Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMCLX (MASSMUTUAL SELECT SMALL COMPANY GROWTH FUND CLASS L) | NA | -39.52% | -5.34% | -1.33% | 1.00% | NA | NA | … | … |
Data as of 12/31/2015, Common starting date is 01/14/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMCLX (MASSMUTUAL SELECT SMALL COMPANY GROWTH FUND CLASS L) | 01/14/2003 | 12/31/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -39.52 | -5.34 | -1.33 | 1.00 | NA | NA | … | … | -39.52 | 4.93 | 33.67 | -15.50 | -2.03 | 33.20 | 31.08 | -43.09 | 4.31 | 15.29 | -0.85 | -1.81 | 51.51 |
| Sharpe Ratio | NA | 0.35 | 0.71 | 0.31 | 0.11 | NA | NA | … | … | 0.24 | 0.25 | 2.26 | -0.47 | -0.06 | 1.41 | 1.06 | -1.07 | 0.06 | 0.69 | -0.19 | -0.11 | 2.34 |
| Standard Deviation(%) | NA | 17.98 | 17.15 | 25.81 | 27.75 | NA | NA | … | … | 16.71 | 19.61 | 14.88 | 33.49 | 31.88 | 23.46 | 29.31 | 41.06 | 19.92 | 17.34 | 16.26 | 24.37 | 22.71 |
| Draw Down(%) | NA | 14.20 | 16.08 | 36.89 | 61.61 | NA | NA | … | … | 14.20 | 16.08 | 6.04 | 35.58 | 27.96 | 15.80 | 27.16 | 54.82 | 14.32 | 19.74 | 17.55 | 30.95 | 16.69 |
| Yield(%) | 0.00 | 0.00 | 10.03 | 6.64 | 5.13 | 5.59 | 4.20 | … | … | 0.00 | 8.90 | 19.66 | 0.00 | 0.00 | 0.00 | 0.00 | 0.61 | 10.12 | 7.17 | 2.31 | 3.61 | 6.97 |
Data as of 12/31/2015, Common starting date is 01/14/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMCLX (MASSMUTUAL SELECT SMALL COMPANY GROWTH FUND CLASS L) |
-20.00%
Feb 2006 – Feb 2009 |
-12.35%
Feb 2004 – Feb 2009 |
1.25%
Nov 2005 – Nov 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMCLX (MASSMUTUAL SELECT SMALL COMPANY GROWTH FUND CLASS L) |
32.22%
Feb 2009 – Feb 2012 |
26.94%
Feb 2009 – Feb 2014 |
9.45%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart