Tiaa Cref Correlations

TEMHX Fund

USD 10.00 0.43 4.12%

The current 90-days correlation between Tiaa Cref Emerging and Nuveen Core Equity is 0.74 (i.e., Poor diversification). The correlation of Tiaa Cref is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Tiaa Cref Correlation With Market

Average diversification

The correlation between Tiaa Cref Emerging Markets and DJI is 0.14 (i.e., Average diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Emerging Markets and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tiaa Cref Emerging Markets. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in rate.

Moving together with Tiaa Mutual Fund

0.71	TEDNX	Tiaa Cref Emerging	Pair Corr
0.7	TEDLX	Tiaa Cref Emerging	Pair Corr
0.62	TEDHX	Tiaa Cref Emerging	Pair Corr
0.7	TEDVX	Tiaa Cref Emerging	Pair Corr
0.7	TEDTX	Tiaa Cref Emerging	Pair Corr
0.69	TEDPX	Tiaa Cref Emerging	Pair Corr
0.67	TEIHX	Tiaa Cref Equity	Pair Corr
0.79	TEMVX	Tiaa Cref Emerging	Pair Corr
0.71	TEMSX	Tiaa Cref Emerging	Pair Corr
1.0	TEMPX	Tiaa Cref Emerging	Pair Corr
0.98	TENWX	Tiaa Cref Emerging	Pair Corr
0.97	TEQKX	Tiaa Cref Emerging	Pair Corr
0.72	TEQHX	Tiaa Cref Emerging	Pair Corr
0.62	TEQSX	Tiaa Cref Emerging	Pair Corr
0.98	TEQPX	Tiaa Cref Emerging	Pair Corr
0.67	TFITX	Tiaa Cref Lifecycle	Pair Corr
0.86	TFIRX	Tiaa Cref Lifecycle	Pair Corr
0.72	TFIHX	Tiaa Cref Lifecycle	Pair Corr
0.84	TFTIX	Tiaa Cref Lifecycle	Pair Corr
0.84	TFTHX	Tiaa Cref Lifecycle	Pair Corr
0.66	TGIHX	Tiaa Cref Growth	Pair Corr
0.83	TGIWX	Tiaa Cref Growth	Pair Corr
0.62	TIBUX	Tiaa Cref International	Pair Corr
0.7	TIBWX	Tiaa Cref Intl	Pair Corr

Related Correlations Analysis

	XJCEX	PAEIX	ARTNX	EEIFX	FREIX
XJCEX		0.59	0.62	0.64	0.74	XJCEX
PAEIX	0.59		0.83	0.85	0.72	PAEIX
ARTNX	0.62	0.83		0.91	0.8	ARTNX
EEIFX	0.64	0.85	0.91		0.74	EEIFX
FREIX	0.74	0.72	0.8	0.74		FREIX
	XJCEX	PAEIX	ARTNX	EEIFX	FREIX

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
XJCEX	0.49	0.07	0.02	0.73	0.73	(0.47)	1.14	(0.94)	3.09
PAEIX	0.59	0.01	(0.01)	0.08	0.73	(0.63)	1.21	(1.25)	3.05
ARTNX	0.56	0.00	(0.02)	0.07	0.70	(0.56)	1.22	(0.98)	3.54
EEIFX	0.58	0.03	0.01	0.10	0.95	(0.61)	1.30	(1.28)	4.89
FREIX	0.45	0.00	(0.04)	0.06	0.48	(0.53)	1.00	(0.88)	2.39

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Tiaa Cref Correlations

Tiaa Cref Correlation With Market

Average diversification

Moving together with Tiaa Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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