Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MLVSX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R5) | NA | 3.69% | 15.35% | 7.78% | 12.29% | 6.72% | NA | … | … |
Data as of 01/10/2019, Common starting date is 04/28/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MLVSX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R5) | 04/28/2000 | 01/10/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.69 | 15.35 | 7.78 | 12.29 | 6.72 | NA | … | … | 0.00 | 5.43 | 13.13 | 4.53 | -17.47 | -12.45 | 21.23 | -22.42 | -4.91 | 11.58 | 30.32 | -42.33 | -2.24 | 13.82 | 8.60 | 11.28 | 29.30 | -17.20 | -11.67 | -0.60 |
| Sharpe Ratio | NA | -10.04 | -1.33 | -1.54 | -0.86 | NA | NA | … | … | 0.00 | -7.81 | -0.66 | -1.75 | -1.70 | -1.51 | 0.21 | -1.09 | -0.99 | -0.38 | 0.37 | -1.39 | -1.41 | -0.90 | -1.29 | -0.89 | 0.69 | -1.70 | -1.82 | -1.43 |
| Standard Deviation(%) | NA | 1.83 | 10.96 | 15.78 | 21.69 | NA | NA | … | … | NA | 2.07 | 9.29 | 16.91 | 21.20 | 20.47 | 12.92 | 37.75 | 23.68 | 18.30 | 31.92 | 44.44 | 17.24 | 9.55 | 9.60 | 9.32 | 14.48 | 21.70 | 18.35 | 18.48 |
| Draw Down(%) | NA | 0.48 | 8.44 | 41.13 | 48.17 | NA | NA | … | … | 0.00 | 0.48 | 6.18 | 13.28 | 21.45 | 21.41 | 8.86 | 32.72 | 22.39 | 15.13 | 30.61 | 51.90 | 13.37 | 7.29 | 6.49 | 6.71 | 11.38 | 27.57 | 27.05 | 12.99 |
| Yield(%) | 0.00 | 0.42 | 5.69 | 8.12 | 12.03 | 6.88 | 4.89 | … | … | 0.00 | 0.43 | 6.98 | 8.14 | 14.18 | 16.71 | 9.48 | 33.73 | 0.72 | 1.71 | 1.10 | 2.85 | 6.91 | 0.88 | 0.97 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/10/2019, Common starting date is 04/28/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVSX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R5) |
-17.48%
Feb 2006 – Feb 2009 |
-8.05%
Feb 2004 – Feb 2009 |
-0.09%
Aug 2000 – Aug 2010 |
3.30%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MLVSX (MASSMUTUAL SELECT LARGE CAP VALUE FUND CLASS R5) |
25.69%
Feb 2009 – Feb 2012 |
21.72%
Feb 2009 – Feb 2014 |
11.71%
Dec 2008 – Dec 2018 |
8.96%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart