Tiaa Cref Correlations

Mutual Funds USA . 
Fund . Tiaa Cref Short Term Bond
TRSHX Fund  USD 9.64  0.01  0.10%   
The current 90-days correlation between Tiaa Cref Short and Tiaa Cref Emerging Markets is 0.09 (i.e., Significant 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

Significant diversification

The correlation between Tiaa Cref Short Term Bond and DJI is 0.04 (i.e., Significant diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Short Term Bond 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 Short Term Bond. 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

  0.88TIHHX Tiaa Cref HighPairCorr
  0.83TIIHX Tiaa Cref InflationPairCorr
  0.79TIIEX Tiaa Cref InternationalPairCorr
  0.85TIISX Tiaa Cref IntlPairCorr
  0.81TIIRX Tiaa Cref GrowthPairCorr
  0.83TIILX Tiaa Cref InflationPairCorr
  0.83TIIWX Tiaa Cref InflationPairCorr
  0.94TISIX Tiaa Cref ShortPairCorr
  0.64TIREX Tiaa Cref RealPairCorr
  0.85TLSHX Tiaa Cref LifestylePairCorr
  0.85TPISX Tiaa Cref IntlPairCorr
  0.85TRCIX Tiaa Cref LifecyclePairCorr
  0.83TRCPX Tiaa Cref LargePairCorr
  0.82TRCVX Tiaa Cref LargePairCorr
  0.85TSCTX Tiaa Cref LifestylePairCorr
  0.81TSMUX Tiaa-cref Small/mid-capPairCorr
  0.82TCILX Tiaa-cref Inflation-linkedPairCorr
  0.63TCREX Tiaa Cref RealPairCorr
  0.82VBIRX Vanguard Short TermPairCorr
  0.84VFSUX Vanguard Short TermPairCorr
  0.93VFSIX Vanguard Short TermPairCorr
  0.93VFSTX Vanguard Short TermPairCorr
  0.92VBITX Vanguard Short TermPairCorr
  0.92VBISX Vanguard Short TermPairCorr
  0.93LALDX Lord Abbett ShortPairCorr
  0.9VSCSX Vanguard Short TermPairCorr
  0.92LDLAX Lord Abbett ShortPairCorr
  0.93LDLRX Lord Abbett ShortPairCorr
  0.83CPAYX Columbia Pacific/asiaPairCorr
  0.86CASAX Columbia Pacific/asiaPairCorr
  0.63CCCZX Center St BrookfieldPairCorr
  0.86CASCX Columbia PacificasiaPairCorr
  0.79MMCGX Mid Cap GrowthPairCorr
  0.79MSKLX Mid Cap GrowthPairCorr
  0.78CISGX Touchstone Sands CapitalPairCorr
  0.86PCGQX Prudential Income BuilderPairCorr
  0.88WAYRX Western Asset HighPairCorr
  0.9TFSLX Touchstone FlexiblePairCorr
  0.81PSILX Spectrum InternationalPairCorr
  0.8VMCIX Vanguard Mid CapPairCorr

Related Correlations Analysis

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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  0.17  0.07 (0.23) 0.81  0.00 
(0.26)
 0.48 
(0.24)
 1.07 
TEDLX  0.17  0.07 (0.23) 1.06  0.00 
(0.27)
 0.48 
(0.24)
 0.96 
TEDHX  0.16  0.07 (0.28) 0.89  0.00 
(0.24)
 0.46 
(0.23)
 0.96 
TEDVX  0.16  0.08 (0.23) 0.92  0.00 
(0.25)
 0.58 
(0.24)
 0.96 
TEDTX  0.17  0.07 (0.25) 0.87  0.00 
(0.27)
 0.48 
(0.23)
 0.96 
TEDPX  0.16  0.08 (0.25) 0.99  0.00 
(0.25)
 0.36 
(0.23)
 1.08 
TEIHX  0.67  0.12  0.11  0.26  0.54 
(0.76)
 2.07 
(1.16)
 5.02 
TEMLX  0.56  0.20  0.19  0.56  0.07 
(0.78)
 1.57 
(1.00)
 4.39 
TEMHX  0.58  0.20  0.19  0.54  0.13 
(0.77)
 1.57 
(1.07)
 4.39 
TEMVX  0.58  0.21  0.20  0.56  0.00 
(0.79)
 1.56 
(1.06)
 4.26 

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