Massmutual Select Risk Adjusted Performance
MEFAX Fund | USD 16.26 0.17 1.06% |
Massmutual |
| = | 0.1119 |
ER[a] | = | Expected return on investing in Massmutual Select |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Massmutual Select Risk Adjusted Performance Peers Comparison
Massmutual Risk Adjusted Performance Relative To Other Indicators
Massmutual Select Mid is regarded fifth largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 38.18 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Massmutual Select Mid is roughly 38.18
Risk Adjusted Performance |
Compare Massmutual Select to Peers |
Thematic Opportunities
Explore Investment Opportunities
Massmutual Select Technical Signals
All Massmutual Select Technical Indicators
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.1119 | |||
Market Risk Adjusted Performance | 0.1269 | |||
Mean Deviation | 0.6388 | |||
Semi Deviation | 0.7376 | |||
Downside Deviation | 0.9503 | |||
Coefficient Of Variation | 691.41 | |||
Standard Deviation | 0.8491 | |||
Variance | 0.7209 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.1169 | |||
Maximum Drawdown | 4.27 | |||
Value At Risk | (1.41) | |||
Potential Upside | 1.4 | |||
Downside Variance | 0.903 | |||
Semi Variance | 0.5441 | |||
Expected Short fall | (0.64) | |||
Skewness | (0.28) | |||
Kurtosis | 0.9496 |