Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMZLX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND ADMINISTRATIVE CLASS) | NA | 11.33% | 0.44% | 4.36% | -3.33% | NA | NA | … | … |
Data as of 10/31/2017, Common starting date is 12/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMZLX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND ADMINISTRATIVE CLASS) | 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 | 11.33 | 0.44 | 4.36 | -3.33 | NA | NA | … | … | 7.09 | 2.41 | -2.89 | -10.44 | 21.48 | 16.61 | -17.04 | 5.06 | 40.55 | -52.67 | 8.64 | 1.00 |
| Sharpe Ratio | NA | 1.36 | 0.01 | 0.27 | -0.14 | NA | NA | … | … | 1.15 | 0.10 | -0.17 | -0.81 | 1.48 | 0.93 | -0.57 | 0.21 | 1.23 | -1.16 | 0.29 | 3.94 |
| Standard Deviation(%) | NA | 7.95 | 16.50 | 15.45 | 25.09 | NA | NA | … | … | 6.92 | 21.16 | 17.37 | 12.91 | 14.52 | 17.93 | 30.21 | 23.68 | 32.83 | 46.03 | 19.68 | 10.13 |
| Draw Down(%) | NA | 3.17 | 27.27 | 28.73 | 68.82 | NA | NA | … | … | 3.17 | 15.60 | 17.54 | 15.86 | 10.86 | 16.97 | 28.77 | 22.02 | 30.23 | 63.43 | 16.39 | 0.70 |
| Yield(%) | 0.00 | 13.94 | 5.17 | 4.22 | 1.75 | 1.41 | 1.06 | … | … | 8.53 | 5.49 | 0.00 | 3.13 | 2.34 | 0.00 | 1.05 | 3.03 | 1.07 | 0.00 | 4.21 | 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 |
|---|---|---|---|---|
| MMZLX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND ADMINISTRATIVE CLASS) |
-19.42%
Jun 2007 – Jun 2010 |
-11.39%
May 2007 – May 2012 |
-2.88%
Jun 2007 – Jun 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMZLX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND ADMINISTRATIVE CLASS) |
19.93%
Feb 2009 – Feb 2012 |
16.82%
Feb 2009 – Feb 2014 |
-1.90%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart