TIAA Cref Inflation Linked Bond Fund Volatility
| TCILX Fund | USD 10.48 -0.05 -0.47% |
TIAA Cref Inflation Linked Bond keeps relatively low price volatility over the last 3 months. TIAA Cref Inflation Linked Bond indicates a Sharpe ratio of 0.0709, implying constructive risk-adjusted performance over the last 3 months. Current risk dynamics are supported by 27 technical indicators.
Sharpe Ratio = 0.0709
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| Negative Returns | TCILX |
Latest disclosures for TIAA Cref Inflation Linked Bond show a Market Risk Adjusted Performance of -0.1%, a Risk of 0.16, and a Total Risk Alpha of 0.02. At roughly 5% of its observed historical range, TIAA-CREF INFLATION-LINKED is trading within its prior trend boundaries. Within a diversified framework, contribution depends on allocation size and covariance. Risk-adjusted metrics at the portfolio level depend on weighting and covariance inputs. Assessing range positioning over time helps identify shifts in TIAA-CREF INFLATION-LINKED's trend behavior.
Key indicators related to TIAA-CREF INFLATION-LINKED's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
TIAA-CREF INFLATION-LINKED's volatility is not constant and tends to cluster with mean-reversion properties over time. Beta captures the systematic component, while total standard deviation captures both systematic and idiosyncratic risk. Short-term traders focus on TIAA-CREF INFLATION-LINKED's daily volatility while long-term investors watch annual return volatility. Combined with TIAA-CREF's beta and financial distress probability, these metrics provide a comprehensive risk view.
TIAA-CREF |
Volatility Strategy
TIAA Cref Inflation Linked Bond fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 0.16% with a beta coefficient of 0.0174, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0709, evaluates return per unit of total risk. An alpha value of 5.25E-4 reflects performance relative to systematic market exposure. Expected return estimates near 0.0111% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to TIAA-CREF INFLATION-LINKED's market risk premium analysis include:
Beta 0.0174 | Alpha 0.000525 | Risk 0.16 | Sharpe Ratio 0.0709 | Expected Return 0.0111 |
Moving together with TIAA-CREF Mutual Fund
| 0.68 | TEQLX | TIAA Cref Emerging | PairCorr |
| 0.92 | FREAX | Nuveen Real Estate | PairCorr |
| 0.82 | FRKSX | Nuveen Kansas Municipal | PairCorr |
| 0.92 | FRLCX | Nuveen Real Estate | PairCorr |
| 0.72 | NQCCX | Nuveen Nwq Large | PairCorr |
| 0.73 | NQCAX | Nuveen Nwq Large | PairCorr |
| 0.82 | FAAWX | Nuveen All American | PairCorr |
| 0.66 | FACSX | Nuveen Mid Cap | PairCorr |
| 0.77 | FACCX | Nuveen All American | PairCorr |
| 0.73 | NQCRX | Nuveen Nwq Large | PairCorr |
| 0.82 | FAFPX | Nuveen Missouri Municipal | PairCorr |
| 0.67 | FAFNX | Nuveen Michigan Municipal | PairCorr |
| 0.68 | NQGCX | Nuveen Nwq Global | PairCorr |
| 0.83 | FAFLX | Nuveen Louisiana | PairCorr |
| 0.77 | FAFKX | Nuveen Orado Municipal | PairCorr |
| 0.69 | NQGAX | Nuveen Nwq Global | PairCorr |
| 0.77 | FAFJX | Nuveen Limited Term | PairCorr |
| 0.77 | FAMAX | Nuveen Minnesota | PairCorr |
| 0.8 | FAMTX | Nuveen Minnesota | PairCorr |
| 0.67 | FSEIX | Nuveen Mid Cap | PairCorr |
| 0.67 | FASEX | Nuveen Mid Cap | PairCorr |
Moving against TIAA-CREF Mutual Fund
Sensitivity To Market
Market sensitivity for TIAA Cref Inflation Linked Bond is expressed through a beta of 0.0174, based on regression between asset returns and market returns. Total price dispersion is near 0.16%.TIAA Cref Inflation Linked Bond price movement reflects recent variability that can be tracked through standard deviation (0.15%) and downside deviation (0.19%). A fund’s volatility level is shaped by diversification, sector concentration, and the mix of assets held.
| α | 0.0005 | β | 0.02 | Check current 90 days TIAA-CREF INFLATION-LINKED correlation with market (Dow Jones Industrial)
Downside Risk
TIAA-CREF standard deviation captures how much its daily price fluctuates around the historical average. Volatile instruments have higher standard deviations; stable ones have lower. The standard deviation of TIAA-CREF measures the day-to-day variability of its price relative to the historical mean. Standard deviation remains the most common starting point for assessing TIAA-CREF price volatility.
Standard Deviation | 0.16 |
Upside risk in TIAA-CREF INFLATION-LINKED is captured by its standard deviation, which includes both favorable and unfavorable price movements. While standard deviation captures total price dispersion, semi-deviation and downside deviation measure only loss risk in TIAA-CREF INFLATION-LINKED's returns. Upside risk in TIAA-CREF INFLATION-LINKED is represented by standard deviation, which includes all price movements. The distinction matters because favorable volatility in TIAA-CREF INFLATION-LINKED is not the same as damaging volatility. Latest disclosures for TIAA Cref Inflation Linked Bond show a Downside Deviation of 0.19, a Downside Variance of 0.03, and a Maximum Drawdown of 0.57.
Mutual Fund Volatility Analysis
TIAA-CREF INFLATION-LINKED mutual fund volatility is a key input for most investment risk models. When TIAA-CREF INFLATION-LINKED's volatility is elevated, prices can swing by several percentage points in a single session. Understanding TIAA-CREF INFLATION-LINKED volatility allows investors to better quantify the risk of holding TIAA-CREF INFLATION-LINKED's mutual fund. These price changes indicate the level of risk and opportunity associated with TIAA-CREF INFLATION-LINKED's.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. TIAA-CREF INFLATION-LINKED Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon TIAA-CREF INFLATION-LINKED has a beta of 0.0174 . This usually implies as returns on the market go up, TIAA-CREF INFLATION-LINKED's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding TIAA Cref Inflation Linked Bond is expected to be smaller as well.TIAA-CREF INFLATION-LINKED combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. Latest disclosures for TIAA Cref Inflation Linked Bond show a Downside Deviation of 0.19, a Mean Deviation of 0.12, and a Semi Deviation of 0.10.
Predicted Return Density |
| Returns |
What Drives TIAA-CREF INFLATION-LINKED's Price Volatility?
Several factors can influence TIAA-CREF INFLATION-LINKED's market volatility:Industry Dynamics
Sector-level events can directly affect TIAA-CREF INFLATION-LINKED's price stability. Regulatory changes, supply disruptions, or shifts in demand within TIAA-CREF INFLATION-LINKED's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like TIAA-CREF INFLATION-LINKED.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for TIAA-CREF INFLATION-LINKED's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward TIAA-CREF INFLATION-LINKED. During periods of economic expansion, TIAA-CREF INFLATION-LINKED's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.TIAA-CREF INFLATION-LINKED's Company-Specific Factors
Volatility can also stem from events unique to TIAA-CREF INFLATION-LINKED. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in TIAA-CREF INFLATION-LINKED's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on TIAA-CREF INFLATION-LINKED's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TIAA-CREF INFLATION-LINKED is 1409.75. The daily returns are distributed with a variance of 0.02 and standard deviation of 0.16. The mean deviation of TIAA Cref Inflation Linked Bond is currently at 0.12. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.0005 | |
β | Beta against Dow Jones | 0.02 | |
σ | Overall volatility | 0.16 | |
Ir | Information ratio | 0.64 |
Mutual Fund Return Volatility
Volatility for TIAA-CREF INFLATION-LINKED quantifies the day-to-day dispersion of fund returns around their historical average. The fund carries 0.1566% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8242% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
TIAA-CREF INFLATION-LINKED Mutual Fund may look attractive on headline returns alone, but deeper analysis often tells a different story. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze TIAA-CREF INFLATION-LINKED's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PATFX | 0.13 | 0.00 | 0.32 | -0.03 | 0.19 | 0.27 | 1.07 | |||
| FYMNX | 0.09 | 0.00 | 0.36 | -0.23 | 0.11 | 0.19 | 0.93 | |||
| PTIMX | 0.10 | 0.00 | 0.30 | -0.06 | 0.22 | 0.13 | 1.00 | |||
| FHTFX | 0.11 | 0.00 | 0.33 | -0.05 | 0.16 | 0.13 | 0.74 | |||
| ABIMX | 0.13 | -0.01 | 0.00 | -0.23 | 0.00 | 0.21 | 1.13 | |||
| ABNTX | 0.09 | 0.00 | 0.59 | 0.00 | 0.07 | 0.19 | 0.48 | |||
| CFNLX | 0.09 | -0.01 | 0.30 | -0.27 | 0.17 | 0.21 | 0.84 | |||
| CSTIX | 0.07 | 0.00 | 0.64 | -0.59 | 0.03 | 0.11 | 0.73 |
Risk Metrics, Assumptions & Methodology
Volatility for TIAA-CREF INFLATION-LINKED reflects NAV dispersion and exposure stability across disclosure periods. Return spread influences portfolio contribution and drawdown risk.
Unless otherwise specified, data for TIAA Cref Inflation Linked Bond is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardTIAA-CREF INFLATION-LINKED Investment Opportunity
TIAA Cref Inflation Linked Bond currently shows materially lower return volatility than Dow Jones Industrial, with a relative multiple of about 5.13. Used properly, this comparison helps frame whether the extra volatility in the peer is being compensated by stronger return potential.You can use TIAA Cref Inflation Linked Bond to protect the portfolio against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a normal downward trend and little activity. Check odds of TIAA-CREF INFLATION-LINKED to be traded at $10.38 in 90 days.Excellent diversification
Across the chosen horizon, TIAA-CREF INFLATION-LINKED and Dow Jones show a correlation of -0.2 and fall into the Excellent diversification bucket. Lower overlap tends to improve diversification, while higher overlap means both positions carry similar risk.
TIAA-CREF INFLATION-LINKED Additional Risk Indicators
Risk analysis around TIAA Cref Inflation Linked Bond becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. The stronger process compares similar securities with comparable growth and valuation context before ranking one as more or less risky.
| Risk Adjusted Performance | 0.0037 | |||
| Market Risk Adjusted Performance | -0.06 | |||
| Mean Deviation | 0.1171 | |||
| Semi Deviation | 0.1011 | |||
| Downside Deviation | 0.1867 | |||
| Coefficient Of Variation | 1723.94 | |||
| Standard Deviation | 0.1519 |
TIAA-CREF INFLATION-LINKED Suggested Diversification Pairs
A pair strategy built around TIAA Cref Inflation Linked Bond is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. TIAA-CREF INFLATION-LINKED's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing TIAA-CREF INFLATION-LINKED's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.