Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MVEDX (MASSMUTUAL PREMIER VALUE FUND CLASS R5) | NA | -1.26% | 12.55% | 7.34% | 12.18% | 2.30% | 1.16% | … | … |
Data as of 01/10/2019, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MVEDX (MASSMUTUAL PREMIER VALUE FUND CLASS R5) | 06/20/1996 | 01/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.26 | 12.55 | 7.34 | 12.18 | 2.30 | 1.16 | … | … | 0.00 | 0.94 | 16.70 | 12.73 | -3.01 | 10.88 | 30.63 | 14.19 | -4.51 | 15.11 | 34.10 | -41.59 | 6.41 | 15.85 | -0.59 | -36.97 | 27.60 | -18.39 | -14.46 | 2.94 | -2.60 | 16.75 | 29.00 | 11.53 |
| Sharpe Ratio | NA | -0.31 | 1.07 | 0.56 | 0.69 | NA | NA | … | … | 0.00 | -0.05 | 2.03 | 0.81 | -0.19 | 0.90 | 2.64 | 1.08 | -0.19 | 0.75 | 1.20 | -0.93 | 0.21 | 1.28 | -0.28 | -0.65 | 1.75 | -0.83 | -0.85 | -0.06 | -0.40 | 0.82 | 1.73 | 2.00 |
| Standard Deviation(%) | NA | 8.32 | 10.92 | 12.34 | 16.86 | NA | NA | … | … | NA | 8.38 | 7.95 | 15.47 | 15.64 | 12.11 | 11.60 | 13.15 | 24.43 | 20.04 | 28.27 | 45.76 | 16.51 | 9.86 | 9.87 | 57.97 | 15.40 | 23.49 | 19.93 | 18.09 | 14.64 | 16.37 | 14.66 | 9.64 |
| Draw Down(%) | NA | 10.05 | 10.05 | 20.30 | 24.12 | NA | NA | … | … | 0.00 | 10.05 | 4.13 | 14.06 | 12.84 | 9.81 | 5.52 | 10.99 | 24.12 | 17.30 | 24.51 | 53.39 | 13.80 | 8.18 | 6.81 | 45.01 | 14.38 | 31.44 | 30.51 | 15.63 | 16.36 | 16.17 | 8.86 | 6.22 |
| Yield(%) | 0.00 | 27.13 | 14.05 | 8.86 | 10.33 | 10.26 | 5.89 | … | … | 0.00 | 27.64 | 1.88 | 1.84 | 1.48 | 1.98 | 2.06 | 1.90 | 1.60 | 1.53 | 2.75 | 1.48 | 13.25 | 7.06 | 0.00 | 0.00 | 1.56 | 1.28 | 16.90 | 24.83 | 8.36 | 8.29 | 11.23 | 5.40 |
Data as of 01/10/2019, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVEDX (MASSMUTUAL PREMIER VALUE FUND CLASS R5) |
-15.05%
Feb 2006 – Feb 2009 |
-17.76%
Feb 2004 – Feb 2009 |
-9.54%
Feb 1999 – Feb 2009 |
-1.79%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVEDX (MASSMUTUAL PREMIER VALUE FUND CLASS R5) |
22.59%
Feb 2009 – Feb 2012 |
20.69%
Feb 2009 – Feb 2014 |
12.29%
Nov 2008 – Nov 2018 |
4.40%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart