Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
MRXLX (MassMutual RetireSMART 2010 L) | NA | 1.92% | 8.08% | 7.08% | 4.31% | NA | NA | 4.75% |
Data as of 11/20/2014, AR inception is 01/30/2004
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
MRXLX (MassMutual RetireSMART 2010 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 | 1.92 | 8.08 | 7.08 | 4.31 | NA | NA | 4.75 | 0.69 | 10.21 | 11.01 | 1.12 | 11.41 | 25.03 | -24.96 | 5.82 | 6.58 | 4.03 | 4.14 |
Sharpe Ratio | NA | 0.64 | 1.30 | 0.87 | 0.32 | NA | NA | 0.34 | 0.27 | 1.68 | 1.65 | 0.10 | 1.11 | 1.64 | -1.25 | 0.44 | 0.51 | 0.42 | 0.62 |
Standard Deviation(%) | NA | 2.97 | 5.92 | 8.10 | 10.49 | NA | NA | 10.18 | 2.83 | 6.06 | 6.68 | 11.34 | 10.22 | 15.22 | 20.68 | 6.42 | 6.52 | 4.40 | 5.66 |
Draw Down(%) | NA | 2.40 | 5.57 | 11.05 | 36.18 | NA | NA | 36.18 | 2.40 | 5.57 | 5.35 | 11.05 | 7.83 | 15.38 | 34.03 | 4.03 | 3.58 | 2.93 | 4.93 |
Yield(%) | 0.00 | 0.00 | 1.73 | 2.07 | 3.06 | 2.13 | 1.60 | 3.20 | 0.00 | 2.34 | 2.48 | 2.25 | 2.27 | 0.00 | 6.36 | 6.85 | 4.63 | 3.67 | 0.00 |
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 |
---|---|---|---|---|
MRXLX (MassMutual RetireSMART 2010 L) |
-9.09%
Feb 2006 - Feb 2009 |
-3.91%
Feb 2004 - Feb 2009 |
4.52%
Oct 2004 - Oct 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
MRXLX (MassMutual RetireSMART 2010 L) |
18.34%
Feb 2009 - Feb 2012 |
14.17%
Feb 2009 - Feb 2014 |
4.89%
Apr 2004 - Apr 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart