Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMLAX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS A) | NA | 3.69% | 15.00% | 7.40% | 11.83% | 6.27% | NA | … | … |
Data as of 01/10/2019, Common starting date is 12/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMLAX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS A) | 12/26/2000 | 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 | 15.00 | 7.40 | 11.83 | 6.27 | NA | … | … | 0.00 | 5.88 | 19.61 | 12.00 | -3.56 | 4.23 | 30.53 | 10.77 | -4.69 | 12.82 | 30.82 | -39.95 | 4.04 | 14.21 | 9.05 | 11.12 | 29.14 | -17.16 | -11.90 | 2.12 |
| Sharpe Ratio | NA | 1.27 | 1.48 | 0.59 | 0.66 | NA | NA | … | … | 0.00 | 2.21 | 2.49 | 0.78 | -0.22 | 0.37 | 2.84 | 0.79 | -0.20 | 0.70 | 0.96 | -0.93 | 0.06 | 1.14 | 0.70 | 1.09 | 1.97 | -0.84 | -0.79 | 48.47 |
| Standard Deviation(%) | NA | 1.80 | 9.62 | 11.68 | 16.90 | NA | NA | … | … | NA | 2.04 | 7.64 | 15.18 | 16.11 | 11.44 | 10.73 | 13.64 | 23.60 | 18.23 | 31.93 | 44.06 | 15.83 | 9.53 | 9.72 | 9.32 | 14.46 | 21.72 | 18.47 | 9.84 |
| Draw Down(%) | NA | 0.48 | 7.74 | 18.58 | 26.13 | NA | NA | … | … | 0.00 | 0.48 | 3.43 | 13.32 | 12.74 | 9.20 | 5.54 | 10.72 | 22.55 | 14.90 | 30.54 | 51.40 | 10.26 | 7.36 | 6.54 | 6.96 | 11.42 | 27.89 | 27.33 | 0.00 |
| Yield(%) | 0.00 | 0.41 | 5.32 | 7.80 | 11.46 | 6.44 | 4.68 | … | … | 0.00 | 0.42 | 6.47 | 7.63 | 13.70 | 16.29 | 8.86 | 33.19 | 0.14 | 1.20 | 0.45 | 2.43 | 6.45 | 0.38 | 0.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.37 |
Data as of 01/10/2019, Common starting date is 12/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMLAX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS A) |
-17.89%
Feb 2006 – Feb 2009 |
-8.41%
Feb 2004 – Feb 2009 |
1.88%
Jan 2001 – Jan 2011 |
2.90%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMLAX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS A) |
25.07%
Feb 2009 – Feb 2012 |
21.13%
Feb 2009 – Feb 2014 |
11.23%
Dec 2008 – Dec 2018 |
8.50%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart