Tiaa Cref Correlations

Mutual Funds USA . 
Fund . Tiaa Cref Sp 500
TISAX Fund  USD 68.35  0.26  0.38%   
The current 90-days correlation between Tiaa Cref Sp and Tiaa Cref Emerging Markets is 0.51 (i.e., Very weak 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

Significant diversification

The correlation between Tiaa Cref Sp 500 and DJI is 0.06 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Sp 500 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 Sp 500. 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 nation.

Moving together with Tiaa Mutual Fund

  0.96TEDNX Tiaa Cref EmergingPairCorr
  0.96TEDLX Tiaa Cref EmergingPairCorr
  0.96TEDHX Tiaa Cref EmergingPairCorr
  0.96TEDVX Tiaa Cref EmergingPairCorr
  0.96TEDTX Tiaa Cref EmergingPairCorr
  0.96TEDPX Tiaa Cref EmergingPairCorr
  1.0TEIHX Tiaa Cref EquityPairCorr
  0.97TEMLX Tiaa Cref EmergingPairCorr
  0.98TEMHX Tiaa Cref EmergingPairCorr
  0.97TEMVX Tiaa Cref EmergingPairCorr
  0.99TEMRX Tiaa Cref EmergingPairCorr
  0.97TEMSX Tiaa Cref EmergingPairCorr
  0.98TENWX Tiaa Cref EmergingPairCorr
  0.97TEQLX Tiaa Cref EmergingPairCorr
  0.97TEQHX Tiaa Cref EmergingPairCorr
  1.0TEQWX Tiaa Cref EquityPairCorr
  0.97TEQPX Tiaa Cref EmergingPairCorr
  0.98TFITX Tiaa Cref LifecyclePairCorr
  0.98TFIRX Tiaa Cref LifecyclePairCorr
  0.98TFIPX Tiaa Cref LifecyclePairCorr
  0.98TFIHX Tiaa Cref LifecyclePairCorr
  0.98TFTIX Tiaa Cref LifecyclePairCorr
  0.98TFTHX Tiaa Cref LifecyclePairCorr
  1.0TGIHX Tiaa Cref GrowthPairCorr
  0.98TGIWX Tiaa Cref GrowthPairCorr
  0.83TGRKX Tiaa Cref GreenPairCorr
  0.82TGRNX Tiaa Cref GreenPairCorr
  0.83TGRLX Tiaa Cref GreenPairCorr
  0.81TGRMX Tiaa Cref GreenPairCorr
  0.97THCVX Tiaa Cref LargePairCorr
  0.72TIBDX Tiaa Cref BondPairCorr
  0.86TIBEX Tiaa Cref IntlPairCorr
  0.72TIBFX Tiaa Cref BondPairCorr
  0.86TIBNX Tiaa Cref IntlPairCorr
  0.86TIBLX Tiaa Cref IntlPairCorr
  0.71TIBHX Tiaa Cref BondPairCorr
  0.87TIBVX Tiaa Cref IntlPairCorr
  0.71TIDRX Tiaa Cref BondPairCorr
  0.71TIDPX Tiaa Cref BondPairCorr
  0.87TIBWX Tiaa Cref IntlPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

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  0.20  0.11 (0.23)(2.86) 0.00 
(0.31)
 0.59 
(0.24)
 1.59 
TEDLX  0.21  0.10 (0.23)(5.72) 0.00 
(0.31)
 0.69 
(0.24)
 1.71 
TEDHX  0.20  0.11 (0.25)(3.62) 0.00 
(0.30)
 0.59 
(0.23)
 1.71 
TEDVX  0.19  0.08 (0.28) 1.05  0.00 
(0.28)
 0.59 
(0.24)
 1.35 
TEDTX  0.20  0.11 (0.26)(3.39) 0.00 
(0.31)
 0.59 
(0.24)
 1.47 
TEDPX  0.20  0.11 (0.23)(6.60) 0.00 
(0.30)
 0.48 
(0.23)
 1.72 
TEIHX  0.78  0.34  0.19  6.42  0.40 
(0.92)
 2.08 
(1.16)
 7.96 
TEMLX  0.61  0.24  0.22  0.62  0.00 
(0.86)
 2.12 
(1.00)
 4.44 
TEMHX  0.68  0.36  0.28  5.68  0.00 
(0.93)
 2.56 
(1.07)
 5.25 
TEMVX  0.63  0.24  0.23  0.62  0.00 
(0.87)
 2.24 
(1.06)
 4.41 

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