Tiaa Cref Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Managed Allocation
TIMIX Fund  USD 13.16  0.07  0.53%   
The current 90-days correlation between Tiaa Cref Managed and Tiaa Cref Emerging Markets is 0.25 (i.e., Modest diversification). The correlation of Tiaa Cref 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 Correlation With Market

Almost no diversification

The correlation between Tiaa Cref Managed Allocation and DJI is 0.96 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Managed Allocation and DJI in the same portfolio, assuming nothing else is changed.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tiaa Cref Managed Allocation. 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 gross domestic product.

Moving together with Tiaa Mutual Fund

  0.92TEDNX Tiaa Cref EmergingPairCorr
  0.92TEDLX Tiaa Cref EmergingPairCorr
  0.92TEDTX Tiaa Cref EmergingPairCorr
  0.95TEMRX Tiaa Cref EmergingPairCorr
  0.98TEMSX Tiaa Cref EmergingPairCorr
  0.98TEMPX Tiaa Cref EmergingPairCorr
  0.96TENWX Tiaa Cref EmergingPairCorr
  0.99TFITX Tiaa Cref LifecyclePairCorr
  0.99TFIRX Tiaa Cref LifecyclePairCorr
  0.97TFIHX Tiaa Cref LifecyclePairCorr
  0.96TGIHX Tiaa Cref GrowthPairCorr
  0.7TGRKX Tiaa Cref GreenPairCorr
  0.98TIHPX Tiaa-cref High-yieldPairCorr
  0.98TIHYX Tiaa-cref High-yieldPairCorr
  0.99TIGRX Tiaa Cref GrowthPairCorr
  0.95TIIEX Tiaa Cref InternationalPairCorr
  0.99TILWX Tiaa Cref LargePairCorr
  0.98TILVX Tiaa Cref LargePairCorr
  0.95TIOHX Tiaa Cref InternationalPairCorr
  0.93TIMRX Tiaa Cref ManagedPairCorr
  0.98TIMVX Tiaa Cref MidPairCorr
  0.98TISEX Tiaa-cref Small-capPairCorr
  0.96TISBX Tiaa-cref Small-capPairCorr
  0.93TISCX Tiaa Cref SocialPairCorr
  0.99TISAX Tiaa Cref SpPairCorr
  0.85TISIX Tiaa-cref Short-termPairCorr
  0.99TISPX Tiaa Cref SpPairCorr
  0.83TIREX Tiaa Cref RealPairCorr
  0.96TLGRX Tiaa Cref LifecyclePairCorr
  0.96TLFAX Tiaa Cref LifecyclePairCorr
  1.0TLRHX Tiaa Cref LifecyclePairCorr
  0.97TLSHX Tiaa Cref LifestylePairCorr
  0.99TLXRX Tiaa Cref LifecyclePairCorr
  1.0TLWIX Tiaa Cref LifecyclePairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Tiaa Mutual Fund performing well and Tiaa Cref 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'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
TEDNX  0.26  0.04 (0.15) 1.18  0.39 
(0.31)
 0.59 
(0.61)
 1.79 
TEDLX  0.27  0.03 (0.16) 0.83  0.39 
(0.31)
 0.69 
(0.73)
 1.71 
TEDHX  0.26  0.04 (0.16) 0.91  0.41 
(0.30)
 0.59 
(0.73)
 1.79 
TEDVX  0.26  0.04 (0.14) 1.05  0.38 
(0.31)
 0.60 
(0.73)
 1.72 
TEDTX  0.26  0.03 (0.16) 1.10  0.38 
(0.31)
 0.59 
(0.61)
 1.80 
TEDPX  0.26  0.03 (0.15) 0.79  0.42 
(0.30)
 0.48 
(0.73)
 1.80 
TEIHX  0.95  0.13  0.00  0.88  1.48 
(0.96)
 2.08 
(2.10)
 7.96 
TEMLX  0.79  0.13  0.03  0.50  1.19 
(0.94)
 2.44 
(1.71)
 5.32 
TEMHX  0.85  0.14  0.00  3.48  1.32 
(0.96)
 2.56 
(2.47)
 5.44 
TEMVX  0.84  0.14  0.00  2.79  1.28 
(0.95)
 2.43 
(2.47)
 5.30 

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