Tiaa Cref Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Equity Index
TINRX Fund  USD 47.73  0.16  0.34%   
The current 90-days correlation between Tiaa Cref Equity and Tiaa Cref Emerging Markets is 0.19 (i.e., Average 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 Equity Index and DJI is -0.2 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Equity Index 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 Equity Index. 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 employment.

Moving together with Tiaa Mutual Fund

  0.92TEDNX Tiaa Cref EmergingPairCorr
  0.92TEDLX Tiaa Cref EmergingPairCorr
  0.91TEDHX Tiaa Cref EmergingPairCorr
  0.91TEDVX Tiaa Cref EmergingPairCorr
  0.91TEDTX Tiaa Cref EmergingPairCorr
  0.91TEDPX Tiaa Cref EmergingPairCorr
  0.97TEIHX Tiaa Cref EquityPairCorr
  0.91TEMLX Tiaa Cref EmergingPairCorr
  0.91TEMHX Tiaa Cref EmergingPairCorr
  0.91TEMVX Tiaa Cref EmergingPairCorr
  0.92TEMRX Tiaa Cref EmergingPairCorr
  0.91TEMSX Tiaa Cref EmergingPairCorr
  0.91TEMPX Tiaa Cref EmergingPairCorr
  0.95TENWX Tiaa Cref EmergingPairCorr
  0.95TEQLX Tiaa Cref EmergingPairCorr
  0.96TEQKX Tiaa Cref EmergingPairCorr
  0.95TEQHX Tiaa Cref EmergingPairCorr
  0.97TEQWX Tiaa Cref EquityPairCorr
  0.95TEQSX Tiaa Cref EmergingPairCorr
  0.95TEQPX Tiaa Cref EmergingPairCorr
  0.83TESHX Tiaa-cref Short-termPairCorr
  0.96TFITX Tiaa Cref LifecyclePairCorr
  0.96TFIRX Tiaa Cref LifecyclePairCorr
  0.99TFIPX Tiaa Cref LifecyclePairCorr
  0.96TFIHX Tiaa Cref LifecyclePairCorr
  0.96TFTIX Tiaa Cref LifecyclePairCorr
  0.96TFTHX Tiaa Cref LifecyclePairCorr
  0.93TGIHX Tiaa Cref GrowthPairCorr
  0.93TGIWX Tiaa Cref GrowthPairCorr
  0.87TGRKX Tiaa Cref GreenPairCorr
  0.86TGRNX Tiaa Cref GreenPairCorr
  0.88TGROX Tiaa Cref GreenPairCorr
  0.87TGRLX Tiaa Cref GreenPairCorr
  0.86TGRMX Tiaa Cref GreenPairCorr
  0.9THCVX Tiaa-cref Large-capPairCorr
  0.86TIBDX Tiaa Cref BondPairCorr
  0.86TIBEX Tiaa Cref IntlPairCorr
  0.86TIBFX Tiaa Cref BondPairCorr
  0.87TIBNX Tiaa Cref IntlPairCorr
  0.88TIBLX Tiaa Cref IntlPairCorr

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 (0.08)(2.03) 0.17 
(0.20)
 0.33 
(0.23)
 1.86 
TEDLX  0.16  0.04 (0.08)(4.25) 0.16 
(0.21)
 0.34 
(0.22)
 1.87 
TEDHX  0.16  0.03 (0.09) 0.47  0.17 
(0.20)
 0.34 
(0.22)
 1.86 
TEDVX  0.16  0.03 (0.08) 0.47  0.25 
(0.19)
 0.34 
(0.22)
 2.08 
TEDTX  0.16  0.03 (0.09) 0.47  0.19 
(0.20)
 0.33 
(0.23)
 1.87 
TEDPX  0.16  0.03 (0.09) 0.51  0.16 
(0.20)
 0.34 
(0.22)
 1.87 
TEIHX  0.44  0.06  0.09  0.15  0.29 
(0.53)
 0.94 
(0.61)
 2.49 
TEMLX  0.60  0.15  0.16  0.37  0.37 
(0.77)
 1.47 
(1.00)
 3.30 
TEMHX  0.60  0.15  0.16  0.36  0.38 
(0.75)
 1.47 
(1.00)
 3.30 
TEMVX  0.61  0.15  0.17  0.37  0.35 
(0.74)
 1.46 
(0.99)
 3.39 

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions
 
Feedback Blog
Made with optimal in San Francisco
2025 Macroaxis LLC
COMMON DESTINATIONS
MAIN CATEGORIES
COMPANY