Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MRXSX (Massmutual Select Destination Retirement 2010 F) | NA | -42.46% | -16.32% | -8.97% | -1.92% | -0.44% | NA | 0.55% |
Data as of 01/07/2022, AR inception is 01/02/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRXSX (Massmutual Select Destination Retirement 2010 F) | 01/02/2004 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -42.46 | -16.32 | -8.97 | -1.92 | -0.44 | NA | 0.55 | 0.00 | -42.46 | 0.00 | 2.81 | -3.72 | 10.53 | 5.63 | -2.07 | 3.76 | 10.46 | 11.19 | 0.99 | 11.95 | 25.14 | -24.76 | 5.92 | 6.90 | 4.14 | 5.91 |
| Sharpe Ratio | NA | -0.77 | -0.53 | -0.39 | -0.13 | NA | NA | -0.02 | NA | -0.83 | 0.00 | 0.95 | -0.90 | 3.27 | 0.87 | -0.34 | 0.61 | 1.77 | 1.73 | 0.08 | 0.69 | 1.66 | -1.24 | 0.45 | 0.73 | 0.44 | 0.87 |
| Standard Deviation(%) | NA | 55.49 | 31.96 | 24.93 | 18.16 | NA | NA | 15.82 | NA | 69.15 | NA | 1.47 | 5.61 | 3.04 | 6.20 | 6.19 | 6.10 | 5.89 | 6.47 | 11.77 | 17.29 | 15.09 | 20.57 | 6.41 | 4.92 | 4.47 | 5.73 |
| Draw Down(%) | NA | 42.46 | 42.46 | 44.60 | 44.60 | NA | NA | 44.60 | NA | 42.46 | 0.00 | 0.43 | 7.99 | 1.10 | 5.10 | 7.15 | 6.54 | 5.63 | 5.33 | 10.96 | 9.16 | 15.38 | 33.90 | 3.94 | 3.57 | 2.93 | 4.92 |
| Yield(%) | 0.00 | 0.00 | 2.19 | 2.62 | 3.05 | 3.07 | 2.96 | 3.28 | 0.00 | 0.00 | 0.00 | 6.63 | 4.25 | 1.98 | 3.03 | 2.79 | 2.86 | 2.58 | 2.67 | 2.41 | 2.48 | 0.00 | 6.50 | 7.03 | 4.76 | 3.79 | 0.00 |
Data as of 01/07/2022, AR inception is 01/02/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRXSX (Massmutual Select Destination Retirement 2010 F) |
-17.57%
Aug 2018 - Aug 2021 |
-8.92%
Sep 2016 - Sep 2021 |
-2.28%
May 2011 - May 2021 |
-0.44%
Dec 2006 - Dec 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRXSX (Massmutual Select Destination Retirement 2010 F) |
18.50%
Feb 2009 - Feb 2012 |
14.36%
Feb 2009 - Feb 2014 |
8.51%
Feb 2009 - Feb 2019 |
4.41%
Apr 2004 - Apr 2019 |
Annualized Rolling Returns Comparison Chart