Page 58 - AugDefComp

Risk Analysis 6/30/2021

Asset Class: Fixed Income

Ticker 3 Yr Return 3 Yr Risk Info Sharpe 3 Yr Risk Rank
Total Excess Total Excess Ratio Ratio

RISK / RETURN (3-Year)

MassMutual US Govt Mny Mkt R5 MKSXX 0.92 -0.39 0.24 0.07 -5.33 -1.75 36
12.0
FTSE Treasury Bill 3 Mon 1.31 0.00 0.29 0.00 -0.12 98
Money Market-Taxable Median (369 funds) VBTIX 0.98 -0.32 0.25 0.07 -4.85 -1.39 50 3 Yr
Return (Total Annualized Return, %) 6.0 BBgBarc US Aggregate Bond Index PTTRX 5.34 0.00 3.49 0.00 0.03 1.13 27 3 Yr
9.0
1.10
5.40
0.35
Vanguard Total Bond Market Index I
0.15
44
0.05
3.63
Intermediate Core Bond Median (142 funds)
3.69
1.25
50
5.37
1.10
0.02
1.19
3.56
0.43
5.77
PIMCO Total Return Instl
0.36
1.22
12
3.49
0.00
1.13
5.34
10
0.00
BBgBarc US Aggregate Bond Index
4.41
50
0.58
0.23
2.56
Intermediate Core-Plus Bond Median (157 funds)
1.02
5.93
3.0
0.93
PIMCO Long-Term Real Return Instl
7.81
5.18
49
Bloomberg Barclays U.S. TIPS PRAIX 11.71 0.00 11.20 0.00 0.66 1.29 97 3 Yr
6.53
3.94
0.0
Inflation-Protected Bond Median (59 funds) 6.07 -0.46 3.99 1.65 -0.45 1.23 50
0.0 3.5 7.0 10.5 14.0
3 Yr
Risk (Total Annualized StdDev, %) Invesco International Bond R6 OIBIX 3.26 -0.78 12.80 11.06 -0.07 0.21 100
ML Global Broad Market Index 4.04 0.00 4.42 0.00 0.62 8
RISK / RETURN PEER RANK (3-Year) World Bond Median (58 funds) 4.08 0.03 5.73 3.75 0.02 0.49 50
3 Yr
1 MassMutual High Yield I MPHZX 6.80 -0.33 9.30 1.48 -0.22 0.61 55
Merrill Lynch High Yield U.S. Master Index 7.13 0.00 9.44 0.00 0.64 59
High Yield Bond Median (205 funds) 6.48 -0.65 9.23 2.06 -0.32 0.60 50 3 Yr
Return Rank (Total Return Rank, %) 50
25
75
100
0.0 3.5 7.0 10.5 14.0
Risk (Total Annualized StdDev, %)
Past performance is no guarantee of future results. Rankings provided based on total returns. Performance quoted for mutual funds may include performance of a predecessor
fund/share class prior to the share class commencement of operations.
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