Tiaa-cref Small/mid-cap Total Risk Alpha
| TSMUX Fund | | | USD 16.24 0.20 1.25% |
The Total Risk Alpha lookup presents technical context for Tiaa Cref Smallmid Cap Equity and related instruments. Some instruments may have limited coverage due to data differences;
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Tiaa Cref Smallmid Cap Equity has current Total Risk Alpha of 0.1605. 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] |
| = | 0.1605 | |
| ER[a] | = | Expected return on investing in Tiaa-cref Small/mid-cap |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Tiaa-cref Small/mid-cap |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Tiaa-cref Small/mid-cap Total Risk Alpha Peers Comparison
Tiaa-cref Total Risk Alpha Relative To Other Indicators
Tiaa Cref Smallmid Cap Equity is regarded as the highest-ranked mutual fund in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds reporting about
57.15 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Tiaa Cref Smallmid Cap Equity is roughly
57.15 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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