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Risk Analysis 3/31/2021

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 Premier US Govt Mny Mkt R5 MKSXX 1.02 -0.43 0.23 0.07 -6.42 -2.04 37
10.0
FTSE Treasury Bill 3 Mon 1.45 0.00 0.27 0.00 -0.16 95
Money Market-Taxable Median (374 funds) VBTIX 1.10 -0.36 0.24 0.06 -5.77 -1.66 50 3 Yr
Return (Total Annualized Return, %) 5.0 BBgBarc US Aggregate Bond Index PTTRX 4.65 -0.01 3.56 0.00 -0.01 0.88 27 3 Yr
7.5
Vanguard Total Bond Market Index I
4.64
-0.03
0.85
44
-0.01
3.69
0.34
0.00
Intermediate Core Bond Median (136 funds)
0.85
4.64
1.20
50
3.75
0.20
0.24
4.89
1.21
13
PIMCO Total Return Instl
0.93
3.63
11
BBgBarc US Aggregate Bond Index
0.00
3.56
0.00
0.88
4.65
4.44
0.42
Intermediate Core-Plus Bond Median (155 funds)
0.16
50
0.79
5.07
2.54
2.5
0.73
7.70
3.69
9.37
PIMCO Long-Term Real Return Instl
48
Bloomberg Barclays U.S. TIPS PRAIX 5.68 0.00 11.07 0.00 0.48 1.06 97 3 Yr
3.90
0.0
Inflation-Protected Bond Median (58 funds) 5.24 -0.43 3.95 1.59 -0.44 1.00 50
0.0 3.5 7.0 10.5 14.0
3 Yr
Risk (Total Annualized StdDev, %) Invesco International Bond R6 OIBIX 0.83 -1.88 12.80 11.01 -0.17 0.01 100
ML Global Broad Market Index 2.71 0.00 4.52 0.00 0.29 8
RISK / RETURN PEER RANK (3-Year) World Bond Median (55 funds) 2.60 -0.11 6.13 3.71 -0.01 0.19 50
3 Yr
1 MassMutual Premier High Yield I MPHZX 5.94 -0.57 9.27 1.47 -0.39 0.51 53
Merrill Lynch High Yield U.S. Master Index 6.51 0.00 9.43 0.00 0.56 58
High Yield Bond Median (203 funds) 5.67 -0.85 9.22 2.11 -0.40 0.51 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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