Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MGSSX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R5) | NA | -19.11% | -13.01% | -6.19% | 0.04% | NA | NA | 0.80% |
Data as of 07/27/2022, AR inception is 12/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGSSX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R5) | 12/02/2009 | 07/27/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -19.11 | -13.01 | -6.19 | 0.04 | NA | NA | 0.80 | -19.06 | -10.14 | -22.81 | 21.43 | -7.36 | 13.63 | 3.89 | -1.01 | 2.15 | 14.36 | 10.13 | -4.07 | 10.03 | -1.00 |
| Sharpe Ratio | NA | -0.97 | -0.45 | -0.29 | -0.02 | NA | NA | 0.02 | -2.25 | -0.64 | -0.49 | 3.24 | -1.01 | 3.29 | 0.43 | -0.13 | 0.32 | 1.95 | 1.22 | -0.26 | 0.91 | -1.68 |
| Standard Deviation(%) | NA | 20.08 | 29.97 | 23.64 | 17.51 | NA | NA | 16.57 | 14.19 | 15.98 | 47.03 | 6.19 | 8.59 | 3.97 | 8.52 | 8.31 | 6.73 | 7.35 | 8.33 | 15.53 | 10.87 | 7.08 |
| Draw Down(%) | NA | 27.03 | 44.24 | 44.24 | 44.24 | NA | NA | 44.24 | 19.12 | 15.91 | 34.87 | 3.21 | 13.95 | 1.26 | 7.37 | 9.93 | 6.36 | 6.30 | 8.34 | 15.53 | 8.64 | 2.10 |
| Yield(%) | 0.00 | 19.48 | 11.44 | 8.76 | 7.40 | 5.48 | 4.11 | 6.85 | 9.65 | 11.49 | 6.98 | 7.16 | 3.95 | 2.64 | 0.87 | 7.90 | 9.42 | 5.11 | 2.07 | 3.82 | 1.01 | 0.00 |
Data as of 07/27/2022, AR inception is 12/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSSX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R5) |
-12.83%
Jun 2019 - Jun 2022 |
-5.87%
Jun 2017 - Jun 2022 |
0.16%
Jun 2012 - Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSSX (MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R5) |
10.60%
Sep 2011 - Sep 2014 |
8.04%
May 2010 - May 2015 |
7.05%
Aug 2010 - Aug 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart