TIAA Cref Social Choice Fund Volatility
| TRSCX Fund | USD 28.51 0.02 0.07% |
Over the designated horizon, TIAA Cref Social Choice maintains a minimal volatility profile. TIAA Cref Social Choice indicates a Sharpe Ratio (Efficiency) of -0.0559, suggesting weak return efficiency over the last 3 months. The current setup includes 21 technical indicators relevant to risk behavior.
Sharpe Ratio = -0.0559
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TRSCX |
Latest disclosures for TIAA Cref Social Choice show a Market Risk Adjusted Performance of -0.03%, a Risk of 0.88, and a Risk Adjusted Performance of -0.03%. Monthly moving average analysis shows TIAA-CREF SOCIAL is not yet reaching its full return potential. Incorporating it into a well-diversified portfolio can enhance total return while reducing risk.
Key indicators related to TIAA-CREF SOCIAL's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
TIAA-CREF SOCIAL's volatility is most commonly measured using the annualized standard deviation of daily returns. This statistical measure reflects the magnitude of TIAA-CREF SOCIAL's typical price swings and is a primary input in options pricing models.
TIAA-CREF |
Volatility Strategy
TIAA Cref Social Choice return fluctuations can modify its marginal contribution to total portfolio variance. Allocation size and correlation determine overall impact. Current statistical measures show total volatility near 0.88% with a beta coefficient of 0.94, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0559, evaluates return per unit of total risk. An alpha value of 0.0391 reflects performance relative to systematic market exposure. Expected return estimates near -0.0491% 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 SOCIAL's market risk premium analysis include:
Beta 0.94 | Alpha 0.0391 | Risk 0.88 | Sharpe Ratio -0.06 | Expected Return -0.05 |
Moving together with TIAA-CREF Mutual Fund
| 0.88 | TIGRX | TIAA Cref Growth | PairCorr |
| 0.73 | TRHBX | TIAA-CREF Small-Cap | PairCorr |
| 0.78 | VTSAX | Vanguard Total Stock | PairCorr |
| 0.97 | VFIAX | Vanguard 500 Index | PairCorr |
| 0.98 | VTSMX | Vanguard Total Stock | PairCorr |
| 0.98 | VITSX | Vanguard Total Stock | PairCorr |
| 0.98 | VSMPX | Vanguard Total Stock | PairCorr |
| 0.78 | VSTSX | Vanguard Total Stock | PairCorr |
| 0.97 | VFINX | Vanguard 500 Index | PairCorr |
| 0.76 | VFFSX | Vanguard 500 Index | PairCorr |
| 0.97 | VINIX | Vanguard Institutional | PairCorr |
| 0.97 | VIIIX | Vanguard Institutional | PairCorr |
| 0.71 | FTYPX | Fidelity Freedom Index | PairCorr |
| 0.9 | GQLOX | Gmo Quality Fund | PairCorr |
| 0.75 | GHVIX | Gmo High Yield | PairCorr |
| 0.86 | GMCQX | Gmo Equity Allocation | PairCorr |
Sensitivity To Market
TIAA Cref Social Choice exhibits a beta of 0.94, representing its market-relative sensitivity based on regression modeling. Beta quantifies systematic risk by measuring the slope of asset returns against benchmark returns. Overall return volatility is approximately 0.88%.Volatility metrics for TIAA Cref Social Choice describe how stable or unstable returns have been over the selected window. Current downside deviation is about 0.0%. Funds with more equity exposure typically show higher volatility than more bond-heavy funds.
3 Months Beta |Analyze TIAA Cref Social Demand TrendCheck current 90 days TIAA-CREF SOCIAL correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation of TIAA-CREF measures how widely its daily prices are dispersed around the mean for a given time period. Highly volatile instruments have large standard deviations; stable instruments have small ones.
Standard Deviation | 0.88 |
Standard deviation captures both upside and downside movement in TIAA-CREF SOCIAL. However, investors specifically concerned with loss potential should use downside deviation or semi-deviation of TIAA-CREF SOCIAL's returns. Latest disclosures for TIAA Cref Social Choice show a Maximum Drawdown of 4.69.
Mutual Fund Volatility Analysis
TIAA-CREF SOCIAL fund volatility is a measure of the speed and extent of TIAA-CREF SOCIAL's price movements. High volatility generally means the mutual fund price moves dramatically up or down in a short period of time. Low volatility means TIAA-CREF SOCIAL's price does not fluctuate dramatically and tends to be more predictable.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. TIAA Cref Social 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 SOCIAL has a beta of 0.941 . This usually implies TIAA Cref Social Choice market returns are sensitive to returns on the market. As the market goes up or down, TIAA-CREF SOCIAL is expected to follow.Investors in TIAA-CREF SOCIAL face systematic risk from overall mutual fund market trends and unsystematic risk from company or sector-specific developments. Diversification reduces specific exposure, but macro-driven volatility persists. Beta remains a common sensitivity metric. Latest disclosures for TIAA Cref Social Choice show a Mean Deviation of 0.67 and a Standard Deviation of 0.87.
Predicted Return Density |
| Returns |
What Drives TIAA-CREF SOCIAL's Price Volatility?
Several factors can influence TIAA-CREF SOCIAL's market volatility:Industry Dynamics
Sector-level events can directly affect TIAA-CREF SOCIAL's price stability. Regulatory changes, supply disruptions, or shifts in demand within TIAA-CREF SOCIAL'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 SOCIAL.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for TIAA-CREF SOCIAL's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward TIAA-CREF SOCIAL. During periods of economic expansion, TIAA-CREF SOCIAL's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.TIAA-CREF SOCIAL's Company-Specific Factors
Volatility can also stem from events unique to TIAA-CREF SOCIAL. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in TIAA-CREF SOCIAL's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on TIAA-CREF SOCIAL's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TIAA-CREF SOCIAL is -1790.42. The daily returns are distributed with a variance of 0.77 and standard deviation of 0.88. The mean deviation of TIAA Cref Social Choice is currently at 0.67. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.79
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.94 | |
σ | Overall volatility | 0.88 | |
Ir | Information ratio | 0.05 |
Mutual Fund Return Volatility
TIAA-CREF SOCIAL return volatility captures the typical daily swing in fund returns relative to the mean over the selected period. The fund has volatility of 0.8795% on return distribution over a 90-day investment horizon. Meanwhile, Dow Jones Industrial has volatility of 0.8239% on return distribution over a 90-day investment horizon. Performance |
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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
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Risk-Adjusted Indicators
Evaluating TIAA-CREF Mutual Fund requires separating price momentum from underlying business quality relative to competitors. Without reviewing risk-adjusted indicators, investors may overweight recent returns and underweight the volatility required to achieve them. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DODGX | 0.57 | 0.04 | 0.00 | -0.03 | 0.00 | 0.96 | 2.93 | |||
| SEQUX | 0.75 | -0.14 | 0.00 | 0.67 | 0.00 | 1.20 | 4.56 | |||
| TGVIX | 0.64 | 0.09 | 0.14 | 0.13 | 0.89 | 1.12 | 5.46 | |||
| VWICX | 0.73 | 0.13 | 0.13 | 0.07 | 1.02 | 1.65 | 5.74 | |||
| FTISX | 0.55 | 0.00 | 0.09 | -0.05 | 0.92 | 1.15 | 4.89 | |||
| RFVTX | 0.58 | 0.04 | 0.00 | -0.03 | 0.00 | 0.91 | 3.93 | |||
| GILHX | 0.06 | 0.00 | 0.97 | -0.42 | 0.00 | 0.12 | 0.57 | |||
| TRRGX | 0.35 | 0.07 | 0.24 | 0.08 | 0.36 | 0.60 | 4.12 |
Risk Metrics, Assumptions & Methodology
Volatility for TIAA-CREF SOCIAL reflects NAV dispersion and exposure stability across disclosure periods. Observed drawdowns appear relatively moderate compared with broader market swings.
For TIAA Cref Social Choice, this section uses fund disclosures and market reference feeds with Macroaxis normalization rules applied to keep cross-asset comparisons consistent. Intraday timing differences may exist. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Rifka Kats - Member of Macroaxis Editorial BoardTIAA-CREF SOCIAL Investment Opportunity
Measured over the selected horizon, TIAA Cref Social Choice carries roughly 1.07 times the return volatility of Dow Jones Industrial. The higher-risk profile should usually be reviewed beside Sharpe Ratio, downside risk, and catalyst strength before the position is sized up.You can use TIAA Cref Social Choice to enhance the returns of your portfolios. This directional read frames the latest price swing through a simple momentum and follow-through lens. It is most useful when combined with broader risk controls and position-sizing discipline. a normal upward fluctuation. Check odds of TIAA-CREF SOCIAL to be traded at $29.94 in 90 days.Very poor diversification
For the present investment horizon, the measured correlation between TRSCX and DJI stands at 0.84, or Very poor diversification. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
TIAA-CREF SOCIAL Additional Risk Indicators
A broader risk-indicator set for TIAA Cref Social Choice can improve buy, hold, hedge, and sell decisions by adding context beyond the most common measures. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.03 | |||
| Market Risk Adjusted Performance | -0.03 | |||
| Mean Deviation | 0.6714 | |||
| Coefficient Of Variation | -2,814 | |||
| Standard Deviation | 0.8707 | |||
| Variance | 0.7582 | |||
| Information Ratio | 0.0506 |
TIAA-CREF SOCIAL Suggested Diversification Pairs
A pair strategy built around TIAA Cref Social Choice is useful when investors want to reduce directional market exposure while still expressing a relative-value idea. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
While pairing positions reduces portfolio risk, some forms of risk persist no matter which instruments are combined. No matter how well a pair is constructed around TIAA-CREF SOCIAL, market-wide risk remains. What pair trading can address is TIAA-CREF SOCIAL's unsystematic risk - the portion driven by company or sector-specific factors rather than broad market forces.