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Asset Comparison and Correlation

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 TIAACREF Real Estate Sec Retai  vs   Loomis Sayles Fixed Income
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Daily Returns (%)
TCREX   LSFIX   
 
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Assuming 30 trading days horizon, TIAACREF Real Estate Sec Retail is expected to generate 4.33 times more return on investment than Loomis. However, TIAACREF is 4.33 times more volatile than Loomis Sayles Fixed Income. It trades about 0.08 of its potential returns per unit of risk. Loomis Sayles Fixed Income is currently generating about 0.17 per unit of risk. If you would invest  1,360  in TIAACREF Real Estate Sec Retail on April 25, 2013 and sell it today you would earn a total of  21.00  from holding TIAACREF Real Estate Sec Retail or generate 1.54% return on investment over 30 days.

Diversification

Very weak diversification
Overlapping area represents amount of risk that can be diversified away by holding TIAACREF Real Estate Sec Retai and Loomis Sayles Fixed Income in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.4
Parameters
Time Period1 Month [change]
DirectionPositive LSFIX Moved Up vs TCREX
StrengthWeak
Accuracy95.45%
ValuesDaily Returns
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Returns   
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TIAACREF Real Estate Sec Retail

Alpha
 
Profile
    
TIAACREF
Performance
4
Out Of
100
Over 30
Days
?
96% of all equities and portfolios perform better than TIAACREF Real Estate Sec Retail. Compared with the overall equity markets, risk-adjusted returns on investments in TIAACREF Real Estate Sec Retail are ranked lower than 4 (%) of all global equities and portfolios over the last 30 days.
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Match-ups for TIAACREF

Vanguard REIT Index I vs. TIAACREF Real Estate Sec Retail
Vanguard REIT Index Signal vs. TIAACREF Real Estate Sec Retail
Vanguard REIT Index Inv vs. TIAACREF Real Estate Sec Retail
Vanguard REIT Index Adm vs. TIAACREF Real Estate Sec Retail
Cohen Steers Realty Shares vs. TIAACREF Real Estate Sec Retail
Nuveen Real Estate Secs I vs. TIAACREF Real Estate Sec Retail
Nuveen Real Estate Secs B vs. TIAACREF Real Estate Sec Retail
Nuveen Real Estate Secs R3 vs. TIAACREF Real Estate Sec Retail
Nuveen Real Estate Secs C vs. TIAACREF Real Estate Sec Retail
Nuveen Real Estate Securities A vs. TIAACREF Real Estate Sec Retail
  

Loomis Sayles Fixed Income

Alpha
 
Profile
    
Loomis
Performance
8
Out Of
100
Over 30
Days
?
92% of all equities and portfolios perform better than Loomis Sayles Fixed Income. Compared with the overall equity markets, risk-adjusted returns on investments in Loomis Sayles Fixed Income are ranked lower than 8 (%) of all global equities and portfolios over the last 30 days.
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Match-ups for Loomis

PIMCO Income C vs. Loomis Sayles Fixed Income
PIMCO Income A vs. Loomis Sayles Fixed Income
PIMCO Income Instl vs. Loomis Sayles Fixed Income
PIMCO Income R vs. Loomis Sayles Fixed Income
PIMCO Income D vs. Loomis Sayles Fixed Income
PIMCO Income P vs. Loomis Sayles Fixed Income
PIMCO Income Adm vs. Loomis Sayles Fixed Income
Loomis Sayles Bond Retail vs. Loomis Sayles Fixed Income
Loomis Sayles Bond N vs. Loomis Sayles Fixed Income
Loomis Sayles Bond Admin vs. Loomis Sayles Fixed Income


 
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