Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMLYX (MASSMUTUAL SELECT LARGE CAP VALUE FUND SERVICE CLASS) | NA | 3.66% | 15.27% | 7.69% | 12.22% | 6.63% | NA | … | … |
Data as of 01/10/2019, Common starting date is 12/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMLYX (MASSMUTUAL SELECT LARGE CAP VALUE FUND SERVICE CLASS) | 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 | 3.66 | 15.27 | 7.69 | 12.22 | 6.63 | NA | … | … | 0.00 | 5.82 | 20.12 | 12.42 | -3.32 | 4.60 | 31.11 | 11.23 | -4.35 | 13.36 | 31.39 | -39.72 | 4.53 | 14.64 | 9.37 | 11.29 | 29.16 | -17.10 | -11.77 | 2.09 |
| Sharpe Ratio | NA | 1.26 | 1.50 | 0.62 | 0.69 | NA | NA | … | … | 0.00 | 2.21 | 2.62 | 0.80 | -0.21 | 0.40 | 2.89 | 0.82 | -0.19 | 0.73 | 0.98 | -0.92 | 0.09 | 1.18 | 0.74 | 1.11 | 1.97 | -0.84 | -0.79 | 47.95 |
| Standard Deviation(%) | NA | 1.78 | 9.65 | 11.69 | 16.91 | NA | NA | … | … | NA | 2.01 | 7.45 | 15.34 | 16.09 | 11.43 | 10.75 | 13.71 | 23.54 | 18.27 | 31.97 | 44.19 | 15.83 | 9.58 | 9.61 | 9.27 | 14.40 | 21.73 | 18.40 | 9.68 |
| Draw Down(%) | NA | 0.47 | 7.68 | 18.38 | 26.12 | NA | NA | … | … | 0.00 | 0.47 | 3.39 | 13.25 | 12.63 | 9.14 | 5.50 | 10.67 | 22.41 | 14.86 | 30.61 | 51.35 | 10.18 | 7.30 | 6.50 | 6.82 | 11.38 | 27.68 | 27.08 | 0.00 |
| Yield(%) | 0.00 | 0.41 | 5.50 | 7.98 | 11.89 | 6.77 | 4.94 | … | … | 0.00 | 0.42 | 6.80 | 7.79 | 14.06 | 16.46 | 9.38 | 33.56 | 0.63 | 1.68 | 1.02 | 2.75 | 6.77 | 0.79 | 0.87 | 0.00 | 0.00 | 0.00 | 0.00 | 0.45 |
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 |
|---|---|---|---|---|
| MMLYX (MASSMUTUAL SELECT LARGE CAP VALUE FUND SERVICE CLASS) |
-17.60%
Feb 2006 – Feb 2009 |
-8.13%
Feb 2004 – Feb 2009 |
2.14%
Jan 2001 – Jan 2011 |
3.23%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMLYX (MASSMUTUAL SELECT LARGE CAP VALUE FUND SERVICE CLASS) |
25.64%
Feb 2009 – Feb 2012 |
21.65%
Feb 2009 – Feb 2014 |
11.62%
Dec 2008 – Dec 2018 |
8.87%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart