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MassMutual Select Funds - MM Russell 2000 Small Cap Index Fund (MCJYX)
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Risk overview
Morningstar risk rating★★★
Number of years up7
Number of years down2
Best 1-yr total return (23 Jun 2022)38.13%
Worst 1-yr total return (23 Jun 2022)N/A
Risk statistics
3 years
MCJYXCategory average5 years
MCJYXCategory average10 years
MCJYXCategory averageAlpha
-7.99-0.09
-6.78-0.06
N/A-0.06
BETA
1.160.01
1.170.01
N/A0.01
Mean annual return
0.970.01
0.780.01
N/A0.01
R-squared
77.560.83
78.120.77
N/A0.78
Standard deviation
23.990.26
21.720.21
N/A0.19
Sharpe ratio
3.10
2.820.01
N/A0.01
Treynor ratio
7.30.08
5.210.1
N/A0.09
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