Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MEGNX (MassMutual Select Emerging Growth N) | NA | 20.22% | -11.30% | -4.14% | NA | NA | NA | … | … |
Data as of 02/02/2010, Common starting date is 02/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MEGNX (MassMutual Select Emerging Growth N) | 02/12/2003 | 02/02/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 20.22 | -11.30 | -4.14 | NA | NA | NA | … | … | 0.00 | 9.58 | -43.24 | 17.16 | 4.97 | 0.17 | 14.66 | 59.56 |
| Sharpe Ratio | NA | 0.74 | -0.39 | -0.22 | NA | NA | NA | … | … | 0.00 | 0.33 | -1.10 | 0.59 | 0.09 | -0.13 | 0.64 | 3.02 |
| Standard Deviation(%) | NA | 27.34 | 32.10 | 27.19 | NA | NA | NA | … | … | NA | 28.92 | 40.20 | 24.11 | 18.26 | 15.44 | 21.35 | 22.81 |
| Draw Down(%) | NA | 19.54 | 61.74 | 61.74 | NA | NA | NA | … | … | 0.00 | 23.47 | 53.70 | 16.75 | 21.63 | 14.95 | 22.46 | 8.87 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | 0.03 | 0.02 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.25 | 0.00 |
Data as of 02/02/2010, Common starting date is 02/12/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEGNX (MassMutual Select Emerging Growth N) |
-18.08%
Feb 2006 – Feb 2009 |
-8.37%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MEGNX (MassMutual Select Emerging Growth N) |
24.40%
Mar 2003 – Mar 2006 |
12.29%
Mar 2003 – Mar 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart