Massmutual Premier Correlations

MPSAX Fund

USD 9.20 0.02 0.22%

The current 90-days correlation between Massmutual Premier and Aqr Small Cap is -0.04 (i.e., Good diversification). The correlation of Massmutual Premier 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.

Massmutual Premier Correlation With Market

Average diversification

The correlation between Massmutual Premier Inflation P and DJI is 0.1 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Massmutual Premier Inflation P and DJI in the same portfolio, assuming nothing else is changed.

Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Massmutual Premier Inflation Protected. 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 nation.

Moving together with Massmutual Mutual Fund

0.72	MMOJX	Mmojx	Pair Corr
0.73	MMNGX	Mmngx	Pair Corr
0.73	MMZMX	Mmzmx	Pair Corr

Moving against Massmutual Mutual Fund

0.74	DLBMX	Massmutual Premier Small	Pair Corr
0.74	MOORX	Massmutual Premier Small	Pair Corr
0.73	MMGEX	Massmutual Select Small	Pair Corr
0.73	MMFFX	Mm Sp 500	Pair Corr
0.73	MMIEX	Mm Sp 500	Pair Corr
0.73	MMINX	Mm Sp 500	Pair Corr
0.73	MMIZX	Mm Sp 500	Pair Corr
0.7	MMELX	Massmutual Select Mid	Pair Corr
0.7	MOSNX	Massmutual Select	Pair Corr
0.7	MOSLX	Massmutual Select	Pair Corr
0.64	DLHYX	Massmutual Premier High	Pair Corr
0.63	MMNBX	Mmnbx	Pair Corr
0.56	MMJDX	Massmutual Advantage	Pair Corr
0.56	MMZQX	Massmutual Clinton	Pair Corr
0.48	MOSSX	Massmutual Select	Pair Corr
0.33	MMJAX	Massmutual Retiresmart	Pair Corr
0.74	MSCDX	Massmutual Premier Small	Pair Corr
0.74	MSCLX	Massmutual Premier Small	Pair Corr
0.74	MSCYX	Massmutual Select Small	Pair Corr
0.74	MSGLX	Massmutual Select Small	Pair Corr
0.74	MSGSX	Massmutual Select Small	Pair Corr
0.73	MSERX	Massmutual Select Small	Pair Corr
0.7	MOSZX	Massmutual Select	Pair Corr
0.7	MOSYX	Massmutual Select	Pair Corr
0.7	MOSAX	Massmutual Select	Pair Corr
0.7	MOSFX	Massmutual Select	Pair Corr
0.62	MPHSX	Massmutual Premier High	Pair Corr
0.61	MPHLX	Massmutual Premier High	Pair Corr
0.61	MPHZX	Massmutual Premier High	Pair Corr
0.59	MPHAX	Massmutual Premier High	Pair Corr
0.59	MPHRX	Massmutual Premier High	Pair Corr
0.57	MPHNX	Massmutual Prem High	Pair Corr
0.57	MSBYX	Massmutual Premier	Pair Corr
0.55	MPSDX	Massmutual Premier	Pair Corr

Related Correlations Analysis

	QSERX	ARTSX	QUAIX	VYRDX	TISVX	PEVAX	DFUKX
QSERX		0.86	0.67	0.78	0.69	0.92	0.81	QSERX
ARTSX	0.86		0.75	0.87	0.54	0.93	0.69	ARTSX
QUAIX	0.67	0.75		0.87	0.64	0.73	0.72	QUAIX
VYRDX	0.78	0.87	0.87		0.72	0.92	0.82	VYRDX
TISVX	0.69	0.54	0.64	0.72		0.71	0.91	TISVX
PEVAX	0.92	0.93	0.73	0.92	0.71		0.84	PEVAX
DFUKX	0.81	0.69	0.72	0.82	0.91	0.84		DFUKX
	QSERX	ARTSX	QUAIX	VYRDX	TISVX	PEVAX	DFUKX

Risk-Adjusted Indicators

There is a big difference between Massmutual Mutual Fund performing well and Massmutual Premier 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 Premier'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
QSERX	1.12	0.12	0.10	0.16	1.13	(1.28)	2.23	(2.18)	10.30
ARTSX	1.15	0.12	0.11	0.13	1.11	(1.33)	1.98	(1.94)	13.44
QUAIX	1.23	(0.04)	0.00	0.03	1.61	(1.22)	2.07	(2.66)	7.26
VYRDX	0.76	(0.04)	(0.03)	0.02	1.01	(0.78)	1.62	(1.45)	4.13
TISVX	0.56	(0.02)	(0.05)	0.03	0.70	(0.65)	1.12	(1.18)	3.41
PEVAX	0.78	0.04	0.04	0.09	0.92	(0.84)	2.28	(1.28)	3.88
DFUKX	0.61	0.00	(0.03)	0.05	0.67	(0.67)	1.55	(1.08)	3.79

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