TIAA-CREF SOCIAL Downside Deviation
| TRSCX Fund | | | USD 28.46 0.34 1.21% |
The Downside Deviation profile for TIAA Cref Social Choice is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context.
World Market Map provides a view into diversified allocation design. Diversification context is built from the relationships between portfolio holdings. Including TIAA Cref Social Choice in a portfolio enables allocation and risk analysis. The sizing of each position reflects the chosen allocation strategy. Broader economic conditions can influence TIAA Cref Social Choice's mutual fund valuation — related indicators include
signals in discontinued.
TIAA Cref Social Choice has current Downside Deviation of 0. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.
Downside Deviation | = | SQRT(DV) |
| = | 0 | |
Downside Deviation Peers Comparison
Downside Deviation Relative To Other Indicators
TIAA Cref Social Choice is rated
below average in downside deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
It is the square root of the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.
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