TIAA Cref Growth Income Fund Volatility
| TGIHX Fund | USD 14.64 0.01 0.07% |
TIAA Cref Growth Income still carries a very low volatility profile through the selected period. It exhibits a Sharpe Ratio (Efficiency) of 0.0968, signaling risk-adjusted stability over the last 3 months. The current setup includes 28 technical indicators relevant to risk behavior.
Sharpe Ratio = 0.0968
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | TGIHX | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
TIAA Cref Growth Income posted a Market Risk Adjusted Performance of 0.4%, a Risk of 1.90, and a Risk Adjusted Performance of 0.1% for the reported period. TIAA Cref reflects approximately 7% of its established trend range based on monthly averages. Diversification may change its marginal risk-adjusted impact.
Key indicators related to TIAA Cref's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Understanding TIAA Cref's historical volatility helps investors set realistic expectations for TIAA Cref's future price range. High-volatility mutual funds offer greater return potential but require more active risk management.
TIAA |
TIAA Cref Volatility Strategy
TIAA Cref Growth Income may experience price swings that adjust its weight within diversified strategies. Current statistical measures show total volatility near 1.9% with a beta coefficient of 0.46, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of 0.0968, evaluates return per unit of total risk. An alpha value of 0.18 reflects performance relative to systematic market exposure. Expected return estimates near 0.18% 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 0.46 | Alpha 0.18 | Risk 1.9 | Sharpe Ratio 0.0968 | Expected Return 0.18 |
TIAA Cref Sensitivity To Market
TIAA Cref'sTIAA Cref Growth Income beta of 0.46 summarizes its systematic risk relative to a selected benchmark. It reflects the regression slope between TIAA returns and market returns. Total return dispersion is approximately 1.9%.This volatility snapshot summarizes recent price movement in TIAA Cref Growth Income using standard deviation (1.9%) and downside deviation (0.93%). Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze TIAA Cref Growth Demand TrendCheck current 90 days TIAA Cref correlation with market (Dow Jones Industrial)TIAA Cref Downside Risk
For TIAA, standard deviation measures the dispersion of daily prices from the mean over a chosen time horizon. A high standard deviation signals high volatility; a low one signals stability.
Standard Deviation | 1.9 |
Investors in TIAA Cref should distinguish between standard deviation - which measures total price dispersion including upside - and downside deviation, which captures only the risk of loss in TIAA Cref's returns. TIAA Cref Growth Income posted a Downside Deviation of 0.93, a Downside Variance of 0.86, and a Maximum Drawdown of 15.42 for the reported period.
TIAA Cref Growth Mutual Fund Volatility Analysis
For investors tracking TIAA Cref, understanding volatility is essential to managing portfolio risk. Volatility measures how much TIAA Cref's mutual fund price deviates from its average over a period. A wide deviation implies greater uncertainty and potential reward or loss.
Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. TIAA Cref Growth 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.
TIAA Cref Projected Return Density Against Market
Assuming a 90-day horizon TIAA Cref has a beta of 0.4559 . 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 Growth Income is expected to be smaller as well.Like most traded instruments, TIAA Cref reflects both market risk and company or sector-specific developments. Diversifying across uncorrelated assets may reduce specific volatility, but broader mutual fund market fluctuations remain influential. TIAA Cref Growth Income posted a Downside Deviation of 0.93, a Mean Deviation of 0.86, and a Semi Deviation of 0.66 for the reported period.
Predicted Return Density |
| Returns |
What Drives a TIAA Cref Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.TIAA Cref Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TIAA Cref is 1033.45. The daily returns are distributed with a variance of 3.62 and standard deviation of 1.9. The mean deviation of TIAA Cref Growth Income is currently at 0.86. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.77
α | Alpha over Dow Jones | 0.18 | |
β | Beta against Dow Jones | 0.46 | |
σ | Overall volatility | 1.90 | |
Ir | Information ratio | 0.1 |
TIAA Cref Mutual Fund Return Volatility
TIAA Cref historical daily return volatility represents how much of TIAA Cref fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 1.9018% volatility of returns over 90 trading days. By contrast, Dow Jones Industrial accepts 0.7724% volatility on return distribution over a 90-day horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
|
Risk-Adjusted Indicators
There is a big difference between TIAA Mutual Fund performing well and TIAA Cref Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze TIAA Cref'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| PDI | 0.33 | 0.04 | 0.09 | 0.14 | 0.45 | 1.04 | 3.52 | |||
| TPLGX | 0.78 | -0.09 | 0.00 | -0.14 | 0.00 | 1.16 | 3.99 | |||
| FOSKX | 0.72 | 0.03 | 0.03 | 0.02 | 1.12 | 1.44 | 6.15 | |||
| FDFIX | 0.53 | -0.01 | 0.00 | -0.03 | 0.00 | 0.85 | 3.57 | |||
| JGICX | 0.62 | -0.01 | 0.00 | 0.05 | 0.00 | 0.97 | 3.74 | |||
| JDNNX | 0.89 | 0.25 | 0.30 | 0.35 | 0.57 | 1.00 | 18.76 | |||
| JADGX | 0.88 | 0.25 | 0.31 | 1.03 | 0.57 | 1.01 | 18.78 | |||
| JGINX | 0.88 | 0.25 | 0.31 | 1.03 | 0.57 | 1.00 | 18.73 | |||
| JDNRX | 0.62 | -0.01 | 0.00 | 0.05 | 0.00 | 0.97 | 3.75 |
About TIAA Cref Volatility Analysis
Volatility for TIAA Cref reflects NAV dispersion and exposure stability across disclosure periods. Volatility clustering can signal regime shifts in dispersion.
Unless otherwise specified, financial data for TIAA Cref Growth Income is derived from periodic company reporting (annual and quarterly where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on asset type. Updates may occur throughout the day.
TIAA Cref Investment Opportunity
Measured over the selected horizon, TIAA Cref Growth Income carries roughly 2.47 times the return volatility of Dow Jones Industrial. That added volatility may be acceptable only if the position is expected to deliver stronger return efficiency or diversification value.You can use TIAA Cref Growth Income to enhance the returns of your portfolios. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It gives extra weight to the size of the move, the quote level, and whether the instrument trades in a hype-prone venue. a normal upward fluctuation. Check odds of TIAA Cref to be traded at $15.37 in 90 days.Very weak diversification
Across the chosen horizon, TGIHX and DJI show a correlation of 0.5 and fall into the Very weak diversification bucket. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
TIAA Cref Additional Risk Indicators
Risk analysis around TIAA Cref Growth Income becomes more useful when investors review secondary indicators that can confirm, refine, or challenge the basic volatility picture. Used correctly, these measures can support both standalone risk assessment and portfolio-level hedging decisions.
| Risk Adjusted Performance | 0.0805 | |||
| Market Risk Adjusted Performance | 0.3917 | |||
| Mean Deviation | 0.8587 | |||
| Semi Deviation | 0.6574 | |||
| Downside Deviation | 0.9265 | |||
| Coefficient Of Variation | 1033.45 | |||
| Standard Deviation | 1.9 |
TIAA Cref Suggested Diversification Pairs
Pair trading with TIAA Cref can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.
| Bank of America vs. TIAA Cref | ||
| Alphabet vs. TIAA Cref | ||
| Citigroup vs. TIAA Cref | ||
| Microsoft vs. TIAA Cref | ||
| SentinelOne vs. TIAA Cref | ||
| Ford vs. TIAA Cref | ||
| Walker Dunlop vs. TIAA Cref | ||
| Visa vs. TIAA Cref | ||
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against TIAA Cref as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. TIAA Cref's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, TIAA Cref's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to TIAA Cref Growth Income.