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MGSSX: MASSMUTUAL SELECT BLACKROCK GLOBAL ALLOCATION FUND CLASS R5 (MUTUAL FUND)
Basic Info
Asset Class: | World Allocation |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/02/2009 |
Last Dividend Date: | 02/23/2022 |
12-Mo. Yield | 0.54% |
Expenses | 1.00% |
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Performance Analytics (As of 07/27/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -19.1 | -13.0 | -6.2 | 0.0 | 0.8 | -19.1 | -10.1 | -22.8 | 21.4 | -7.4 | 13.6 | 3.9 | -1.0 | 2.1 | 14.4 | 10.1 | -4.1 | 10.0 | -1.0 |
Sharpe Ratio | NA | -0.97 | -0.45 | -0.29 | -0.02 | 0.02 | -2.25 | -0.64 | -0.49 | 3.24 | -1.01 | 3.29 | 0.43 | -0.13 | 0.32 | 1.95 | 1.22 | -0.26 | 0.91 | -1.68 |
Draw Down(%) | NA | 27.0 | 44.2 | 44.2 | 44.2 | 44.2 | 19.1 | 15.9 | 34.9 | 3.2 | 14.0 | 1.3 | 7.4 | 9.9 | 6.4 | 6.3 | 8.3 | 15.5 | 8.6 | 2.1 |
Standard Deviation(%) | NA | 20.1 | 30.0 | 23.6 | 17.5 | 16.6 | 14.2 | 16.0 | 47.0 | 6.2 | 8.6 | 4.0 | 8.5 | 8.3 | 6.7 | 7.3 | 8.3 | 15.5 | 10.9 | 7.1 |
Treynor Ratio | NA | -0.31 | -3.94 | -1.53 | -0.05 | 0.03 | -0.58 | -0.22 | -21.66 | 0.28 | -0.1 | 0.13 | 0.04 | -0.01 | 0.02 | 0.15 | 0.11 | -0.04 | 0.1 | -0.12 |
Alpha | NA | -0.03 | -0.04 | -0.02 | 0.01 | 0.01 | -0.07 | -0.03 | -0.06 | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.62 | 0.03 | 0.05 | 0.08 | 0.13 | 0.55 | 0.45 | 0.01 | 0.72 | 0.87 | 0.99 | 0.98 | 1.01 | 0.99 | 0.94 | 0.92 | 1.03 | 0.99 | 1.01 |
RSquared | NA | 0.2 | 0.0 | 0.01 | 0.02 | 0.04 | 0.46 | 0.12 | 0.0 | 0.46 | 0.73 | 0.96 | 0.95 | 0.98 | 0.98 | 0.92 | 0.86 | 0.96 | 0.98 | 0.95 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 9.4 | 5.2 | 2.1 | 3.8 | 1.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 96.4 | 166.7 | -48.8 | 310.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/01/2009
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