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MassMutual RetireSMART Backtesting

MA
MMRTX -- USA Fund  

USD 8.65  0.03  0.35%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of MassMutual RetireSMART 2050 Fun and determine expected loss or profit from investing in MassMutual RetireSMART over given investment horizon. Additionally see MassMutual RetireSMART Hype Analysis, MassMutual RetireSMART Correlation, Portfolio Optimization, MassMutual RetireSMART Volatility as well as analyze MassMutual RetireSMART Alpha and Beta and MassMutual RetireSMART Performance.
SymbolX
Backtest

MassMutual RetireSMART 'What if' Analysis

November 24, 2019
0.00
No Change 0.00  0.0 
In 3 months and 1 day
February 22, 2020
0.00
If you would invest  0.00  in MassMutual RetireSMART on November 24, 2019 and sell it all today you would earn a total of 0.00 from holding MassMutual RetireSMART 2050 Fun or generate 0.0% return on investment in MassMutual RetireSMART over 90 days. MassMutual RetireSMART is related to or competes with T Rowe, JPMorgan SmartRetirement, BlackRock LifePath, Principal Fds, Principal Fds, Principal Fds, and TIAA CREF. The investment seeks total return through its asset allocation, which is designed to become more conservative over time ...

MassMutual RetireSMART Upside/Downside Indicators

Information Ratio(0.037199)
Maximum Drawdown20.58
Value At Risk(0.98)
Potential Upside0.7675

MassMutual RetireSMART Market Premium Indicators

Risk Adjusted Performance(0.003781)
Jensen Alpha(0.04868)
Total Risk Alpha(0.27)
Treynor Ratio0.8811

MassMutual RetireSMART Backtested Returns

Macroaxis considers MassMutual RetireSMART to be unstable. MassMutual RetireSMART has Sharpe Ratio of -0.0158 which conveys that the entity had -0.0158% of return per unit of risk over the last 3 months. Macroaxis philosophy towards estimating risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. MassMutual RetireSMART exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to verify MassMutual RetireSMART 2050 Fun Mean Deviation of 0.8829 and Risk Adjusted Performance of (0.003781) to check out risk estimate we provide. The fund secures Beta (Market Risk) of -0.0591 which conveys that as returns on market increase, returns on owning MassMutual RetireSMART are expected to decrease at a much smaller rate. During bear market, MassMutual RetireSMART is likely to outperform the market. Even though it is essential to pay attention to MassMutual RetireSMART price patterns, it is always good to be careful when utilizing equity historical price patterns. Macroaxis philosophy towards estimating future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. MassMutual RetireSMART exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.57) 
correlation synergy

Good reverse predictability

MassMutual RetireSMART 2050 Fun has good reverse predictability. Overlapping area represents the amount of predictability between MassMutual RetireSMART time series from November 24, 2019 to January 8, 2020 and January 8, 2020 to February 22, 2020. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MassMutual RetireSMART price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current MassMutual RetireSMART price fluctuation can be explain by its past prices. Given that MassMutual RetireSMART 2050 Fun has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of MassMutual RetireSMART for similar time interval.
Correlation Coefficient-0.57
Spearman Rank Test-0.19
Residual Average0.0
Price Variance0.01

MassMutual RetireSMART lagged returns against current returns

 Current and Lagged Values 
    
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MassMutual RetireSMART regressed lagged prices vs. current prices

 Current vs Lagged Prices 
    
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MassMutual RetireSMART Lagged Returns

 Regressed Prices 
    
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Current Sentiment - MMRTX

MassMutual RetireSMART Investor Sentiment

Macroaxis portfolio users are evenly split in their trading attitude regarding investing in MassMutual RetireSMART 2050 Fun. What is your trading attitude regarding investing in MassMutual RetireSMART 2050 Fun? Are you bullish or bearish?
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Additionally see MassMutual RetireSMART Hype Analysis, MassMutual RetireSMART Correlation, Portfolio Optimization, MassMutual RetireSMART Volatility as well as analyze MassMutual RetireSMART Alpha and Beta and MassMutual RetireSMART Performance. Please also try Fundamentals Matrix module to view fundamentals matrix and analyze how accounts are interrelated and interconnected with each other.