Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMILX (MassMutual Select Indexed Equity L) | NA | 4.90% | 12.51% | 9.97% | 4.80% | NA | NA | … | … |
Data as of 11/20/2014, Common starting date is 09/14/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMILX (MassMutual Select Indexed Equity L) | 09/14/2000 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.90 | 12.51 | 9.97 | 4.80 | NA | NA | … | … | 1.36 | 31.71 | 0.99 | 1.66 | 14.68 | 26.08 | -37.36 | 5.11 | 15.28 | 4.42 | 10.76 | 26.51 | -23.35 | -13.14 | -12.44 |
| Sharpe Ratio | NA | 0.70 | 0.85 | 0.59 | 0.19 | NA | NA | … | … | 0.25 | 2.83 | 0.05 | 0.07 | 0.81 | 0.95 | -0.93 | 0.13 | 1.21 | 0.22 | 0.88 | 1.51 | -0.94 | -0.73 | -1.78 |
| Standard Deviation(%) | NA | 6.95 | 13.85 | 16.76 | 20.75 | NA | NA | … | … | 6.04 | 11.19 | 18.90 | 23.52 | 18.10 | 27.22 | 41.11 | 16.13 | 9.99 | 10.31 | 11.16 | 17.07 | 25.92 | 21.51 | 22.80 |
| Draw Down(%) | NA | 5.75 | 21.00 | 21.00 | 55.60 | NA | NA | … | … | 5.75 | 5.64 | 21.00 | 18.80 | 15.72 | 27.23 | 47.96 | 10.00 | 7.50 | 6.98 | 7.67 | 13.85 | 33.30 | 29.42 | 14.45 |
| Yield(%) | 0.00 | 2.18 | 2.39 | 2.23 | 1.76 | 1.02 | 0.76 | … | … | 0.00 | 2.71 | 2.43 | 1.65 | 1.68 | 1.36 | 1.99 | 1.54 | 1.60 | 1.39 | 1.81 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/20/2014, Common starting date is 09/14/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMILX (MassMutual Select Indexed Equity L) |
-15.50%
Feb 2006 – Feb 2009 |
-6.99%
Feb 2004 – Feb 2009 |
-0.96%
Oct 2000 – Oct 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMILX (MassMutual Select Indexed Equity L) |
25.09%
Feb 2009 – Feb 2012 |
19.26%
Feb 2009 – Feb 2014 |
6.54%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart