Massmutual Premier Inflation Protected Fund Volatility
| MIPSX Fund | USD 9.26 -0.03 -0.32% |
Across the last 3 months, Massmutual Premier Inflation Protected continues to post relatively low price volatility. The latest risk profile is supported by 27 technical indicators. The current volatility profile reflects observed data across the selected window.
Sharpe Ratio = 0.001
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | MIPSX |
Massmutual Premier Inflation Protected posted a Market Risk Adjusted Performance of -1.8%, a Risk of 0.20, and a Risk Adjusted Performance of -0.02% for the reported period. Moving average data indicates MASSMUTUAL PREMIER is not operating at maximum efficiency. Including it in a well-diversified portfolio may reduce unsystematic risk and improve returns.
Key indicators related to MASSMUTUAL PREMIER's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Volatility analysis for MASSMUTUAL PREMIER draws on both historical price data and forward-looking implied volatility. Periods of elevated MASSMUTUAL PREMIER volatility are typically followed by calmer conditions, and vice versa.
MASSMUTUAL |
Volatility Strategy
Volatility in Massmutual Premier Inflation Protected contributes to allocation risk depending on correlation. Current statistical measures show total volatility near 0.2% with a beta coefficient of 0.0036, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.001, evaluates return per unit of total risk. An alpha value of -0.006319 reflects performance relative to systematic market exposure. Expected return estimates near 2.0E-4% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to MASSMUTUAL PREMIER's market risk premium analysis include:
Beta 0.0036 | Alpha -0.01 | Risk 0.2 | Sharpe Ratio 0.001 | Expected Return 0.0002 |
Moving together with MASSMUTUAL Mutual Fund
| 0.76 | MMCBX | Massmutual Premier | PairCorr |
| 0.8 | MMJAX | Massmutual Retiresmart | PairCorr |
| 0.75 | MMJDX | Massmutual Advantage | PairCorr |
| 0.81 | MMJCX | Massmutual Advantage | PairCorr |
| 0.63 | MMNBX | Mmnbx | PairCorr |
| 0.92 | MMODX | Mml Barings Infl | PairCorr |
| 0.75 | MMZQX | Massmutual Clinton | PairCorr |
| 0.61 | MPHSX | Massmutual Premier High | PairCorr |
| 1.0 | MPSAX | Massmutual Premier | PairCorr |
| 0.75 | MPSDX | Massmutual Premier | PairCorr |
| 0.8 | BXDLX | MassMutual Short-Duration | PairCorr |
| 0.78 | MSBYX | Massmutual Premier | PairCorr |
Moving against MASSMUTUAL Mutual Fund
Sensitivity To Market
Massmutual Premier Inflation Protected relative market sensitivity is quantified by its beta value of 0.0036. This regression-derived coefficient reflects systematic risk. Total return variability is about 0.2%.This summary describes how Massmutual Premier Inflation Protected has moved rather than why it moved. Standard deviation is near 0.19% and downside deviation is near 0.25%. Global funds can add currency-related movement on top of underlying asset volatility.
| α | -0.0063 | β | 0.0036 | Check current 90 days MASSMUTUAL PREMIER correlation with market (Dow Jones Industrial)
Downside Risk
Standard deviation for MASSMUTUAL expresses the daily price volatility as a spread around the mean. A large standard deviation indicates a volatile instrument; a small one indicates relative price stability.
Standard Deviation | 0.2 |
For MASSMUTUAL PREMIER investors, the distinction between upside and downside risk matters. Downside risk, the risk of loss specifically, is better measured by semi-deviation or downside deviation of MASSMUTUAL PREMIER's returns. Massmutual Premier Inflation Protected posted a Downside Deviation of 0.25, a Downside Variance of 0.06, and a Maximum Drawdown of 1.17 for the reported period.
Mutual Fund Volatility Analysis
Volatility describes the degree to which MASSMUTUAL PREMIER mutual fund price fluctuates in either direction. It captures how much MASSMUTUAL PREMIER's price fluctuates, helping investors set appropriate position sizes.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. Massmutual Premier Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon MASSMUTUAL PREMIER has a beta of 0.0036 . This indicates as returns on the market go up, MASSMUTUAL PREMIER's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding Massmutual Premier Inflation Protected is expected to be smaller as well.MASSMUTUAL PREMIER remains sensitive to broader mutual fund market conditions in addition to company or sector-specific developments. Portfolio diversification mitigates only part of this exposure. Massmutual Premier Inflation Protected posted a Downside Deviation of 0.25, a Mean Deviation of 0.14, and a Semi Deviation of 0.18 for the reported period.
Predicted Return Distribution |
| Density |
What Drives MASSMUTUAL PREMIER's Price Volatility?
Industry Dynamics
Regulatory updates, demand shifts, and competitive changes in the MassMutual sector can move MASSMUTUAL PREMIER's volatility even when broad indices are stable.Political and Economic Environment
Rates, inflation expectations, and policy headlines can shift discount rates and risk appetite for MASSMUTUAL PREMIER.MASSMUTUAL PREMIER's Company-Specific Factors
Earnings surprises, guidance changes, management decisions, and litigation risk are common catalysts for sharp re-pricing in MASSMUTUAL PREMIER's shares.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of MASSMUTUAL PREMIER is 101696.79. The daily returns are distributed with a variance of 0.04 and standard deviation of 0.2. The mean deviation of Massmutual Premier Inflation Protected is currently at 0.15. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0063 | |
β | Beta against Dow Jones | 0.0036 | |
σ | Overall volatility | 0.20 | |
Ir | Information ratio | 0.29 |
Mutual Fund Return Volatility
MASSMUTUAL PREMIER historical daily return volatility represents how much of MASSMUTUAL PREMIER fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund reported 0.2017% volatility on return distribution over a 90-day investment horizon. By contrast, Dow Jones Industrial has volatility of 0.8484% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
|
Risk-Adjusted Indicators
Strong recent returns in MASSMUTUAL Mutual Fund do not always mean MASSMUTUAL PREMIER Mutual Fund is outperforming peers on business quality. Peer-relative risk metrics add context on drawdown behavior, consistency, and return quality. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FRQXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| PGVZX | 0.18 | -0.01 | 0.00 | -0.22 | 0.00 | 0.38 | 1.38 | |||
| ICAXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| AGCXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| FISAX | 0.05 | 0.00 | 0.45 | 0.01 | 0.00 | 0.13 | 0.53 |
Risk Metrics, Assumptions & Methodology
Maximum drawdown for MASSMUTUAL PREMIER captures the deepest NAV decline from peak, framing the worst-case experience for holders. Comparing drawdown depth across market phases shows whether downside risk is regime-dependent.
Reported values for Massmutual Premier Inflation Protected are derived from fund disclosures and market reference feeds and then standardized for analysis. Refresh timing depends on source availability. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardMASSMUTUAL PREMIER Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 4.25 times the return volatility of Massmutual Premier Inflation Protected. Investors usually compare this volatility gap with trend durability and valuation before deciding which name better fits the mandate.You can use Massmutual Premier Inflation Protected to protect the portfolio against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It is most useful when combined with broader risk controls and position-sizing discipline. a normal downward trend and little activity. Check odds of MASSMUTUAL PREMIER to be traded at $9.17 in 90 days.Excellent diversification
MASSMUTUAL PREMIER currently posts a -0.12 correlation with Dow Jones, indicating a Excellent diversification relationship for the active sample. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
MASSMUTUAL PREMIER Additional Risk Indicators
Looking at additional risk metrics for Massmutual Premier Inflation Protected frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | -0.02 | |||
| Market Risk Adjusted Performance | -1.81 | |||
| Mean Deviation | 0.1435 | |||
| Semi Deviation | 0.1768 | |||
| Downside Deviation | 0.2484 | |||
| Coefficient Of Variation | 5645.76 | |||
| Standard Deviation | 0.1949 |
MASSMUTUAL PREMIER Suggested Diversification Pairs
Pair trading with MASSMUTUAL PREMIER can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Walker Dunlop vs. MASSMUTUAL PREMIER | ||
| Citigroup vs. MASSMUTUAL PREMIER | ||
| Salesforce vs. MASSMUTUAL PREMIER | ||
| Microsoft vs. MASSMUTUAL PREMIER | ||
| GM vs. MASSMUTUAL PREMIER | ||
| Bank of America vs. MASSMUTUAL PREMIER | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against MASSMUTUAL PREMIER as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. MASSMUTUAL PREMIER's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, MASSMUTUAL PREMIER's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Massmutual Premier Inflation Protected.