TIAA-CREF LARGE-CAP Total Risk Alpha
| TRIRX Fund | | | USD 70.63 -0.28 -0.39% |
This module presents the Total Risk Alpha indicator for TIAA Cref Large Cap Growth using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. Use
World Market Map to better understand diversified portfolio construction. The diversification view provides additional analytical depth. Position sizing and allocation together define the portfolio construction approach. The allocation includes a position in TIAA Cref Large Cap Growth. The position falls within the allocation view. 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 main economic indicators.
TIAA Cref Large Cap Growth has current Total Risk Alpha of
-0.02. 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] |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in TIAA-CREF LARGE-CAP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TIAA-CREF LARGE-CAP |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
TIAA Cref Large Cap Growth is rated
below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare TIAA-CREF LARGE-CAP to Peers
Other Technical Indicators