Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMZAX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS A) | NA | 11.19% | 0.21% | 4.15% | -3.55% | NA | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMZAX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS A) | 12/19/2006 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.19 | 0.21 | 4.15 | -3.55 | NA | NA | … | … | 6.97 | 2.17 | -3.29 | -10.60 | 21.25 | 16.73 | -17.12 | 4.91 | 39.60 | -52.77 | 8.37 | 1.00 |
| Sharpe Ratio | NA | 1.34 | 0.00 | 0.25 | -0.15 | NA | NA | … | … | 1.10 | 0.09 | -0.19 | -0.81 | 1.47 | 0.92 | -0.57 | 0.20 | 1.20 | -1.17 | 0.27 | 3.94 |
| Standard Deviation(%) | NA | 7.96 | 16.96 | 15.94 | 25.54 | NA | NA | … | … | 7.10 | 21.22 | 17.62 | 13.06 | 14.44 | 18.23 | 30.18 | 23.73 | 32.83 | 45.87 | 19.66 | 10.13 |
| Draw Down(%) | NA | 3.15 | 27.43 | 29.08 | 68.96 | NA | NA | … | … | 3.15 | 15.63 | 17.71 | 15.89 | 10.88 | 17.11 | 28.62 | 22.22 | 30.35 | 63.42 | 16.42 | 0.70 |
| Yield(%) | 0.00 | 13.50 | 4.90 | 4.41 | 1.78 | 1.43 | 1.07 | … | … | 8.32 | 5.21 | 0.00 | 2.74 | 2.13 | 2.86 | 2.10 | 2.74 | 0.00 | 0.00 | 4.14 | 0.00 |
Data as of 10/31/2017, Common starting date is 12/19/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMZAX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS A) |
-19.72%
Jun 2007 – Jun 2010 |
-11.68%
May 2007 – May 2012 |
-3.10%
Jun 2007 – Jun 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMZAX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS A) |
19.55%
Feb 2009 – Feb 2012 |
16.60%
Feb 2009 – Feb 2014 |
-2.13%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart