | NA | NA | 52.15 | 13.57 | 9.98 | 20.10 | 14.61 | 47.08 | 7.05 | 21.03 | 3.65 | 11.53 | 14.01 | 8.72 | 8.68 | 11.40 | 23.08 | 17.13 | 26.61 | 46.27 | 9.88 | 7.33 | 7.06 | 7.60 | 14.29 | 7.14 |
| Yield(%) | 0.00 | 2.75 | 1.22 | 5.09 | 6.87 | 8.89 | 7.54 | 9.24 | 1.07 | 1.81 | 1.06 | 0.65 | 1.48 | 24.54 | 11.87 | 17.33 | 10.31 | 14.11 | 8.29 | 11.09 | 3.27 | 1.58 | 1.40 | 0.00 | 2.80 | 12.45 | 10.42 | 3.81 | 2.32 | 0.00 | 0.00 |
Data as of 11/22/2024, AR inception is 10/18/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFUYX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND SERVICE CLASS) |
-12.36%
Feb 2006 - Feb 2009 |
-4.01%
Feb 2004 - Feb 2009 |
3.76%
Oct 2014 - Oct 2024 |
4.95%
May 2008 - May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MFUYX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND SERVICE CLASS) |
22.82%
Feb 2009 - Feb 2012 |
21.07%
Feb 2009 - Feb 2014 |
13.57%
Feb 2009 - Feb 2019 |
10.10%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart