TIAA-CREF SOCIAL Market Risk Adjusted Performance
| TRPSX Fund | | | USD 27.66 0.02 0.07% |
Historical market data for TIAA Cref Social Choice forms the basis of the Market Risk Adjusted Performance indicator shown here. The indicator computation uses normalized market activity data. Market data gaps can influence the computed indicator values. Cross-instrument Market Risk Adjusted Performance comparisons are available via
Equity Screeners.
World Market Map provides context for diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. The overall portfolio profile is shaped by the distribution of its holdings. This captures an allocation to TIAA Cref Social Choice. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. All figures are presented for informational review and are not prescriptive. 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 population.
TIAA Cref Social Choice has current Market Risk Adjusted Performance of
-0.03.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.03 | |
| ER[a] | = | Expected return on investing in TIAA-CREF SOCIAL |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
TIAA Cref Social Choice is rated
below average in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Other Technical Indicators