Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MRTLX (MassMutual RetireSMART 2020 L) | NA | 2.35% | 11.42% | 8.90% | 4.97% | NA | NA | 5.53% |
Data as of 11/20/2014, AR inception is 01/30/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRTLX (MassMutual RetireSMART 2020 L) | 01/30/2004 | 11/20/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.35 | 11.42 | 8.90 | 4.97 | NA | NA | 5.53 | 0.16 | 17.35 | 13.93 | -1.76 | 13.75 | 30.69 | -32.54 | 5.42 | 7.81 | 5.50 | 8.22 |
| Sharpe Ratio | NA | 0.51 | 1.25 | 0.72 | 0.27 | NA | NA | 0.28 | 0.04 | 2.05 | 1.40 | -0.10 | 0.89 | 1.41 | -1.13 | 0.24 | 0.60 | 0.55 | 1.12 |
| Standard Deviation(%) | NA | 4.60 | 8.67 | 12.34 | 15.23 | NA | NA | 14.72 | 4.43 | 8.46 | 10.00 | 17.84 | 15.31 | 21.76 | 29.50 | 9.91 | 7.59 | 6.03 | 7.13 |
| Draw Down(%) | NA | 3.93 | 8.37 | 17.43 | 46.78 | NA | NA | 46.78 | 3.93 | 6.45 | 8.37 | 17.43 | 12.28 | 20.82 | 43.09 | 6.44 | 5.28 | 3.78 | 5.17 |
| Yield(%) | 0.00 | 0.00 | 1.37 | 1.61 | 3.38 | 2.37 | 1.78 | 3.56 | 0.00 | 1.78 | 1.96 | 1.66 | 1.66 | 0.00 | 6.63 | 9.03 | 5.10 | 3.85 | 2.22 |
Data as of 11/20/2014, AR inception is 01/30/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRTLX (MassMutual RetireSMART 2020 L) |
-13.23%
Feb 2006 - Feb 2009 |
-5.63%
Feb 2004 - Feb 2009 |
5.27%
Oct 2004 - Oct 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRTLX (MassMutual RetireSMART 2020 L) |
22.30%
Feb 2009 - Feb 2012 |
18.01%
Feb 2009 - Feb 2014 |
5.63%
Jul 2004 - Jul 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart