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MassMutual Transitions Select Variable Annuity
MassMutual Transitions Select Variable Annuity Strategic Asset Allocation - Equal Weight Moderate
MassMutual Transitions Select Variable Annuity Strategic Asset Allocation - Equal Weight Moderate
live (public) 0.46% August 28
Delayed
Holdings (As of 06/30/2020)
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Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
International Equity | OIGYX (Oppenheimer International Growth Y) | 0.47% | Oppenheimer International Growth (Service) | 12.55% |
US Equity | ALCKX (AB LARGE CAP GROWTH FUND INC CLASS K) | 1.90% | MML AllianceBernstein Large Cap Growth (Service Class)(i) | 2.24% |
US Equity | TRBCX (T. ROWE PRICE BLUE CHIP GROWTH FUND INC. T. ROWE PRICE BLUE CHIP GROWTH FUND INC.) | 1.93% | MML T. Rowe Price Blue Chip Growth (Service Class) | 8.27% |
CASH | CASH (CASH) | 0.0% | MML Money Market | 21.95% |
Commodities | PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) | 1.07% | PIMCO CommodityRealReturn Strategy | 12.39% |
Real Estate | IGLIX (VOYA GLOBAL REAL ESTATE FUND CLASS I) | ING Global Real Estate(d) | 9.30% | |
Emerging Market Equity | MPEYX (MASSMUTUAL PREMIER STRATEGIC EMERGING MARKETS FUND SERVICE CLASS) | 0.32% | MML Baring Strategic Emerging Markets (Service Class I) | 11.86% |
General Bond | MIPSX (MASSMUTUAL PREMIER INFLATION-PROTECTED AND INCOME FUND CLASS R5) | 0.09% | MML Babson Inflation-Protected and Income (Service Class) | 21.44% |
* Day change on 06/30/2020.
Beta
Performance (As of 08/28/2020)
Since 01/10/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
MassMutual Transitions Select Variable Annuity Strategic Asset Allocation - Equal Weight Moderate | 0.1% | 1.7% | 1.7% | 3.3% | 5.6% | 4.4% |
VFINX (Vanguard (S&P 500) Index) | 11.0% | 28.9% | 9.8% | 14.8% | 12.8% | 14.7% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.3% | 17.1% | 3.6% | 8.4% | 7.9% | 9.7% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/10/2000 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.8 | 1.7 | 1.7 | 3.3 | 5.6 | 4.4 | 4.2 | 4.5 | 0.1 | 13.5 | -7.9 | 7.3 | 4.5 | 10.4 | 1.0 | 5.4 | 13.3 | -0.3 | 14.6 | 22.2 | -28.6 | 6.7 | 10.6 | 7.2 | 10.1 | 23.5 | -9.3 | -0.4 | 3.3 |
Sharpe Ratio | NA | 0.08 | 0.06 | 0.28 | 0.57 | NA | NA | 0.37 | -0.01 | 1.85 | -1.13 | 1.4 | 0.53 | 0.68 | 0.18 | 0.85 | 2.16 | -0.04 | 1.63 | 1.68 | -1.94 | 0.5 | 1.19 | 0.95 | 1.39 | 2.97 | -1.17 | -0.3 | -0.06 |
Draw Down(%) | NA | 22.8 | 22.8 | 22.8 | 22.8 | NA | NA | 38.6 | 21.9 | 3.5 | 13.5 | 3.7 | 6.6 | 6.1 | 5.6 | 7.5 | 4.6 | 10.6 | 7.0 | 14.4 | 36.9 | 7.0 | 6.6 | 3.6 | 5.9 | 6.2 | 16.1 | 13.5 | 9.2 |
Standard Deviation(%) | NA | 13.8 | 9.9 | 8.9 | 9.1 | NA | NA | 9.4 | 16.4 | 6.6 | 8.1 | 4.8 | 8.1 | 15.1 | 5.4 | 6.3 | 6.1 | 10.0 | 8.9 | 13.2 | 15.3 | 7.4 | 6.2 | 5.3 | 6.6 | 7.7 | 8.9 | 9.0 | 11.3 |
Treynor Ratio | NA | 0.03 | 0.02 | 0.06 | 0.13 | NA | NA | 0.09 | 0.0 | 0.31 | -0.21 | 0.2 | 0.08 | 0.27 | 0.02 | 0.11 | 0.32 | -0.01 | 0.35 | 0.49 | -0.93 | 0.1 | 0.16 | 0.17 | 0.26 | 0.57 | -0.34 | -0.07 | -0.02 |
Alpha | NA | -0.03 | -0.02 | -0.01 | 0.0 | NA | NA | 0.01 | -0.02 | 0.01 | -0.03 | 0.0 | 0.0 | 0.04 | -0.01 | -0.03 | 0.03 | 0.0 | 0.03 | 0.04 | -0.08 | 0.01 | 0.01 | 0.02 | 0.02 | 0.04 | -0.01 | 0.01 | 0.02 |
Beta | NA | 0.35 | 0.37 | 0.39 | 0.39 | NA | NA | 0.38 | 0.36 | 0.39 | 0.43 | 0.34 | 0.53 | 0.39 | 0.4 | 0.49 | 0.41 | 0.39 | 0.41 | 0.45 | 0.32 | 0.37 | 0.45 | 0.29 | 0.35 | 0.4 | 0.3 | 0.38 | 0.43 |
RSquared | NA | 0.73 | 0.72 | 0.71 | 0.55 | NA | NA | 0.64 | 0.78 | 0.54 | 0.82 | 0.23 | 0.73 | 0.14 | 0.71 | 0.76 | 0.72 | 0.83 | 0.7 | 0.86 | 0.73 | 0.66 | 0.54 | 0.32 | 0.35 | 0.79 | 0.79 | 0.83 | 0.71 |
Sortino Ratio | NA | 0.09 | 0.08 | 0.36 | 0.84 | NA | NA | 0.52 | -0.01 | 2.61 | -1.43 | 1.9 | 0.74 | 1.88 | 0.26 | 1.15 | 3.34 | -0.05 | 2.37 | 2.48 | -2.36 | 0.67 | 1.78 | 1.38 | 1.98 | 4.65 | -1.59 | -0.41 | -0.09 |
Yield(%) | N/A | 0.8 | 1.4 | 2.0 | 3.8 | 4.6 | 5.2 | 3.98 | 0.3 | 1.0 | 2.9 | 0.3 | 1.6 | 4.3 | 3.7 | 2.5 | 3.2 | 5.6 | 6.3 | 2.2 | 5.9 | 6.0 | 4.0 | 7.3 | 4.5 | 2.2 | 2.1 | 3.6 | 10.0 |
Dividend Growth(%) | N/A | -73.2 | -48.2 | -35.0 | -8.2 | N/A | N/A | N/A | -71.1 | -68.3 | 797.9 | -76.8 | -60.0 | 20.4 | 52.4 | -12.5 | -41.8 | 0.2 | 246.2 | -72.7 | 4.6 | 63.2 | -39.7 | 74.5 | 151.0 | -4.1 | -41.3 | -62.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/10/2000
Portfolio Description
This model portfolio uses Strategic Asset Allocation - Equal Weight
. The allocations are diversified by investing in the 6 major asset classes: US Equity, Emerging Market Equity, REITs, Foreign Equity, Fixed Income, Commodity
that are covered in MassMutual Transitions Select Variable Annuity. It then selects one or two funds for each of the 6 major asset classes.
1.Risk allocation: the risk profile of this portfolio 40.
The total allocation of the fixed income assets should be at least 40%.
2.Asset weights: risk assets selected are equally weighted by
default.
3.Fund selection: about one or two top performing funds among 51 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4.Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.