TIAA-CREF SOCIAL Standard Deviation
| TRSCX Fund | | | USD 28.12 -0.39 -1.37% |
The Standard Deviation profile for TIAA Cref Social Choice is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. The
Equity Screeners framework provides wider technical analysis context.
World Market Map provides a view into diversified allocation design. Understanding allocation structure supports portfolio context. Diversification context is built from the relationships between portfolio holdings. The allocation shows a weighting toward TIAA Cref Social Choice. The weighting is visible within the allocation breakdown. The sizing of each position reflects the overall allocation strategy. 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 median.
TIAA Cref Social Choice has current Standard Deviation of 0.8861. The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities.
Standard Deviation | = | SQRT(V) |
| = | 0.8861 | |
Standard Deviation Peers Comparison
Standard Deviation Relative To Other Indicators
TIAA Cref Social Choice is rated
fourth in standard deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
5.29 of Maximum Drawdown per Standard Deviation. At
5.29 , TIAA Cref Social Choice's Maximum Drawdown-to-Standard Deviation multiple reflects the spread between these metrics
Standard deviation is applied to the annual rate of return of an investment to measure the investment's volatility. Standard deviation is also known as historical volatility and is used by investors as a gauge for the amount of expected market volatility. A large standard deviation usually indicates that the data points are far from the mean and a small standard deviation indicates that they are clustered closely around the mean.
Compare TIAA-CREF SOCIAL to Peers
Other Technical Indicators