Tiaa Cref Correlations

TSIMX Fund

USD 16.62 0.04 0.24%

The current 90-days correlation between Tiaa Cref Lifestyle and Dreyfusstandish Global Fixed is 0.32 (i.e., 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

Very poor diversification

The correlation between Tiaa Cref Lifestyle Moderate and DJI is 0.82 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Lifestyle Moderate 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 Lifestyle Moderate. 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 industry.

Moving together with Tiaa Mutual Fund

0.8	TEDHX	Tiaa Cref Emerging	Pair Corr
0.8	TEDVX	Tiaa Cref Emerging	Pair Corr
0.8	TEDTX	Tiaa Cref Emerging	Pair Corr
0.8	TEDPX	Tiaa Cref Emerging	Pair Corr
0.98	TEIHX	Tiaa Cref Equity	Pair Corr
0.92	TEQLX	Tiaa Cref Emerging	Pair Corr
0.84	TEQKX	Tiaa Cref Emerging	Pair Corr
0.92	TEQPX	Tiaa Cref Emerging	Pair Corr
0.99	TFIPX	Tiaa Cref Lifecycle	Pair Corr
0.8	TIBDX	Tiaa Cref Bond	Pair Corr
0.84	TIBNX	Tiaa Cref Intl	Pair Corr
0.8	TIDRX	Tiaa Cref Bond	Pair Corr
0.77	TICRX	Tiaa Cref Social	Pair Corr
0.93	TIGRX	Tiaa Cref Growth	Pair Corr
0.93	TIIEX	Tiaa Cref International	Pair Corr
0.92	TILRX	Tiaa Cref Large	Pair Corr
1.0	TIMIX	Tiaa Cref Managed	Pair Corr
0.95	TILIX	Tiaa-cref Large-cap	Pair Corr
0.98	TIQRX	Tiaa Cref Equity	Pair Corr
0.65	TIREX	Tiaa Cref Real	Pair Corr
0.73	TIYRX	Tiaa-cref High-yield	Pair Corr
0.99	TLFIX	Tiaa Cref Lifecycle	Pair Corr
1.0	TLHIX	Tiaa Cref Lifecycle	Pair Corr
0.99	TLTHX	Tiaa Cref Lifecycle	Pair Corr
0.93	TLSHX	Tiaa Cref Lifestyle	Pair Corr
0.99	TLXRX	Tiaa Cref Lifecycle	Pair Corr
0.99	TLWIX	Tiaa Cref Lifecycle	Pair Corr
0.76	TRHBX	Tiaa-cref Small-cap	Pair Corr
0.92	TRIPX	Tiaa Cref International	Pair Corr
0.86	TRLIX	Tiaa-cref Large-cap	Pair Corr
0.69	TRSHX	Tiaa-cref Short-term	Pair Corr
0.64	TRRSX	Tiaa Cref Real	Pair Corr
0.99	TSCTX	Tiaa Cref Lifestyle	Pair Corr
0.99	TTFIX	Tiaa Cref Lifecycle	Pair Corr
0.99	TTRIX	Tiaa Cref Lifecycle	Pair Corr
0.92	TCIEX	Tiaa Cref International	Pair Corr

Related Correlations Analysis

	DHGCX	GMADX	TRGLX	CBSYX	PRSAX	DBIWX	HRLAX	TINCX
DHGCX		0.71	0.78	0.88	0.8	0.86	0.62	0.71	DHGCX
GMADX	0.71		0.8	0.87	0.68	0.79	0.81	0.85	GMADX
TRGLX	0.78	0.8		0.95	0.85	0.87	0.64	0.83	TRGLX
CBSYX	0.88	0.87	0.95		0.87	0.93	0.73	0.82	CBSYX
PRSAX	0.8	0.68	0.85	0.87		0.85	0.61	0.75	PRSAX
DBIWX	0.86	0.79	0.87	0.93	0.85		0.82	0.84	DBIWX
HRLAX	0.62	0.81	0.64	0.73	0.61	0.82		0.85	HRLAX
TINCX	0.71	0.85	0.83	0.82	0.75	0.84	0.85		TINCX
	DHGCX	GMADX	TRGLX	CBSYX	PRSAX	DBIWX	HRLAX	TINCX

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DHGCX	0.12	0.00	(0.45)	0.11	0.04	(0.13)	0.25	(0.20)	0.71
GMADX	0.55	0.04	0.04	0.12	0.63	(0.59)	1.35	(1.08)	3.57
TRGLX	0.77	0.06	0.05	0.13	1.01	(0.79)	1.47	(2.06)	4.61
CBSYX	0.35	0.03	(0.02)	0.14	0.33	(0.37)	0.71	(0.71)	2.04
PRSAX	0.07	0.01	(0.61)	0.24	0.00	(0.14)	0.10	(0.10)	0.69
DBIWX	0.30	0.05	(0.04)	0.43	0.22	(0.34)	0.71	(0.62)	1.61
HRLAX	0.29	0.03	(0.09)	0.32	0.28	(0.33)	0.62	(0.61)	1.55
TINCX	0.40	0.06	(0.01)	0.76	0.42	(0.49)	0.73	(0.74)	2.17

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Tiaa Cref Correlations

Tiaa Cref Correlation With Market

Very poor diversification

Moving together with Tiaa Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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