Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MVUSX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS R5) | NA | 2.58% | -7.65% | 1.00% | 3.79% | 6.93% | 6.12% | … | … |
Data as of 11/07/2024, Common starting date is 02/06/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MVUSX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS R5) | 02/06/2002 | 11/07/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.58 | -7.65 | 1.00 | 3.79 | 6.93 | 6.12 | … | … | 1.05 | 3.32 | -15.82 | 14.24 | 1.93 | 23.49 | -11.13 | 15.36 | 13.60 | -2.99 | 11.22 | 31.65 | 16.46 | -2.29 | 13.91 | 24.17 | -33.98 | 8.50 | 21.05 | 7.56 | 9.80 | 28.68 | -17.35 |
| Sharpe Ratio | NA | -0.06 | -0.50 | -0.02 | 0.10 | NA | NA | … | … | -0.14 | -0.02 | -0.69 | 0.74 | 0.03 | 1.81 | -0.81 | 1.89 | 0.89 | -0.19 | 0.98 | 1.80 | 1.22 | -0.09 | 0.73 | 0.84 | -0.84 | 0.33 | 1.81 | 0.48 | 0.78 | 1.69 | -0.79 |
| Standard Deviation(%) | NA | 18.28 | 20.65 | 34.03 | 25.96 | NA | NA | … | … | 18.08 | 14.11 | 25.05 | 19.33 | 65.62 | 12.16 | 15.52 | 7.81 | 15.08 | 16.17 | 11.46 | 17.59 | 13.57 | 24.93 | 18.85 | 28.63 | 41.35 | 16.09 | 9.79 | 11.10 | 11.34 | 16.57 | 25.60 |
| Draw Down(%) | NA | 13.44 | 29.20 | 47.10 | 47.10 | NA | NA | … | … | 13.44 | 10.01 | 19.99 | 14.54 | 47.10 | 7.01 | 21.03 | 3.63 | 11.57 | 13.96 | 8.69 | 8.73 | 11.37 | 23.04 | 17.10 | 26.58 | 46.28 | 9.80 | 7.32 | 6.96 | 7.60 | 14.27 | 33.04 |
| Yield(%) | 0.00 | 2.88 | 1.26 | 5.15 | 7.05 | 9.01 | 7.69 | … | … | 1.06 | 1.86 | 1.14 | 0.74 | 1.56 | 24.59 | 11.93 | 17.42 | 10.40 | 14.16 | 8.34 | 11.10 | 3.34 | 1.58 | 1.41 | 0.00 | 2.81 | 12.48 | 10.43 | 3.92 | 2.35 | 0.00 | 0.00 |
Data as of 11/07/2024, Common starting date is 02/06/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVUSX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS R5) |
-12.32%
Feb 2006 – Feb 2009 |
-3.96%
Feb 2004 – Feb 2009 |
3.91%
Oct 2014 – Oct 2024 |
5.03%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MVUSX (MASSMUTUAL SELECT FUNDAMENTAL VALUE FUND CLASS R5) |
22.87%
Feb 2009 – Feb 2012 |
21.10%
Feb 2009 – Feb 2014 |
13.64%
Feb 2009 – Feb 2019 |
10.14%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart