Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MMQNX (MassMutual Select Small Cap Val Eq N) | NA | 30.04% | 20.42% | 9.28% | NA | NA | NA | … | … |
Data as of 07/01/2013, Common starting date is 04/11/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MMQNX (MassMutual Select Small Cap Val Eq N) | 04/11/2006 | 07/01/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 30.04 | 20.42 | 9.28 | NA | NA | NA | … | … | 19.02 | 17.74 | -4.65 | 27.34 | 20.81 | -33.50 | -12.69 | 12.01 |
| Sharpe Ratio | NA | 2.06 | 0.85 | 0.27 | NA | NA | NA | … | … | 2.77 | 1.04 | -0.14 | 1.14 | 0.54 | -0.72 | -0.71 | 0.75 |
| Standard Deviation(%) | NA | 15.17 | 24.08 | 33.63 | NA | NA | NA | … | … | 15.17 | 17.23 | 32.85 | 23.97 | 38.64 | 47.90 | 22.32 | 18.12 |
| Draw Down(%) | NA | 8.76 | 30.55 | 56.90 | NA | NA | NA | … | … | 6.39 | 14.61 | 30.55 | 21.02 | 37.68 | 49.23 | 21.95 | 11.98 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.15 | 0.26 | 0.17 | 0.13 | … | … | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 | 0.65 | 1.73 | 0.00 |
Data as of 07/01/2013, Common starting date is 04/11/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMQNX (MassMutual Select Small Cap Val Eq N) |
-15.56%
Jun 2006 – Jun 2009 |
-4.85%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MMQNX (MassMutual Select Small Cap Val Eq N) |
31.10%
Feb 2009 – Feb 2012 |
9.34%
Jun 2008 – Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart