TIAA Cref Emerging Markets Fund Volatility
| TEDTX Fund | USD 9.00 -0.04 -0.44% |
Its Sharpe ratio is -0.0445, showing that returns did not compensate for risk over the last 3 months. 21 technical indicators currently contribute to the broader risk narrative. TIAA Cref Emerging Markets retains relatively low price volatility during the last 3 months.
Sharpe Ratio = -0.0445
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TEDTX |
For TIAA Cref Emerging Markets, recent data highlights a Market Risk Adjusted Performance of -0.1%, a Risk of 0.24, and a Risk Adjusted Performance of -0.05%. Monthly moving average analysis shows TIAA Cref is not yet reaching its full return potential. A well-diversified portfolio can improve risk-return balance and TIAA Cref overall contribution. Diversification effects can offset TIAA Cref standalone underperformance within a broader 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 most commonly measured using the annualized standard deviation of daily returns. Beta-adjusted market sensitivity and financial distress probability provide a robust estimate of TIAA Cref's overall risk level. For options traders, TIAA Cref's implied volatility surface provides a forward-looking estimate of future price dispersion.
TIAA |
Volatility Strategy
TIAA Cref Emerging Markets price cycles can influence portfolio-level exposure concentration. Current statistical measures show total volatility near 0.24% with a beta coefficient of 0.13, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0445, evaluates return per unit of total risk. An alpha value of -0.009192 reflects performance relative to systematic market exposure. Expected return estimates near -0.0106% 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 0.13 | Alpha -0.01 | Risk 0.24 | Sharpe Ratio -0.04 | Expected Return -0.01 |
Moving together with TIAA Mutual Fund
| 1.0 | TEDNX | TIAA Cref Emerging | PairCorr |
| 0.97 | TEDLX | TIAA Cref Emerging | PairCorr |
| 1.0 | TEDHX | TIAA Cref Emerging | PairCorr |
| 1.0 | TEDVX | TIAA Cref Emerging | PairCorr |
| 1.0 | TEDPX | TIAA Cref Emerging | PairCorr |
| 0.88 | TEMHX | TIAA Cref Emerging | PairCorr |
| 0.87 | TEMVX | TIAA Cref Emerging | PairCorr |
| 0.88 | TEMSX | TIAA Cref Emerging | PairCorr |
| 0.83 | TENWX | TIAA Cref Emerging | PairCorr |
| 0.81 | TFTIX | TIAA Cref Lifecycle | PairCorr |
| 0.8 | TFTHX | TIAA Cref Lifecycle | PairCorr |
| 0.9 | TGRKX | TIAA Cref Green | PairCorr |
| 0.83 | TGROX | TIAA Cref Green | PairCorr |
| 0.95 | TIBNX | TIAA Cref Intl | PairCorr |
| 0.95 | TIBLX | TIAA Cref Intl | PairCorr |
| 0.86 | TIHRX | TIAA-CREF HIGH-YIELD | PairCorr |
| 0.88 | TIHYX | TIAA-CREF HIGH-YIELD | PairCorr |
| 0.85 | TIOVX | TIAA Cref International | PairCorr |
| 0.84 | TIOTX | TIAA Cref International | PairCorr |
| 0.85 | TIOPX | TIAA Cref International | PairCorr |
| 0.73 | TISEX | TIAA-CREF SMALL-CAP | PairCorr |
Sensitivity To Market
With a beta of 0.13, TIAA Cref Emerging Markets shows measurable correlation with market returns. Beta is statistically defined as the regression slope between asset and benchmark returns. Current volatility is near 0.24%.TIAA Cref Emerging Markets return variability over the selected time horizon is summarized by standard deviation (0.23%) and semi-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
The standard deviation of TIAA measures how widely its daily prices are dispersed around the mean. High standard deviation points to high volatility; low standard deviation points to price stability. The standard deviation of TIAA prices measures volatility as the average daily spread from the mean.
Standard Deviation | 0.24 |
Standard deviation captures both upside and downside movement in TIAA Cref. While standard deviation captures total volatility, downside deviation focuses exclusively on the loss side of TIAA Cref's returns. A complete risk picture of TIAA Cref emerges when standard deviation and downside deviation are examined together. For TIAA Cref Emerging Markets, recent data highlights a Maximum Drawdown of 0.99.
Mutual Fund Volatility Analysis
TIAA Cref fund volatility is a measure of the speed and extent of TIAA Cref's price movements. A higher-volatility mutual fund like TIAA Cref may generate large gains or losses in a short timeframe. In most cases, the higher the volatility, the riskier the mutual fund.
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 has a beta of 0.1303 . This usually implies as returns on the market go up, TIAA Cref's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding TIAA Cref Emerging Markets is expected to be smaller as well.Systematic exposure aligns TIAA Cref with overall mutual fund market volatility, while unsystematic drivers reflect company or sector-specific developments. For TIAA Cref Emerging Markets, recent data highlights a Mean Deviation of 0.16 and a Standard Deviation of 0.23.
Predicted Return Distribution |
| Density |
What Drives TIAA Cref's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the TIAA Investments sector often influence how investors price TIAA Cref's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around TIAA Cref.TIAA Cref's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TIAA Cref is -2246.43. The daily returns are distributed with a variance of 0.06 and standard deviation of 0.24. The mean deviation of TIAA Cref Emerging Markets is currently at 0.17. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.82
α | Alpha over Dow Jones | -0.0092 | |
β | Beta against Dow Jones | 0.13 | |
σ | Overall volatility | 0.24 | |
Ir | Information ratio | 0.17 |
Mutual Fund Return Volatility
Daily return volatility for TIAA Cref measures how far fund returns deviate from their average on a day-to-day basis. The fund shows 0.2375% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial has volatility of 0.8481% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.96 | 0.81 | 1.0 | 0.89 | 0.93 | TRRJX | ||
| 0.96 | 0.79 | 0.96 | 0.8 | 0.91 | FHRVX | ||
| 0.81 | 0.79 | 0.81 | 0.89 | 0.95 | EVFMX | ||
| 1.0 | 0.96 | 0.81 | 0.89 | 0.93 | TRLNX | ||
| 0.89 | 0.8 | 0.89 | 0.89 | 0.94 | SCGCX | ||
| 0.93 | 0.91 | 0.95 | 0.93 | 0.94 | FRELX | ||
Risk-Adjusted Indicators
Evaluating TIAA Mutual Fund requires separating price momentum from underlying operating strength versus competitors. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TRRJX | 0.54 | 0.09 | 0.12 | 0.06 | 0.69 | 1.01 | 5.04 | |||
| FHRVX | 0.27 | 0.02 | 0.13 | 0.00 | 0.41 | 0.56 | 1.94 | |||
| EVFMX | 0.64 | 0.14 | 0.20 | 0.15 | 0.60 | 0.96 | 9.49 | |||
| TRLNX | 0.67 | 0.10 | 0.11 | 0.05 | 0.90 | 1.27 | 5.43 | |||
| SCGCX | 0.56 | 0.05 | 0.09 | 0.01 | 0.70 | 0.96 | 4.64 | |||
| FRELX | 0.44 | 0.06 | 0.15 | 0.06 | 0.53 | 0.89 | 4.12 |
Risk Metrics, Assumptions & Methodology
Maximum drawdown for TIAA Cref captures the deepest NAV decline from peak, framing the worst-case experience for holders. Position sizing should account for historical drawdown severity, not just average dispersion.
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:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardTIAA Cref Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 3.54 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 move summary looks at how the current session may translate into a basic near-term setup. It is intended to separate routine noise from more speculative bursts in price action. a normal downward trend and little activity. Check odds of TIAA Cref to be traded at $8.91 in 90 days.Poor diversification
The correlation between TIAA Cref and Dow Jones is 0.7, which Macroaxis classifies as Poor diversification for the selected horizon. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
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. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -0.12 | |||
| Mean Deviation | 0.1616 | |||
| Coefficient Of Variation | -3,578 | |||
| Standard Deviation | 0.23 | |||
| Variance | 0.0529 | |||
| Information Ratio | 0.17 |
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 advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Pair diversification lowers overall risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the overall market - cannot be eliminated by pairing TIAA Cref with another position. However, TIAA Cref's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with TIAA Cref Emerging Markets.