Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMZSX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS R5) | NA | -18.71% | -15.76% | -7.69% | -7.51% | NA | NA | … | … |
Data as of 12/22/2017, Common starting date is 12/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMZSX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS R5) | 12/19/2006 | 12/22/2017 |
| 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 (%) | -18.71 | -18.71 | -15.76 | -7.69 | -7.51 | NA | NA | … | … | -18.71 | -22.96 | -2.84 | -10.10 | 21.80 | 17.19 | -16.83 | 5.39 | 40.69 | -52.57 | 8.84 | 1.00 |
| Sharpe Ratio | NA | -0.73 | -0.55 | -0.28 | -0.23 | NA | NA | … | … | -0.94 | -0.82 | -0.16 | -0.78 | 1.48 | 0.95 | -0.56 | 0.22 | 1.25 | -1.16 | 0.30 | 3.77 |
| Standard Deviation(%) | NA | 26.42 | 29.10 | 27.81 | 32.88 | NA | NA | … | … | 20.93 | 28.14 | 17.55 | 12.96 | 14.69 | 18.25 | 30.24 | 23.84 | 32.52 | 45.98 | 19.64 | 10.57 |
| Draw Down(%) | NA | 18.71 | 45.95 | 46.95 | 66.36 | NA | NA | … | … | 18.71 | 22.96 | 17.55 | 15.70 | 10.84 | 17.05 | 28.57 | 22.10 | 30.17 | 63.37 | 16.38 | 0.80 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.34 | 1.05 | 1.04 | 0.78 | … | … | 0.00 | 0.00 | 0.00 | 3.35 | 2.68 | 3.37 | 2.56 | 3.20 | 1.28 | 0.00 | 4.41 | 0.00 |
Data as of 12/22/2017, 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 |
|---|---|---|---|---|
| MMZSX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS R5) |
-19.26%
Jun 2007 – Jun 2010 |
-11.20%
May 2007 – May 2012 |
-6.50%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMZSX (MASSMUTUAL SELECT DIVERSIFIED INTERNATIONAL FUND CLASS R5) |
20.17%
Feb 2009 – Feb 2012 |
17.16%
Feb 2009 – Feb 2014 |
-4.71%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart