MASSMUTUAL PREMIER Market Risk Adjusted Performance
| MDBLX Fund | | | USD 8.44 0.01 0.12% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Massmutual Premier Diversified. Coverage may vary across instruments due to feed availability.
Massmutual Premier Diversified has current Market Risk Adjusted Performance of 0.1248.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1248 | |
| ER[a] | = | Expected return on investing in MASSMUTUAL PREMIER |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Massmutual Premier Diversified is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.68 of Maximum Drawdown per Market Risk Adjusted Performance. At
5.68 , Massmutual Premier Diversified's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators