Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGSLX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND ADMINISTRATIVE CLASS) | NA | -18.22% | -11.05% | -5.41% | 0.36% | NA | NA | … | … |
Data as of 07/27/2022, Common starting date is 12/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGSLX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND ADMINISTRATIVE CLASS) | 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 | -18.22 | -11.05 | -5.41 | 0.36 | NA | NA | … | … | -19.08 | -9.68 | -18.41 | 18.75 | -7.69 | 13.47 | 3.68 | -1.17 | 2.04 | 13.98 | 9.87 | -3.91 | 9.66 | -1.00 |
| Sharpe Ratio | NA | -1.54 | -0.45 | -0.30 | 0.00 | NA | NA | … | … | -2.24 | -0.64 | -0.44 | 2.88 | -1.04 | 3.23 | 0.41 | -0.14 | 0.30 | 1.92 | 1.18 | -0.26 | 0.88 | -1.68 |
| Standard Deviation(%) | NA | 12.06 | 25.62 | 20.34 | 15.29 | NA | NA | … | … | 14.25 | 15.14 | 41.86 | 6.03 | 8.65 | 3.99 | 8.49 | 8.29 | 6.72 | 7.27 | 8.38 | 15.42 | 10.88 | 7.12 |
| Draw Down(%) | NA | 20.18 | 40.21 | 40.21 | 40.21 | NA | NA | … | … | 19.14 | 15.51 | 31.01 | 3.33 | 14.15 | 1.25 | 7.36 | 9.97 | 6.30 | 6.33 | 8.34 | 15.29 | 8.65 | 2.10 |
| Yield(%) | 0.00 | 19.00 | 11.06 | 8.03 | 6.94 | 5.10 | 3.82 | … | … | 9.45 | 11.12 | 6.68 | 4.59 | 3.69 | 2.37 | 0.60 | 7.53 | 10.23 | 4.69 | 1.90 | 1.71 | 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 |
|---|---|---|---|---|
| MGSLX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND ADMINISTRATIVE CLASS) |
-10.84%
Jun 2019 – Jun 2022 |
-5.09%
Jun 2017 – Jun 2022 |
0.48%
Jun 2012 – Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSLX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND ADMINISTRATIVE CLASS) |
10.28%
Sep 2011 – Sep 2014 |
7.88%
May 2010 – May 2015 |
6.64%
Aug 2010 – Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart