Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGJIX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS I) | NA | -18.09% | -8.93% | -4.15% | NA | NA | NA | … | … |
Data as of 07/27/2022, Common starting date is 04/02/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGJIX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS I) | 04/02/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.09 | -8.93 | -4.15 | NA | NA | NA | … | … | -18.97 | -10.57 | -12.51 | 14.16 | -7.32 | 13.83 | 3.95 | -0.83 | 1.05 |
| Sharpe Ratio | NA | -1.55 | -0.42 | -0.27 | NA | NA | NA | … | … | -2.26 | -0.67 | -0.35 | 1.25 | -1.00 | 3.30 | 0.44 | -0.10 | 0.22 |
| Standard Deviation(%) | NA | 11.91 | 22.46 | 17.97 | NA | NA | NA | … | … | 14.05 | 15.92 | 35.87 | 10.20 | 8.67 | 4.02 | 8.51 | 8.34 | 6.44 |
| Draw Down(%) | NA | 20.06 | 36.10 | 36.10 | NA | NA | NA | … | … | 19.11 | 16.42 | 26.19 | 6.51 | 13.86 | 1.24 | 7.37 | 9.95 | 6.27 |
| Yield(%) | 0.00 | 20.02 | 11.79 | 8.41 | 5.79 | 3.86 | 2.90 | … | … | 9.84 | 11.92 | 7.25 | 3.98 | 4.14 | 2.78 | 0.99 | 8.10 | 10.67 |
Data as of 07/27/2022, Common starting date is 04/02/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGJIX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS I) |
-8.71%
Jun 2019 – Jun 2022 |
-3.82%
Jun 2017 – Jun 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGJIX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS I) |
7.54%
Dec 2016 – Dec 2019 |
7.60%
Sep 2015 – Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart