TIAA-CREF SOCIAL Total Risk Alpha
| TRPSX Fund | | | USD 27.67 -0.09 -0.32% |
The Total Risk Alpha lookup presents technical context for TIAA Cref Social Choice and related instruments. Coverage varies by data normalization and availability; see
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World Market Map provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in TIAA Cref Social Choice within the portfolio mix. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as
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TIAA Cref Social Choice has current Total Risk Alpha of 0.1288. 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] |
| = | 0.1288 | |
| ER[a] | = | Expected return on investing in TIAA-CREF SOCIAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TIAA-CREF SOCIAL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
TIAA-CREF SOCIAL Total Risk Alpha Peers Comparison
TIAA-CREF Total Risk Alpha Relative To Other Indicators
TIAA Cref Social Choice is rated
fourth in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
58.56 of Maximum Drawdown per Total Risk Alpha. At
58.56 , TIAA Cref Social Choice'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.
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