Tiaa-cref Social Correlations

The correlation of Tiaa-cref Social 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.

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Moving together with Tiaa-cref Mutual Fund

0.7	VINIX	Vanguard Institutional	Pair Corr
0.7	VIIIX	Vanguard Institutional	Pair Corr
0.61	PQTAX	Pimco Trends Managed	Pair Corr
0.61	PQTNX	Pimco Trends Managed	Pair Corr
0.61	PQTIX	Aa Pimco Tr	Pair Corr
0.65	UPDDX	Upright Growth Income	Pair Corr
0.61	GE	GE Aerospace	Pair Corr
0.64	BA	Boeing	Pair Corr
0.63	MCD	McDonalds	Pair Corr

Related Correlations Analysis

	TRRSX	TRGMX	TRERX	TRSPX	TRIEX
TRRSX		0.19	0.14	0.07	0.16	TRRSX
TRGMX	0.19		0.62	0.89	0.61	TRGMX
TRERX	0.14	0.62		0.82	1.0	TRERX
TRSPX	0.07	0.89	0.82		0.8	TRSPX
TRIEX	0.16	0.61	1.0	0.8		TRIEX
	TRRSX	TRGMX	TRERX	TRSPX	TRIEX

Risk-Adjusted Indicators

There is a big difference between Tiaa-cref Mutual Fund performing well and Tiaa-cref Social 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 Social'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
TRRSX	0.61	0.05	(0.10)	(0.13)	0.80	(0.66)	1.49	(1.46)	3.84
TRGMX	0.75	0.12	(0.04)	(0.19)	0.72	(0.88)	1.49	(1.24)	4.32
TRERX	0.66	0.12	(0.04)	(0.21)	0.71	(0.78)	1.45	(1.48)	4.63
TRSPX	0.46	0.14	0.02	(0.61)	0.29	(0.55)	1.11	(0.78)	2.71
TRIEX	0.61	0.10	(0.06)	(0.19)	0.68	(0.69)	1.35	(1.38)	3.99

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Tiaa-cref Social Correlations

Moving together with Tiaa-cref Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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