Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 05/29/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MassMutual Transitions Select Variable Annuity Strategic Asset Allocation - Optimal Moderate | NA | 3.10% | 1.46% | 3.17% | 5.52% | 4.59% | NA | 5.09% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MassMutual Transitions Select Variable Annuity Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 08/28/2020 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 05/29/2020.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.10 | 3.10 | 1.46 | 3.17 | 5.52 | 4.59 | NA | 5.09 | 8.23 | 16.24 | -8.87 | 8.05 | 4.98 | 3.59 | 2.73 | 7.37 | 13.74 | -2.81 | 14.88 | 27.52 | -29.48 | 9.01 | 8.37 | 7.97 | 11.54 | 27.84 | -8.22 | 1.89 |
| Sharpe Ratio | NA | 0.65 | 0.37 | 0.49 | 0.61 | NA | NA | 0.42 | 0.39 | 2.21 | -1.23 | 1.62 | 0.57 | 0.40 | 0.48 | 1.02 | 1.78 | -0.21 | 1.29 | 1.66 | -1.43 | 0.65 | 0.68 | 0.92 | 1.36 | 3.14 | -0.79 | -0.03 |
| Standard Deviation(%) | NA | 16.92 | 11.48 | 10.03 | 9.59 | NA | NA | 10.95 | 20.42 | 6.71 | 8.32 | 4.58 | 8.32 | 8.90 | 5.64 | 7.16 | 7.67 | 13.65 | 11.43 | 16.51 | 21.31 | 9.19 | 7.42 | 6.31 | 7.80 | 8.64 | 11.81 | 12.42 |
| Draw Down(%) | NA | 22.88 | 22.88 | 22.88 | 22.88 | NA | NA | 43.18 | 22.88 | 3.53 | 14.91 | 2.77 | 6.98 | 6.60 | 5.82 | 8.07 | 6.62 | 14.73 | 8.26 | 18.49 | 39.82 | 7.25 | 8.11 | 4.64 | 7.31 | 5.78 | 19.78 | 17.67 |
| Yield(%) | NA | 2.02 | 2.24 | 2.66 | 3.28 | NA | NA | 4.09 | 0.43 | 1.96 | 4.51 | 0.34 | 1.77 | 4.85 | 4.38 | 4.06 | 2.30 | 5.52 | 4.90 | 1.99 | 7.74 | 6.41 | 5.64 | 6.22 | 3.74 | 3.57 | 2.99 | 4.33 |
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 - Optimal Moderate |
-10.82%
Feb 2006 - Feb 2009 |
-3.18%
Feb 2004 - Feb 2009 |
3.73%
Mar 2010 - Mar 2020 |
3.78%
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 - Optimal Moderate |
20.50%
Feb 2009 - Feb 2012 |
14.94%
Feb 2009 - Feb 2014 |
8.91%
Feb 2009 - Feb 2019 |
7.12%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart