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 Strategic Asset Allocation - Equal Weight Moderate | NA | -4.80% | -1.18% | 2.77% | 5.03% | 3.89% | 4.04% | 4.17% |
Data as of 05/29/2020, AR inception is 01/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MassMutual Transitions Select Variable Annuity Strategic Asset Allocation - Equal Weight Moderate | 01/10/2000 | 08/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.57 | -4.80 | -1.18 | 2.77 | 5.03 | 3.89 | 4.04 | 4.17 | 0.09 | 13.52 | -7.85 | 7.31 | 4.47 | 10.35 | 1.01 | 5.37 | 13.29 | -0.34 | 14.60 | 22.20 | -28.61 | 6.69 | 10.64 | 7.18 | 10.12 | 23.53 | -9.27 | -0.39 | 3.28 |
| Sharpe Ratio | NA | 0.08 | 0.06 | 0.28 | 0.57 | NA | NA | 0.37 | -0.01 | 1.85 | -1.13 | 1.40 | 0.53 | 0.68 | 0.18 | 0.85 | 2.16 | -0.04 | 1.63 | 1.68 | -1.94 | 0.50 | 1.19 | 0.95 | 1.39 | 2.97 | -1.17 | -0.30 | -0.06 |
| Standard Deviation(%) | NA | 13.84 | 9.93 | 8.88 | 9.12 | NA | NA | 9.35 | 16.41 | 6.55 | 8.11 | 4.77 | 8.06 | 15.12 | 5.38 | 6.27 | 6.13 | 10.01 | 8.88 | 13.20 | 15.26 | 7.36 | 6.16 | 5.29 | 6.60 | 7.69 | 8.85 | 8.97 | 11.26 |
| Draw Down(%) | NA | 22.76 | 22.76 | 22.76 | 22.76 | NA | NA | 38.56 | 21.85 | 3.46 | 13.48 | 3.68 | 6.62 | 6.10 | 5.59 | 7.51 | 4.62 | 10.58 | 6.96 | 14.38 | 36.94 | 6.97 | 6.58 | 3.59 | 5.92 | 6.23 | 16.08 | 13.49 | 9.17 |
| Yield(%) | NA | 0.75 | 1.36 | 1.88 | 2.90 | NA | NA | 3.98 | 0.26 | 1.01 | 2.91 | 0.35 | 1.59 | 4.33 | 3.66 | 2.49 | 3.24 | 5.55 | 6.32 | 2.22 | 5.86 | 6.01 | 4.03 | 7.26 | 4.55 | 2.22 | 2.12 | 3.64 | 10.02 |
Data as of 05/29/2020, AR inception is 01/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MassMutual Transitions Select Variable Annuity Strategic Asset Allocation - Equal Weight Moderate |
-8.96%
Feb 2006 - Feb 2009 |
-2.47%
Feb 2004 - Feb 2009 |
2.75%
Jun 2000 - Jun 2010 |
3.43%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MassMutual Transitions Select Variable Annuity Strategic Asset Allocation - Equal Weight Moderate |
17.49%
Feb 2009 - Feb 2012 |
13.00%
Feb 2009 - Feb 2014 |
8.41%
Feb 2009 - Feb 2019 |
6.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart