Massmutual Select Correlations

MMBEX Fund

USD 8.40 0.13 0.58%

The correlation of Massmutual Select is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in income.

Moving together with Massmutual Mutual Fund

0.87	MWTNX	Metropolitan West Total	Pair Corr
0.88	MWTSX	Metropolitan West Total	Pair Corr
0.92	PTTPX	Pimco Total Return	Pair Corr
0.91	PTRRX	Total Return	Pair Corr
0.92	PTRAX	Total Return	Pair Corr
0.92	PTTRX	Total Return	Pair Corr
0.91	FIWGX	Strategic Advisers	Pair Corr
0.92	DODIX	Dodge Income	Pair Corr
0.88	MWTIX	Metropolitan West Total	Pair Corr
0.88	MWTRX	Metropolitan West Total	Pair Corr
0.73	VTSAX	Vanguard Total Stock	Pair Corr
0.71	VFIAX	Vanguard 500 Index	Pair Corr
0.73	VTSMX	Vanguard Total Stock	Pair Corr
0.73	VSMPX	Vanguard Total Stock	Pair Corr
0.73	VSTSX	Vanguard Total Stock	Pair Corr
0.73	VITSX	Vanguard Total Stock	Pair Corr
0.72	VFINX	Vanguard 500 Index	Pair Corr
0.72	VFFSX	Vanguard 500 Index	Pair Corr
0.7	VGTSX	Vanguard Total Inter	Pair Corr
0.7	VTIAX	Vanguard Total Inter	Pair Corr
0.67	HPQ	HP Inc Fiscal Year End 19th of November 2024	Pair Corr

Moving against Massmutual Mutual Fund

0.54	XOM	Exxon Mobil Corp Financial Report 26th of July 2024	Pair Corr
0.34	CVX	Chevron Corp Financial Report 26th of July 2024	Pair Corr
0.33	DIS	Walt Disney Financial Report 14th of August 2024	Pair Corr

Related Correlations Analysis

	AUERX	HSCVX	TFAGX	RYSVX	LANIX	HSUAX	ANTMX	BOSVX
AUERX		0.67	0.75	0.53	0.7	0.32	0.79	0.63	AUERX
HSCVX	0.67		0.67	0.87	0.76	0.56	0.75	0.95	HSCVX
TFAGX	0.75	0.67		0.74	0.97	0.8	0.95	0.72	TFAGX
RYSVX	0.53	0.87	0.74		0.83	0.71	0.83	0.95	RYSVX
LANIX	0.7	0.76	0.97	0.83		0.85	0.96	0.82	LANIX
HSUAX	0.32	0.56	0.8	0.71	0.85		0.76	0.63	HSUAX
ANTMX	0.79	0.75	0.95	0.83	0.96	0.76		0.81	ANTMX
BOSVX	0.63	0.95	0.72	0.95	0.82	0.63	0.81		BOSVX
	AUERX	HSCVX	TFAGX	RYSVX	LANIX	HSUAX	ANTMX	BOSVX

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Risk-Adjusted Indicators

There is a big difference between Massmutual Mutual Fund performing well and Massmutual Select Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Massmutual Select's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
AUERX	0.70	0.09	0.09	0.09	0.90	(0.68)	1.48	(1.57)	3.71
HSCVX	0.64	(0.01)	(0.01)	0.00	0.84	(0.67)	1.30	(1.38)	4.34
TFAGX	0.61	0.05	0.06	0.07	0.73	(0.66)	1.33	(1.42)	3.35
RYSVX	0.90	(0.02)	(0.01)	0.00	1.29	(0.83)	1.67	(1.93)	6.05
LANIX	0.48	0.03	0.04	0.05	0.56	(0.61)	1.05	(0.93)	3.37
HSUAX	0.80	0.01	0.01	0.02	0.94	(0.83)	1.86	(1.77)	3.84
ANTMX	0.65	0.03	0.04	0.04	0.77	(0.69)	1.18	(1.57)	3.39
BOSVX	0.86	(0.01)	(0.01)	0.00	1.17	(0.85)	1.75	(1.95)	5.34

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Massmutual Select Correlations

Moving together with Massmutual Mutual Fund

Moving against Massmutual Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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