Massmutual Retiresmart Correlations

MRCSX Fund

USD 9.25 0.01 0.11%

The current 90-days correlation between Massmutual Retiresmart and Calvert Bond Portfolio is 0.08 (i.e., Significant diversification). The correlation of Massmutual Retiresmart 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 Retiresmart Correlation With Market

Very weak diversification

The correlation between Massmutual Retiresmart Servati and DJI is 0.42 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Massmutual Retiresmart Servati 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 Retiresmart Servative. 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 state.

Moving together with Massmutual Mutual Fund

0.89	FASIX	Fidelity Asset Manager	Pair Corr
0.9	FTIWX	Fidelity Asset Manager	Pair Corr
0.9	FTDWX	Fidelity Asset Manager	Pair Corr
0.89	FTAWX	Fidelity Asset Manager	Pair Corr
0.89	FIKVX	Fidelity Asset Manager	Pair Corr
0.9	FTCWX	Fidelity Asset Manager	Pair Corr
0.91	VASIX	Vanguard Lifestrategy	Pair Corr
0.9	PFIPX	Strategic Asset Mana	Pair Corr
0.89	FFFCX	Fidelity Freedom 2010	Pair Corr
0.82	FNILX	Fidelity Zero Large	Pair Corr
0.88	ISIAX	Voya Strategic Income	Pair Corr
0.8	CSRYX	Columbia Select Large	Pair Corr
0.8	DCEMX	Dunham Emerging Markets	Pair Corr
0.78	SPSDX	Sterling Capital Beh	Pair Corr
0.83	FISVX	Fidelity Small Cap	Pair Corr
0.73	FDEGX	Fidelity Growth Stra	Pair Corr
0.77	PSHAX	Short Term Fund	Pair Corr
0.72	RIVKX	American Funds Inter	Pair Corr

Related Correlations Analysis

	CSIBX	ANBIX	SGYAX	ABNCX	ABNTX
CSIBX		0.86	0.85	0.83	0.8	CSIBX
ANBIX	0.86		0.82	0.99	0.96	ANBIX
SGYAX	0.85	0.82		0.75	0.81	SGYAX
ABNCX	0.83	0.99	0.75		0.94	ABNCX
ABNTX	0.8	0.96	0.81	0.94		ABNTX
	CSIBX	ANBIX	SGYAX	ABNCX	ABNTX

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Risk-Adjusted Indicators

There is a big difference between Massmutual Mutual Fund performing well and Massmutual Retiresmart 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 Retiresmart'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
CSIBX	0.24	0.02	(0.60)	1.45	0.19	(0.29)	0.49	(0.42)	1.25
ANBIX	0.14	0.03	(0.68)	(1.83)	0.00	(0.16)	0.29	(0.29)	0.97
SGYAX	0.17	0.04	(0.68)	0.50	0.00	(0.29)	0.59	(0.14)	0.99
ABNCX	0.15	0.02	(0.63)	(14.44)	0.08	(0.17)	0.30	(0.39)	1.09
ABNTX	0.14	0.02	(0.72)	(1.81)	0.05	(0.17)	0.29	(0.29)	1.08

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Massmutual Retiresmart Correlations

Massmutual Retiresmart Correlation With Market

Very weak diversification

Moving together with Massmutual Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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