MassMutual Select T. Rowe Price U.S. Treasury Long-Term Index Fund
MASSMUTUAL SELECT FUNDS

Average annual returns

No trailing-return data available for this share class.

Risk statistics

57 months through March 31, 2024
Volatility (ann.)
15.28%
Sharpe
-0.56
Sortino
-0.74
Max drawdown
-41.66%
Best month
10.55%
Worst month
-8.95%
Beta vs VBTLX
0.70
Correlation
0.33

Derived from N-PORT monthly total returns; distinct from the prospectus returns above.

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