Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MassMutual Transitions Select Variable Annuity Tactical Asset Allocation Moderate | NA | -7.84% | 1.30% | 2.67% | 7.92% | 7.41% | NA | 6.92% |
Data as of 10/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MassMutual Transitions Select Variable Annuity Tactical Asset Allocation Moderate | 12/31/2000 | 01/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.33 | -7.84 | 1.30 | 2.67 | 7.92 | 7.41 | NA | 6.92 | 2.52 | -11.57 | 10.44 | 3.69 | 2.41 | 2.92 | 13.85 | 14.59 | 2.54 | 14.19 | 18.73 | -2.96 | 9.78 | 11.53 | 4.78 | 11.29 | 27.02 | -5.05 | -7.15 |
| Sharpe Ratio | NA | -1.30 | 0.24 | 0.16 | 0.70 | NA | NA | 0.60 | 0.35 | -1.40 | 1.86 | 0.39 | 0.24 | 0.34 | 1.75 | 1.77 | 0.21 | 1.24 | 1.45 | -0.38 | 0.71 | 1.00 | 0.38 | 1.30 | 2.62 | -0.83 | -1.38 |
| Standard Deviation(%) | NA | 9.29 | 7.93 | 8.49 | 9.59 | NA | NA | 9.14 | 7.11 | 9.20 | 5.28 | 8.88 | 9.72 | 8.57 | 7.91 | 8.19 | 11.87 | 11.36 | 12.84 | 10.20 | 9.58 | 8.22 | 6.96 | 7.96 | 10.04 | 7.43 | 6.84 |
| Draw Down(%) | NA | 16.59 | 16.59 | 16.59 | 16.59 | NA | NA | 18.74 | 0.05 | 16.59 | 3.33 | 7.84 | 9.12 | 6.86 | 8.06 | 7.25 | 10.83 | 9.48 | 6.60 | 18.74 | 7.80 | 10.55 | 5.38 | 7.59 | 6.82 | 9.90 | 12.57 |
| Yield(%) | NA | 3.65 | 2.79 | 5.84 | 5.56 | NA | NA | 0.00 | 0.00 | 3.68 | 2.38 | 2.27 | 10.21 | 10.65 | 6.43 | 2.54 | 7.44 | 8.02 | 2.07 | 8.67 | 9.08 | 5.57 | 3.80 | 3.91 | 4.14 | 6.11 | 6.10 |
Data as of 10/31/2018, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MassMutual Transitions Select Variable Annuity Tactical Asset Allocation Moderate |
0.42%
Dec 2015 - Dec 2018 |
1.31%
Dec 2013 - Dec 2018 |
6.83%
Dec 2008 - Dec 2018 |
6.80%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MassMutual Transitions Select Variable Annuity Tactical Asset Allocation Moderate |
16.12%
Apr 2009 - Apr 2012 |
14.60%
Feb 2003 - Feb 2008 |
11.14%
Mar 2003 - Mar 2013 |
9.69%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart