MMNEX Performance — MassMutual Fundamental Value Fund, Class Y
Data updated: 2024-11-27
MMNEX returned +26.60% over one year to Sep 2024. Over one year the fund beat its US Value category average: $100 grew to $127, against $115 for the category. Volatility over the past 12 months was 11.14% a year. In the 12 months to Sep 2024 the fund lost a net $437.1M, and assets reached $0.
MMNEX Growth of $100
What $100 invested in MassMutual Fundamental Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Value category average over the same months.
| Period | MMNEX | Category average |
|---|---|---|
| 1 year (Oct 2023 – Sep 2024) | $127 | $115 |
| Since data start (Jan 2023 – Sep 2024) | $124 | $117 |
MMNEX Trailing Returns
Total returns to Sep 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +26.60% |
MMNEX Annual Returns
Calendar-year total returns of MassMutual Fundamental Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Sep) | +15.83% |
| 2023 | +6.82% |
MMNEX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +5.5% | +3.5% | +0.8% | −0.4% | +3.3% | −3.6% | 0.0% | +2.3% | +3.8% | — | — | — |
| 2023 | −2.2% | −3.6% | 0.0% | +7.1% | −3.6% | +1.1% | −2.8% | −1.8% | +4.2% | +5.5% | +6.3% | −2.6% |
MMNEX Risk
Risk measures from monthly returns over Oct 2023 – Sep 2024.
- 1-year volatility (annualised): 11.14%
- Best month: +6.33% (Nov 2023)
- Worst month: −3.62% (Jun 2024)
MMNEX Fund Flows
Monthly money in and out of MassMutual Fundamental Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$437.1M
- 12-month gross sales (incl. reinvestments): $127.0M
- Sales ÷ redemptions: 0.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Sep 2024 | $3.7M | $8.7M | −$5.0M |
| Aug 2024 | $2.9M | $6.5M | −$3.5M |
| Jul 2024 | $59.0M | $464.7M | −$405.7M |
| Jun 2024 | $2.6M | $7.1M | −$4.5M |
| May 2024 | $1.8M | $5.0M | −$3.1M |
| Apr 2024 | $1.6M | $8.5M | −$6.8M |
| Mar 2024 | $2.8M | $8.4M | −$5.6M |
| Feb 2024 | $1.8M | $6.0M | −$4.2M |
| Jan 2024 | $4.6M | $7.3M | −$2.6M |
| Dec 2023 | $2.1M | $25.9M | −$23.8M |
| Nov 2023 | $2.4M | $11.2M | −$8.8M |
| Oct 2023 | $41.5M | $4.9M | $36.6M |
MMNEX Assets Under Management
Net assets of MassMutual Fundamental Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-09-30 | $0 |
| 2024-06-30 | $445.76M |
| 2024-03-31 | $464.42M |
| 2023-12-31 | $434.06M |
| 2023-09-30 | $436.63M |
| 2023-06-30 | $457.08M |
| 2023-03-31 | $451.83M |
| 2022-12-31 | $469.84M |
| 2022-09-30 | $425.97M |
| 2022-06-30 | $485.61M |
| 2022-03-31 | $585.72M |
| 2021-12-31 | $612.84M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.