TIAA-CREF Intl Correlations

TIBEX Fund

USD 8.80 -0.05 -0.56%

A high positive correlation means the stock tends to rise and fall in tandem with the paired instrument. Current 90-days correlation between TIAA Cref Intl and Ab Select Longshort is 0.29 (i.e., Moderate diversification).

TIAA-CREF Intl Market Correlation Overview

Poor diversification

Across the chosen horizon, TIAA-CREF Intl and Dow Jones show a correlation of 0.61 and fall into the Poor diversification bucket. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.

World Market Map provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. The portfolio reflects a holding in TIAA Cref Intl Bond. The relative size of each holding follows the allocation framework. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in unemployment.

Moving together with TIAA-CREF Mutual Fund

0.99	VTABX	Vanguard Total	Pair Corr
0.99	VTIFX	Vanguard Total	Pair Corr
0.84	PFOAX	PIMCO Foreign Bond	Pair Corr
0.86	UGEIX	USAA Global Equity	Pair Corr
0.63	JNJ	Johnson Johnson	Pair Corr
0.78	MRK	Merck Company	Pair Corr
0.81	PG	Procter Gamble	Pair Corr
0.89	DD	Dupont De Nemours	Pair Corr
0.69	KO	Coca Cola	Pair Corr
0.78	CAT	Caterpillar	Pair Corr
0.7	HD	Home Depot	Pair Corr

Moving against TIAA-CREF Mutual Fund

0.64	HPQ	HP Inc	Pair Corr
0.48	IBM	International Business	Pair Corr
0.42	MUE	BlackRock Muniholdings	Pair Corr
0.37	CISGX	Touchstone Sands Capital	Pair Corr

Related Correlations Analysis

	BXDCX	CDSRX	SSTLX	VFIRX	GDFIX	ASCLX
BXDCX		0.96	0.92	0.87	0.9	0.2	BXDCX
CDSRX	0.96		0.96	0.96	0.88	0.08	CDSRX
SSTLX	0.92	0.96		0.91	0.89	0.15	SSTLX
VFIRX	0.87	0.96	0.91		0.76	-0.12	VFIRX
GDFIX	0.9	0.88	0.89	0.76		0.51	GDFIX
ASCLX	0.2	0.08	0.15	-0.12	0.51		ASCLX
	BXDCX	CDSRX	SSTLX	VFIRX	GDFIX	ASCLX

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

CDSRX	+ 0.96	BXDCX
SSTLX	+ 0.96	CDSRX
VFIRX	+ 0.96	CDSRX
SSTLX	+ 0.92	BXDCX
VFIRX	+ 0.91	SSTLX
GDFIX	+ 0.9	BXDCX

High negative correlations

ASCLX

- 0.12

VFIRX

Risk-Adjusted Indicators

TIAA-CREF Intl Mutual Fund may look attractive on headline returns alone, but deeper analysis often tells a different story. A thorough review of TIAA-CREF Intl's risk-adjusted indicators provides a clearer picture of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
BXDCX	0.06	-0.01	0.59	-0.32	0.06	-0.15	0.11	-0.21	0.53
CDSRX	0.08	-0.01	0.68	-0.28	0.08	-0.13	0.19	-0.19	0.69
SSTLX	0.08	-0.01	0.31	-0.96	0.11	-0.30	0.27	-0.27	0.81
VFIRX	0.08	-0.01	0.63	-0.27	0.08	-0.16	0.20	-0.20	0.80
GDFIX	0.08	-0.01	0.00	-0.45	0.00	0.00	0.10	-0.20	0.92
ASCLX	0.24	-0.04	0.00	2.25	0.00	0.00	0.33	-0.41	1.63

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