MMUTX Performance — MassMutual Select T. Rowe Price U.S. Treasury Long-Term Index Fund, Class I
Data updated: 2024-05-30
MMUTX returned −6.40% over one year to Mar 2024. The annualised 3-year return is −8.53%. The fund trailed its Long-Term Government Bond category average: $100 invested three years ago grew to $77, against $84 for the category, and to $94 over one year, against $97. Volatility over the past three years was 15.28% a year. In the 12 months to Mar 2024 the fund took in a net $24.4M, and assets reached $150.05M.
MMUTX Growth of $100
What $100 invested in MassMutual Select T. Rowe Price U.S. Treasury Long-Term Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Government Bond category average over the same months.
| Period | MMUTX | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $94 | $97 |
| 3 years (Apr 2021 – Mar 2024) | $77 | $84 |
| Since data start (Jul 2019 – Mar 2024) | $79 | $93 |
MMUTX Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −6.40% |
| 3 years (annualised) | −8.53% |
MMUTX Annual Returns
Calendar-year total returns of MassMutual Select T. Rowe Price U.S. Treasury Long-Term Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | −3.24% |
| 2023 | +1.65% |
| 2022 | −29.19% |
| 2021 | −5.17% |
| 2020 | +16.44% |
| 2019 (Jul–Dec) | +3.35% |
MMUTX 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 | +1.2% | −2.3% | −2.1% | — | — | — | — | — | — | — | — | — |
| 2023 | +4.1% | −4.3% | +5.5% | 0.0% | −3.0% | +0.7% | −7.3% | −2.6% | −2.4% | +8.4% | +8.9% | −4.8% |
| 2022 | −4.9% | −1.8% | −3.5% | −1.0% | −2.2% | −8.9% | −8.2% | −5.1% | +2.8% | −0.8% | +6.8% | −6.0% |
| 2021 | −3.9% | −6.6% | −3.9% | +4.0% | +0.4% | +2.4% | −3.0% | −0.1% | +3.4% | −2.3% | +2.8% | +2.2% |
| 2020 | +6.1% | +6.7% | +6.8% | +0.1% | −1.9% | +1.7% | +0.3% | −4.7% | +4.1% | −1.2% | +1.2% | −3.1% |
| 2019 | — | — | — | — | — | — | −2.5% | +10.5% | +0.1% | −2.8% | −0.6% | −0.8% |
MMUTX Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 15.28%
- 3-year Sharpe ratio: -0.85 (vs 4.5% risk-free rate)
- Best month: +8.95% (Nov 2023)
- Worst month: −8.95% (Jun 2022)
MMUTX Fund Flows
Monthly money in and out of MassMutual Select T. Rowe Price U.S. Treasury Long-Term Index Fund, from SEC Form N-PORT.
- 12-month net flow: $24.4M
- 12-month gross sales (incl. reinvestments): $44.2M
- Sales ÷ redemptions: 2.23×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $2.6M | $2.1M | $497K |
| Feb 2024 | $923K | $1.5M | −$551K |
| Jan 2024 | $1.0M | $863K | $185K |
| Dec 2023 | $578K | $2.2M | −$1.7M |
| Nov 2023 | $469K | $3.4M | −$3.0M |
| Oct 2023 | $5.7M | $1.2M | $4.4M |
| Sep 2023 | $851K | $1.4M | −$595K |
| Aug 2023 | $720K | $1.6M | −$831K |
| Jul 2023 | $8.7M | $1.9M | $6.8M |
| Jun 2023 | $8.8M | $701K | $8.1M |
| May 2023 | $9.9M | $1.2M | $8.7M |
| Apr 2023 | $3.9M | $1.6M | $2.3M |
MMUTX Assets Under Management
Net assets of MassMutual Select T. Rowe Price U.S. Treasury Long-Term Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-31 | $150.05M |
| 2023-12-31 | $154.85M |
| 2023-09-30 | $142.85M |
| 2023-06-30 | $156.28M |
| 2023-03-31 | $140.80M |
| 2022-12-31 | $132.26M |
| 2022-09-30 | $126.71M |
| 2022-06-30 | $144.89M |
| 2022-03-31 | $139.31M |
| 2021-12-31 | $128.74M |
| 2021-09-30 | $109.25M |
| 2021-06-30 | $111.17M |
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.