Massmutual Advantage Funds Fund Market Value
| MMJDX Fund | 10.04 0.01 0.1% |
| Symbol | Massmutual |
Massmutual Advantage 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Massmutual Advantage's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Massmutual Advantage.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Massmutual Advantage on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Massmutual Advantage Funds or generate 0.0% return on investment in Massmutual Advantage over 90 days. Massmutual Advantage is related to or competes with Artisan Small, Crafword Dividend, Transamerica Asset, Eip Growth, Goldman Sachs, and Growth Fund. More
Massmutual Advantage Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Massmutual Advantage's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Massmutual Advantage Funds upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1072 | |||
| Information Ratio | (0.85) | |||
| Maximum Drawdown | 0.3022 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1998 |
Massmutual Advantage Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Massmutual Advantage's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Massmutual Advantage's standard deviation. In reality, there are many statistical measures that can use Massmutual Advantage historical prices to predict the future Massmutual Advantage's volatility.| Risk Adjusted Performance | 0.072 | |||
| Jensen Alpha | 0.0043 | |||
| Total Risk Alpha | (0.0006) | |||
| Sortino Ratio | (0.58) | |||
| Treynor Ratio | 0.2259 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Massmutual Advantage's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Massmutual Advantage January 25, 2026 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 | 0.072 | |||
| Market Risk Adjusted Performance | 0.2359 | |||
| Mean Deviation | 0.0509 | |||
| Downside Deviation | 0.1072 | |||
| Coefficient Of Variation | 451.51 | |||
| Standard Deviation | 0.0731 | |||
| Variance | 0.0053 | |||
| Information Ratio | (0.85) | |||
| Jensen Alpha | 0.0043 | |||
| Total Risk Alpha | (0.0006) | |||
| Sortino Ratio | (0.58) | |||
| Treynor Ratio | 0.2259 | |||
| Maximum Drawdown | 0.3022 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1998 | |||
| Downside Variance | 0.0115 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.13) | |||
| Skewness | 0.792 | |||
| Kurtosis | 1.03 |
Massmutual Advantage Backtested Returns
At this stage we consider Massmutual Mutual Fund to be very steady. Massmutual Advantage has Sharpe Ratio of 0.22, which conveys that the entity had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Massmutual Advantage, which you can use to evaluate the volatility of the fund. Please verify Massmutual Advantage's Coefficient Of Variation of 451.51, risk adjusted performance of 0.072, and Mean Deviation of 0.0509 to check out if the risk estimate we provide is consistent with the expected return of 0.0162%. The fund secures a Beta (Market Risk) of 0.0274, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Massmutual Advantage's returns are expected to increase less than the market. However, during the bear market, the loss of holding Massmutual Advantage is expected to be smaller as well.
Auto-correlation | 0.34 |
Below average predictability
Massmutual Advantage Funds has below average predictability. Overlapping area represents the amount of predictability between Massmutual Advantage time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th of January 2026. 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 Advantage price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Massmutual Advantage price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Massmutual Mutual Fund
Massmutual Advantage financial ratios help investors to determine whether Massmutual Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Massmutual with respect to the benefits of owning Massmutual Advantage security.
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