Tiaa-cref Short Correlations

Mutual Funds USA . 
Fund . Tiaa Cref Short Duration
TSDHX Fund  USD 9.69  0.01  0.10%   
The current 90-days correlation between Tiaa Cref Short and Tiaa Cref Emerging Markets is 0.11 (i.e., Average diversification). The correlation of Tiaa-cref Short 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 Short Correlation With Market

Significant diversification

The correlation between Tiaa Cref Short Duration and DJI is 0.06 (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 Duration 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 Duration. 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-cref Mutual Fund

  0.94TIHHX Tiaa Cref HighPairCorr
  0.88TIIHX Tiaa Cref InflationPairCorr
  0.86TIIEX Tiaa Cref InternationalPairCorr
  0.92TIISX Tiaa Cref IntlPairCorr
  0.89TIIRX Tiaa Cref GrowthPairCorr
  0.88TIILX Tiaa Cref InflationPairCorr
  0.88TIIWX Tiaa Cref InflationPairCorr
  1.0TISIX Tiaa Cref ShortPairCorr
  0.67TIREX Tiaa Cref RealPairCorr
  0.92TLSHX Tiaa Cref LifestylePairCorr
  0.92TPISX Tiaa Cref IntlPairCorr
  0.92TRCIX Tiaa Cref LifecyclePairCorr
  0.9TRCPX Tiaa Cref LargePairCorr
  0.89TRCVX Tiaa Cref LargePairCorr
  0.92TSCTX Tiaa Cref LifestylePairCorr
  0.88TSMUX Tiaa-cref Small/mid-capPairCorr
  0.88TCILX Tiaa-cref Inflation-linkedPairCorr
  0.67TCREX Tiaa Cref RealPairCorr
  0.87VBIRX Vanguard Short TermPairCorr
  0.88VFSUX Vanguard Short TermPairCorr
  0.99VFSIX Vanguard Short TermPairCorr
  0.99VFSTX Vanguard Short TermPairCorr
  0.96VBITX Vanguard Short TermPairCorr
  0.97VBISX Vanguard Short TermPairCorr
  0.97LALDX Lord Abbett ShortPairCorr
  0.97VSCSX Vanguard Short TermPairCorr
  0.97LDLAX Lord Abbett ShortPairCorr
  0.98LDLRX Lord Abbett ShortPairCorr
  0.89CPAYX Columbia Pacific/asiaPairCorr
  0.93CASAX Columbia Pacific/asiaPairCorr
  0.72CCCZX Center St BrookfieldPairCorr
  0.93CASCX Columbia PacificasiaPairCorr
  0.87MMCGX Mid Cap GrowthPairCorr
  0.87MSKLX Mid Cap Growth Steady GrowthPairCorr
  0.86CISGX Touchstone Sands CapitalPairCorr
  0.92PCGQX Prudential Income BuilderPairCorr
  0.95WAYRX Western Asset HighPairCorr
  0.95TFSLX Touchstone FlexiblePairCorr
  0.87PSILX Spectrum InternationalPairCorr
  0.87VMCIX Vanguard Mid CapPairCorr

Related Correlations Analysis

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Risk-Adjusted Indicators

There is a big difference between Tiaa-cref Mutual Fund performing well and Tiaa-cref Short 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 Short'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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