Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLVLX (MASSMUTUAL SELECT LARGE CAP VALUE FUND ADMINISTRATIVE CLASS) | NA | 3.69% | 15.18% | 7.60% | 12.09% | 6.50% | NA | … | … |
Data as of 01/10/2019, Common starting date is 07/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLVLX (MASSMUTUAL SELECT LARGE CAP VALUE FUND ADMINISTRATIVE CLASS) | 07/07/2000 | 01/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.69 | 15.18 | 7.60 | 12.09 | 6.50 | NA | … | … | 0.00 | 5.87 | 19.91 | 12.27 | -3.28 | 4.43 | 30.99 | 10.93 | -4.37 | 13.12 | 31.12 | -39.84 | 4.39 | 14.41 | 9.25 | 11.31 | 29.06 | -17.12 | -11.78 | 0.10 |
| Sharpe Ratio | NA | 1.30 | 1.50 | 0.61 | 0.68 | NA | NA | … | … | 0.00 | 2.22 | 2.55 | 0.79 | -0.20 | 0.39 | 2.88 | 0.81 | -0.19 | 0.71 | 0.97 | -0.92 | 0.09 | 1.17 | 0.73 | 1.12 | 1.97 | -0.84 | -0.78 | -0.22 |
| Standard Deviation(%) | NA | 1.80 | 9.64 | 11.71 | 16.92 | NA | NA | … | … | NA | 2.04 | 7.58 | 15.24 | 16.23 | 11.38 | 10.75 | 13.55 | 23.55 | 18.29 | 32.04 | 44.11 | 15.84 | 9.51 | 9.65 | 9.28 | 14.43 | 21.81 | 18.37 | 17.84 |
| Draw Down(%) | NA | 0.48 | 7.85 | 18.41 | 26.20 | NA | NA | … | … | 0.00 | 0.48 | 3.42 | 13.30 | 12.71 | 9.07 | 5.42 | 10.69 | 22.47 | 14.96 | 30.69 | 51.35 | 10.22 | 7.33 | 6.42 | 6.83 | 11.41 | 27.75 | 27.20 | 13.02 |
| Yield(%) | 0.00 | 0.41 | 5.53 | 7.98 | 11.77 | 6.67 | 4.76 | … | … | 0.00 | 0.42 | 6.78 | 7.91 | 13.95 | 16.56 | 9.17 | 33.48 | 0.43 | 1.41 | 0.81 | 2.65 | 6.63 | 0.63 | 0.73 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/10/2019, Common starting date is 07/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVLX (MASSMUTUAL SELECT LARGE CAP VALUE FUND ADMINISTRATIVE CLASS) |
-17.70%
Feb 2006 – Feb 2009 |
-8.23%
Feb 2004 – Feb 2009 |
-0.26%
Aug 2000 – Aug 2010 |
3.10%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVLX (MASSMUTUAL SELECT LARGE CAP VALUE FUND ADMINISTRATIVE CLASS) |
25.38%
Feb 2009 – Feb 2012 |
21.43%
Feb 2009 – Feb 2014 |
11.49%
Dec 2008 – Dec 2018 |
8.74%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart