Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGJAX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS A) | NA | -18.51% | -12.78% | -5.78% | 0.04% | NA | NA | … | … |
Data as of 07/27/2022, Common starting date is 12/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGJAX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS A) | 12/02/2009 | 07/27/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.51 | -12.78 | -5.78 | 0.04 | NA | NA | … | … | -19.31 | -10.12 | -22.63 | 23.75 | -7.92 | 13.18 | 3.45 | -1.36 | 1.68 | 13.84 | 9.57 | -4.52 | 9.46 | -1.00 |
| Sharpe Ratio | NA | -1.57 | -0.47 | -0.29 | -0.02 | NA | NA | … | … | -2.29 | -0.66 | -0.49 | 3.49 | -1.08 | 3.15 | 0.38 | -0.17 | 0.25 | 1.89 | 1.15 | -0.29 | 0.86 | -1.71 |
| Standard Deviation(%) | NA | 12.02 | 28.09 | 22.23 | 16.56 | NA | NA | … | … | 14.08 | 15.36 | 46.33 | 6.40 | 8.57 | 4.00 | 8.53 | 8.34 | 6.73 | 7.31 | 8.33 | 15.56 | 10.85 | 6.98 |
| Draw Down(%) | NA | 20.43 | 43.44 | 43.44 | 43.44 | NA | NA | … | … | 19.31 | 15.80 | 34.40 | 3.27 | 14.35 | 1.29 | 7.40 | 10.12 | 6.32 | 6.34 | 8.47 | 15.69 | 8.75 | 2.00 |
| Yield(%) | 0.00 | 19.48 | 11.18 | 8.84 | 7.28 | 5.31 | 3.99 | … | … | 9.85 | 11.26 | 6.66 | 9.09 | 3.48 | 2.01 | 0.37 | 7.43 | 10.29 | 4.66 | 1.70 | 3.30 | 0.75 | 0.00 |
Data as of 07/27/2022, Common starting date is 12/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGJAX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS A) |
-12.59%
Jun 2019 – Jun 2022 |
-5.47%
Jun 2017 – Jun 2022 |
0.15%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGJAX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS A) |
10.07%
Sep 2011 – Sep 2014 |
7.94%
Sep 2015 – Sep 2020 |
6.81%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart