Tiaa Cref Related Correlations
TILWX Fund | USD 25.33 0.13 0.51% |
Correlations
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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 | ||
---|---|---|---|---|---|---|---|---|---|---|
TEDNX | 0.23 | 0.00 | (0.09) | 0.05 | 0.31 | 0.37 | 2.86 | |||
TEDLX | 0.25 | 0.00 | (0.10) | 0.05 | 0.31 | 0.47 | 2.62 | |||
TEDHX | 0.24 | 0.00 | (0.10) | 0.05 | 0.30 | 0.47 | 2.61 | |||
TEDVX | 0.25 | 0.00 | (0.09) | 0.06 | 0.33 | 0.37 | 3.09 | |||
TEDTX | 0.23 | 0.00 | (0.10) | 0.05 | 0.28 | 0.47 | 2.74 | |||
TEDPX | 0.25 | 0.00 | (0.10) | 0.05 | 0.32 | 0.49 | 2.74 | |||
TEIHX | 0.59 | 0.00 | 0.01 | 0.06 | 0.64 | 1.15 | 3.50 | |||
TEMHX | 0.67 | (0.02) | (0.03) | 0.03 | 0.90 | 1.47 | 4.25 | |||
TEMPX | 0.68 | (0.03) | (0.03) | 0.03 | 0.91 | 1.33 | 4.38 | |||
TICRX | 0.58 | 0.05 | (0.01) | 0.93 | 0.67 | 1.19 | 3.53 |