Tiaa Cref Managed Allocation Fund Market Value
| TIMRX Fund | USD 13.33 0.08 0.60% |
| Symbol | Tiaa-cref |
Tiaa-cref Managed 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tiaa-cref Managed's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tiaa-cref Managed.
| 04/26/2025 |
| 07/25/2025 |
If you would invest 0.00 in Tiaa-cref Managed on April 26, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Managed Allocation or generate 0.0% return on investment in Tiaa-cref Managed over 90 days. Tiaa-cref Managed is related to or competes with Tax-managed International, Pace International, Siit Us, Us Vector, T Rowe, Pnc International, and Smallcap World. The fund is a fund of funds that invests in Institutional Class shares of other funds of the Trust and in other investme... More
Tiaa-cref Managed Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tiaa-cref Managed's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tiaa Cref Managed Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4722 | |||
| Information Ratio | (0.24) | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.47) | |||
| Potential Upside | 0.8921 |
Tiaa-cref Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Managed's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Managed historical prices to predict the future Tiaa-cref Managed's volatility.| Risk Adjusted Performance | 0.2764 | |||
| Jensen Alpha | 0.132 | |||
| Total Risk Alpha | 0.0169 | |||
| Sortino Ratio | (0.21) | |||
| Treynor Ratio | 21.19 |
Tiaa Cref Managed Backtested Returns
At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa Cref Managed owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.33, which indicates the fund had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tiaa Cref Managed Allocation, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Managed's Standard Deviation of 0.4169, downside deviation of 0.4722, and Risk Adjusted Performance of 0.2764 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. The entity has a beta of 0.0063, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Managed is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Tiaa Cref Managed Allocation has excellent predictability. Overlapping area represents the amount of predictability between Tiaa-cref Managed time series from 26th of April 2025 to 10th of June 2025 and 10th of June 2025 to 25th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tiaa Cref Managed price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Tiaa-cref Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Tiaa Cref Managed lagged returns against current returns
Autocorrelation, which is Tiaa-cref Managed mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Tiaa-cref Managed's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Managed returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Managed has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Tiaa-cref Managed regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tiaa-cref Managed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Managed mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tiaa-cref Managed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Managed Lagged Returns
When evaluating Tiaa-cref Managed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Managed mutual fund have on its future price. Tiaa-cref Managed autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Tiaa-cref Managed autocorrelation shows the relationship between Tiaa-cref Managed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Managed Allocation.
Regressed Prices |
| Timeline |
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Other Information on Investing in Tiaa-cref Mutual Fund
Tiaa-cref Managed financial ratios help investors to determine whether Tiaa-cref Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tiaa-cref with respect to the benefits of owning Tiaa-cref Managed security.
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