Massmutual Select Risk Adjusted Performance

MBCZX Fund  USD 23.86  0.13  0.55%   
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Massmutual Select Blue has current Risk Adjusted Performance of 0.0968.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0968
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 Blue is number one fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  63.05  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Massmutual Select Blue is roughly  63.05 
Compare Massmutual Select to Peers

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