TIAA-CREF EMERGING Total Risk Alpha
| TEDLX Fund | | | USD 9.08 -0.03 -0.33% |
The Total Risk Alpha technical lookup provides context for TIAA Cref Emerging Markets and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access.
World Market Map provides context for diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. The allocation includes a position in TIAA Cref Emerging Markets inside the allocation mix. 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 state.
TIAA Cref Emerging Markets has current Total Risk Alpha of 0.0118. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0118 | |
| ER[a] | = | Expected return on investing in TIAA-CREF EMERGING |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TIAA-CREF EMERGING |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
TIAA-CREF EMERGING Total Risk Alpha Peers Comparison
TIAA-CREF Total Risk Alpha Relative To Other Indicators
TIAA Cref Emerging Markets is rated
fourth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
92.67 of Maximum Drawdown per Total Risk Alpha. At
92.67 , TIAA Cref Emerging Markets's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.