Tiaa-cref Large-cap Risk Adjusted Performance
TILWX Fund | USD 25.09 0.26 1.05% |
Tiaa-cref |
| = | 0.053 |
ER[a] | = | Expected return on investing in Tiaa-cref Large-cap |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Tiaa-cref Large-cap Risk Adjusted Performance Peers Comparison
Tiaa-cref Risk Adjusted Performance Relative To Other Indicators
Tiaa Cref Large Cap Growth is rated second largest fund in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 95.35 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Tiaa Cref Large Cap Growth is roughly 95.35
Risk Adjusted Performance |
Compare Tiaa-cref Large-cap to Peers |
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Tiaa-cref Large-cap Technical Signals
All Tiaa-cref Large-cap Technical Indicators
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Statistic Functions | ||
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Volume Indicators |
Risk Adjusted Performance | 0.053 | |||
Market Risk Adjusted Performance | 0.0779 | |||
Mean Deviation | 0.8015 | |||
Semi Deviation | 0.8449 | |||
Downside Deviation | 1.01 | |||
Coefficient Of Variation | 1255.56 | |||
Standard Deviation | 1.07 | |||
Variance | 1.14 | |||
Information Ratio | (0.0002) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0.0002) | |||
Treynor Ratio | 0.0679 | |||
Maximum Drawdown | 5.05 | |||
Value At Risk | (1.84) | |||
Potential Upside | 1.67 | |||
Downside Variance | 1.02 | |||
Semi Variance | 0.7139 | |||
Expected Short fall | (0.89) | |||
Skewness | 0.3103 | |||
Kurtosis | 0.2736 |