Tiaa-cref Intl Correlations
TIBLX Fund | USD 9.05 0.01 0.11% |
The current 90-days correlation between Tiaa Cref Intl and T Rowe Price is 0.13 (i.e., Average diversification). The correlation of Tiaa-cref Intl is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
Tiaa-cref |
Moving together with Tiaa-cref Mutual Fund
0.95 | VTIBX | Vanguard Total Inter | PairCorr |
0.96 | VTIFX | Vanguard Total Inter | PairCorr |
0.95 | DFGBX | Dfa Five Year | PairCorr |
0.96 | PFOAX | Pimco Foreign Bond | PairCorr |
0.94 | PFOCX | Pimco Foreign Bond | PairCorr |
0.89 | RYATX | Nasdaq 100 Fund | PairCorr |
0.85 | POSKX | Primecap Odyssey Stock | PairCorr |
0.65 | PVFAX | Paradigm Value | PairCorr |
0.61 | CSFAX | Cohen Steers Global | PairCorr |
0.94 | DOXIX | Dodge Cox Income | PairCorr |
0.87 | FAUTX | American Funds 2040 | PairCorr |
0.84 | WMT | Walmart | PairCorr |
0.8 | CAT | Caterpillar | PairCorr |
0.61 | BAC | Bank of America | PairCorr |
0.63 | AXP | American Express | PairCorr |
0.65 | IBM | International Business Earnings Call This Week | PairCorr |
0.81 | GE | GE Aerospace Earnings Call This Week | PairCorr |
0.82 | AA | Alcoa Corp Earnings Call This Week | PairCorr |
Moving against Tiaa-cref Mutual Fund
0.43 | T | ATT Inc Earnings Call This Week | PairCorr |
0.73 | BA | Boeing | PairCorr |
0.72 | DIS | Walt Disney | PairCorr |
0.6 | KO | Coca Cola Earnings Call This Week | PairCorr |
0.53 | PG | Procter Gamble Earnings Call This Week | PairCorr |
0.48 | VZ | Verizon Communications | PairCorr |
Related Correlations Analysis
0.97 | 1.0 | 0.99 | 1.0 | 0.69 | 0.97 | TBLSX | ||
0.97 | 0.97 | 0.98 | 0.97 | 0.68 | 0.96 | DRIWX | ||
1.0 | 0.97 | 0.99 | 1.0 | 0.68 | 0.97 | SIRZX | ||
0.99 | 0.98 | 0.99 | 0.99 | 0.65 | 0.97 | IMDRX | ||
1.0 | 0.97 | 1.0 | 0.99 | 0.68 | 0.97 | TBLPX | ||
0.69 | 0.68 | 0.68 | 0.65 | 0.68 | 0.58 | JAIPX | ||
0.97 | 0.96 | 0.97 | 0.97 | 0.97 | 0.58 | TEDTX | ||
Risk-Adjusted Indicators
There is a big difference between Tiaa-cref Mutual Fund performing well and Tiaa-cref Intl Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Tiaa-cref Intl's multiple risk-adjusted performance indicators across the competitive landscape. 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 | ||
---|---|---|---|---|---|---|---|---|---|---|
TBLSX | 0.25 | 0.06 | 0.01 | (0.36) | 0.14 | 0.67 | 2.16 | |||
DRIWX | 0.28 | 0.07 | 0.05 | (0.38) | 0.00 | 0.65 | 1.80 | |||
SIRZX | 0.23 | 0.05 | (0.01) | (0.39) | 0.09 | 0.50 | 1.91 | |||
IMDRX | 0.28 | 0.07 | 0.03 | (0.44) | 0.21 | 0.65 | 2.36 | |||
TBLPX | 0.21 | 0.05 | (0.01) | (0.47) | 0.00 | 0.48 | 1.80 | |||
JAIPX | 0.23 | 0.06 | 0.04 | 1.35 | 0.00 | 0.60 | 1.43 | |||
TEDTX | 0.13 | 0.06 | 0.04 | 5.11 | 0.00 | 0.34 | 0.78 |