Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLVNX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R3) | NA | 3.79% | 14.93% | 7.27% | 11.61% | 6.04% | NA | … | … |
Data as of 01/10/2019, Common starting date is 02/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLVNX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R3) | 02/12/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.79 | 14.93 | 7.27 | 11.61 | 6.04 | NA | … | … | 0.00 | 5.89 | 19.34 | 11.85 | -3.69 | 4.11 | 30.27 | 10.32 | -4.89 | 12.46 | 30.35 | -40.17 | 3.90 | 13.87 | 8.65 | 11.24 | 38.40 |
| Sharpe Ratio | NA | 1.32 | 1.46 | 0.58 | 0.65 | NA | NA | … | … | 0.00 | 2.19 | 2.48 | 0.76 | -0.23 | 0.35 | 2.80 | 0.76 | -0.21 | 0.68 | 0.95 | -0.93 | 0.06 | 1.12 | 0.67 | 1.12 | 3.16 |
| Standard Deviation(%) | NA | 1.84 | 9.67 | 11.78 | 16.95 | NA | NA | … | … | NA | 2.08 | 7.58 | 15.30 | 16.24 | 11.65 | 10.79 | 13.62 | 23.69 | 18.25 | 31.94 | 44.09 | 15.81 | 9.48 | 9.66 | 9.22 | 13.82 |
| Draw Down(%) | NA | 0.49 | 7.77 | 18.75 | 26.17 | NA | NA | … | … | 0.00 | 0.49 | 3.50 | 13.45 | 12.85 | 9.25 | 5.62 | 10.83 | 22.61 | 15.00 | 30.61 | 51.57 | 10.31 | 7.35 | 6.60 | 7.03 | 5.25 |
| Yield(%) | 0.00 | 0.42 | 5.30 | 7.81 | 11.29 | 6.25 | 6.54 | … | … | 0.00 | 0.43 | 6.50 | 7.53 | 13.85 | 16.34 | 8.68 | 33.11 | 0.00 | 0.85 | 0.34 | 2.34 | 5.78 | 0.08 | 0.10 | 0.00 | 0.95 |
Data as of 01/10/2019, Common starting date is 02/12/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVNX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R3) |
-18.11%
Feb 2006 – Feb 2009 |
-8.62%
Feb 2004 – Feb 2009 |
2.67%
Feb 2006 – Feb 2016 |
6.10%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVNX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R3) |
24.67%
Feb 2009 – Feb 2012 |
20.77%
Feb 2009 – Feb 2014 |
11.00%
Dec 2008 – Dec 2018 |
8.28%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart