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 Asset Allocation Composite Moderate | NA | -7.42% | 0.33% | 1.88% | 5.66% | 6.01% | NA | 7.05% |
Data as of 05/29/2020, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MassMutual Transitions Select Variable Annuity Asset Allocation Composite Moderate | 12/31/2000 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.95 | -7.42 | 0.33 | 1.88 | 5.66 | 6.01 | NA | 7.05 | -4.26 | 11.82 | -6.90 | 14.16 | 8.26 | -2.33 | 4.00 | 12.32 | 14.75 | -2.10 | 17.23 | 28.06 | -14.20 | 7.48 | 9.63 | 4.09 | 11.25 | 33.13 | 5.36 | -0.27 |
| Sharpe Ratio | NA | -0.31 | 0.03 | 0.37 | 0.56 | NA | NA | 0.69 | -0.26 | 1.25 | -0.90 | 2.85 | 1.20 | -0.36 | 0.62 | 1.55 | 1.82 | -0.15 | 1.64 | 2.81 | -1.31 | 0.40 | 0.82 | 0.28 | 1.30 | 4.29 | 1.04 | -0.53 |
| Standard Deviation(%) | NA | 14.98 | 10.83 | 9.20 | 9.30 | NA | NA | 8.95 | 17.12 | 8.31 | 9.16 | 4.74 | 6.73 | 6.56 | 6.47 | 7.92 | 8.08 | 14.69 | 10.44 | 9.94 | 11.53 | 11.02 | 7.77 | 6.73 | 7.92 | 7.57 | 4.08 | 4.85 |
| Draw Down(%) | NA | 26.35 | 26.35 | 26.35 | 26.35 | NA | NA | 26.35 | 24.59 | 4.77 | 13.66 | 2.18 | 4.25 | 7.36 | 6.03 | 8.28 | 7.32 | 14.43 | 9.19 | 6.78 | 20.41 | 8.65 | 9.40 | 6.04 | 7.49 | 3.11 | 4.81 | 5.57 |
| Yield(%) | NA | 0.86 | 3.37 | 3.18 | 4.05 | NA | NA | 5.20 | 0.46 | 0.84 | 5.38 | 5.20 | 2.08 | 5.20 | 6.68 | 5.47 | 3.50 | 3.85 | 5.53 | 2.17 | 10.83 | 5.61 | 6.50 | 5.65 | 3.67 | 4.51 | 6.86 | 8.85 |
Data as of 05/29/2020, 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 Asset Allocation Composite Moderate |
-1.38%
Feb 2006 - Feb 2009 |
0.47%
Mar 2015 - Mar 2020 |
4.48%
Mar 2010 - Mar 2020 |
5.52%
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 Asset Allocation Composite Moderate |
17.62%
Feb 2009 - Feb 2012 |
14.75%
Oct 2002 - Oct 2007 |
10.54%
Apr 2001 - Apr 2011 |
9.29%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart