TIAA Cref Emerging Markets Fund Volatility
| TEDLX Fund | USD 8.99 -0.01 -0.11% |
Its Sharpe ratio is -0.0865, implying poor risk-adjusted performance over the last 3 months. 20 technical indicators currently contribute to the broader risk narrative. TIAA Cref Emerging Markets keeps relatively low price volatility over the last 3 months.
Sharpe Ratio = -0.0865
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TEDLX |
For TIAA Cref Emerging Markets, recent data highlights a Market Risk Adjusted Performance of 0.5%, a Risk of 0.23, and a Risk Adjusted Performance of -0.1%. TIAA Cref has not yet reached full return potential based on monthly moving average. A well-diversified portfolio context may improve TIAA Cref risk-adjusted performance. The diversification benefit of adding TIAA Cref may exceed what its standalone performance suggests. Investors benefit from evaluating TIAA Cref not in isolation but within the context of a full allocation.
Key indicators related to TIAA Cref's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
TIAA Cref'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's daily volatility while long-term investors watch annual return volatility. Combined with TIAA's beta and financial distress probability, these metrics provide a comprehensive risk view.
TIAA |
Volatility Strategy
TIAA Cref Emerging Markets fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 0.23% with a beta coefficient of -0.0466, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0865, evaluates return per unit of total risk. An alpha value of -0.0241 reflects performance relative to systematic market exposure. Expected return estimates near -0.0197% 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's market risk premium analysis include:
Beta -0.05 | Alpha -0.02 | Risk 0.23 | Sharpe Ratio -0.09 | Expected Return -0.02 |
Moving together with TIAA Mutual Fund
| 0.97 | TEDNX | TIAA Cref Emerging | PairCorr |
| 0.97 | TEDHX | TIAA Cref Emerging | PairCorr |
| 0.97 | TEDVX | TIAA Cref Emerging | PairCorr |
| 0.97 | TEDTX | TIAA Cref Emerging | PairCorr |
| 0.97 | TEDPX | TIAA Cref Emerging | PairCorr |
| 0.84 | TEMHX | TIAA Cref Emerging | PairCorr |
| 0.84 | TEMVX | TIAA Cref Emerging | PairCorr |
| 0.84 | TEMSX | TIAA Cref Emerging | PairCorr |
| 0.82 | TENWX | TIAA Cref Emerging | PairCorr |
| 0.75 | TFTIX | TIAA Cref Lifecycle | PairCorr |
| 0.75 | TFTHX | TIAA Cref Lifecycle | PairCorr |
| 0.9 | TGRKX | TIAA Cref Green | PairCorr |
| 0.88 | TGROX | TIAA Cref Green | PairCorr |
| 0.95 | TIBNX | TIAA Cref Intl | PairCorr |
| 0.94 | TIBLX | TIAA Cref Intl | PairCorr |
| 0.84 | TIHRX | TIAA-CREF HIGH-YIELD | PairCorr |
| 0.86 | TIHYX | TIAA-CREF HIGH-YIELD | PairCorr |
| 0.78 | TIOVX | TIAA Cref International | PairCorr |
| 0.77 | TIOTX | TIAA Cref International | PairCorr |
| 0.77 | TIOPX | TIAA Cref International | PairCorr |
| 0.66 | TISEX | TIAA-CREF SMALL-CAP | PairCorr |
Sensitivity To Market
Market sensitivity for TIAA Cref Emerging Markets is expressed through a beta of -0.0466, based on regression between asset returns and market returns. Total price dispersion is near 0.23%.TIAA Cref Emerging Markets price movement reflects recent variability that can be tracked through standard deviation (0.22%) and downside deviation (0.0%). A fund’s downside behavior depends on what it holds and how correlated those holdings are in stressed markets.
3 Months Beta |Analyze TIAA Cref Emerging Demand TrendCheck current 90 days TIAA Cref correlation with market (Dow Jones Industrial)Downside Risk
TIAA 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 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 price volatility.
Standard Deviation | 0.23 |
Upside risk in TIAA Cref 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's returns. Upside risk in TIAA Cref is represented by standard deviation, which includes all price movements. The distinction matters because favorable volatility in TIAA Cref is not the same as damaging volatility. For TIAA Cref Emerging Markets, recent data highlights a Maximum Drawdown of 1.10.
Mutual Fund Volatility Analysis
TIAA Cref mutual fund volatility is a key input for most investment risk models. When TIAA Cref's volatility is elevated, prices can swing by several percentage points in a single session. Understanding TIAA Cref volatility allows investors to better quantify the risk of holding TIAA Cref's mutual fund. These price changes indicate the level of risk and opportunity associated with TIAA Cref's.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. TIAA Cref Emerging 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 Emerging Markets has a beta of -0.0466 . This usually implies that as returns on the benchmark increase, returns on TIAA Cref tend to move in the opposite direction, though by a smaller magnitude. During a bear market, however, TIAA Cref Emerging Markets is likely to outperform the market.TIAA Cref combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. For TIAA Cref Emerging Markets, recent data highlights a Mean Deviation of 0.16 and a Standard Deviation of 0.22.
Predicted Return Distribution |
| Density |
What Drives TIAA Cref's Price Volatility?
Industry Dynamics
Supply chain stress, pricing pressure, or consolidation in the TIAA Investments sector can alter TIAA Cref's day-to-day volatility profile.Political and Economic Environment
Broad market tone, policy uncertainty, and recession or expansion signals shape volatility conditions for TIAA Cref.TIAA Cref's Company-Specific Factors
Unexpected business updates, leadership changes, or legal outcomes can drive outsized moves in TIAA Cref's stock.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TIAA Cref is -1156.55. The daily returns are distributed with a variance of 0.05 and standard deviation of 0.23. The mean deviation of TIAA Cref Emerging Markets is currently at 0.16. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0241 | |
β | Beta against Dow Jones | -0.0466 | |
σ | Overall volatility | 0.23 | |
Ir | Information ratio | 0.15 |
Mutual Fund Return Volatility
Volatility for TIAA Cref quantifies the day-to-day dispersion of fund returns around their historical average. The fund carries 0.2277% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8467% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
Headline performance for TIAA Mutual Fund may not fully reflect how the business compares across its competitive set. Risk-adjusted metrics help compare TIAA Cref's efficiency and downside exposure against peers on a like-for-like basis. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| FREAX | 0.62 | 0.04 | 0.09 | -0.23 | 0.93 | 1.32 | 4.91 | |||
| NREEX | 0.64 | 0.01 | 0.07 | -0.10 | 0.99 | 1.40 | 4.65 | |||
| GMJPX | 0.63 | 0.04 | 0.06 | 0.05 | 1.04 | 1.31 | 4.76 | |||
| DREYX | 0.77 | 0.06 | 0.08 | 0.06 | 0.96 | 1.55 | 7.42 | |||
| MRESX | 0.64 | 0.07 | 0.09 | 0.10 | 1.08 | 1.47 | 4.98 | |||
| JABFX | 0.63 | 0.02 | 0.09 | -0.19 | 0.93 | 1.38 | 5.03 | |||
| FREEX | 0.62 | 0.01 | 0.07 | -0.12 | 1.02 | 1.37 | 4.75 |
Risk Metrics, Assumptions & Methodology
Maximum drawdown for TIAA Cref captures the deepest NAV decline from peak, framing the worst-case experience for holders. Drawdown frequency and clustering help distinguish episodic stress from persistent volatility regimes.
This section for TIAA Cref Emerging Markets is built from fund disclosures and market reference feeds, with reporting definitions aligned before display. Values may update on different source schedules. 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 Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 3.7 times the return volatility of TIAA Cref Emerging Markets. 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 Emerging Markets 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 to be traded at $8.9 in 90 days.Poor diversification
The correlation between TIAA Cref and Dow Jones is 0.62, which Macroaxis classifies as Poor diversification for the selected horizon. A 0.62 reading means TIAA Cref and Dow Jones have partial price overlap, offering some diversification benefit.
TIAA Cref Additional Risk Indicators
Secondary risk indicators for TIAA Cref Emerging Markets can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.07 | |||
| Market Risk Adjusted Performance | 0.4715 | |||
| Mean Deviation | 0.1561 | |||
| Coefficient Of Variation | -1,935 | |||
| Standard Deviation | 0.2226 | |||
| Variance | 0.0496 | |||
| Information Ratio | 0.1529 |
TIAA Cref Suggested Diversification Pairs
Using TIAA Cref in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
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Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. TIAA Cref's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing TIAA Cref's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.