Tiaa Cref Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Managed Allocation
TIMIX Fund  USD 13.67  0.04  0.29%   
The current 90-days correlation between Tiaa Cref Managed and Tiaa Cref Emerging Markets is 0.47 (i.e., Very weak 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

Good diversification

The correlation between Tiaa Cref Managed Allocation and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Managed Allocation 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 Managed Allocation. 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 census.

Moving together with Tiaa Mutual Fund

  0.97TEDNX Tiaa Cref EmergingPairCorr
  0.97TEDLX Tiaa Cref EmergingPairCorr
  0.97TEDHX Tiaa Cref EmergingPairCorr
  0.97TEDVX Tiaa Cref EmergingPairCorr
  0.97TEDTX Tiaa Cref EmergingPairCorr
  0.97TEDPX Tiaa Cref EmergingPairCorr
  0.98TEIHX Tiaa Cref EquityPairCorr
  0.9TEMLX Tiaa Cref EmergingPairCorr
  0.91TEMHX Tiaa Cref EmergingPairCorr
  0.91TEMVX Tiaa Cref EmergingPairCorr
  0.91TEMRX Tiaa Cref EmergingPairCorr
  0.9TEMSX Tiaa Cref EmergingPairCorr
  0.9TEMPX Tiaa Cref EmergingPairCorr
  0.95TENWX Tiaa Cref EmergingPairCorr
  0.95TEQLX Tiaa Cref EmergingPairCorr
  0.96TEQKX Tiaa Cref EmergingPairCorr
  0.96TEQHX Tiaa Cref EmergingPairCorr
  0.97TEQWX Tiaa Cref EquityPairCorr
  0.95TEQSX Tiaa Cref EmergingPairCorr
  0.95TEQPX Tiaa Cref EmergingPairCorr
  0.87TESHX Tiaa-cref Short-termPairCorr
  0.99TFITX Tiaa Cref LifecyclePairCorr
  0.97TFIRX Tiaa Cref LifecyclePairCorr
  0.99TFIPX Tiaa Cref LifecyclePairCorr
  0.97TFTIX Tiaa Cref LifecyclePairCorr
  0.99TFTHX Tiaa Cref LifecyclePairCorr
  0.92TGIHX Tiaa Cref GrowthPairCorr
  0.94TGIWX Tiaa Cref GrowthPairCorr
  0.92TGRNX Tiaa Cref GreenPairCorr
  0.92TGROX Tiaa Cref GreenPairCorr
  0.92TGRMX Tiaa Cref GreenPairCorr
  0.91THCVX Tiaa-cref Large-capPairCorr
  0.89TIBDX Tiaa Cref BondPairCorr
  0.89TIBEX Tiaa Cref IntlPairCorr
  0.89TIBFX Tiaa Cref BondPairCorr
  0.89TIBNX Tiaa Cref IntlPairCorr
  0.9TIBLX Tiaa Cref IntlPairCorr
  0.9TIBUX Tiaa Cref InternationalPairCorr
  0.89TIBVX Tiaa Cref IntlPairCorr
  0.92TIDRX Tiaa Cref BondPairCorr

Related Correlations Analysis


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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
TEDNX  0.16  0.04 (0.11)(3.07) 0.17 
(0.20)
 0.33 
(0.23)
 0.77 
TEDLX  0.16  0.04 (0.11)(14.46) 0.15 
(0.21)
 0.34 
(0.22)
 0.67 
TEDHX  0.17  0.05 (0.12)(1.99) 0.15 
(0.21)
 0.34 
(0.22)
 0.67 
TEDVX  0.17  0.05 (0.10)(2.23) 0.23 
(0.20)
 0.34 
(0.22)
 0.67 
TEDTX  0.16  0.04 (0.11)(5.04) 0.16 
(0.21)
 0.34 
(0.23)
 0.68 
TEDPX  0.16  0.05 (0.12)(12.18) 0.15 
(0.21)
 0.34 
(0.22)
 0.67 
TEIHX  0.45  0.14  0.08 (0.90) 0.25 
(0.56)
 0.94 
(0.61)
 2.52 
TEMLX  0.59  0.13  0.11  0.36  0.39 
(0.75)
 1.47 
(1.00)
 3.30 
TEMHX  0.59  0.18  0.11 (2.29) 0.41 
(0.73)
 1.47 
(1.00)
 3.30 
TEMVX  0.60  0.18  0.12 (2.12) 0.38 
(0.73)
 1.46 
(0.99)
 3.39 

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