TIAA Emerging (Ireland) Manager Performance Evaluation

F00000WGGL -- Ireland Fund  

USD 23.10  0.13  0.57%

The entity owns Beta (Systematic Risk) of 0.4333 which indicates as returns on market increase, TIAA Emerging returns are expected to increase less than the market. However during bear market, the loss on holding TIAA Emerging will be expected to be smaller as well.. Although it is extremely important to respect TIAA Emerging Markets existing price patterns, it is better to be realistic regarding the information on equity price patterns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating TIAA Emerging Markets technical indicators you can today evaluate if the expected return of 0.0331% will be sustainable into the future.
Horizon     30 Days    Login   to change

TIAA Emerging Markets Relative Risk vs. Return Landscape

If you would invest  2,307  in TIAA Emerging Markets Dbt A USD Acc on August 24, 2018 and sell it today you would earn a total of  3.00  from holding TIAA Emerging Markets Dbt A USD Acc or generate 0.13% return on investment over 30 days. TIAA Emerging Markets Dbt A USD Acc is generating 0.0331% of daily returns and assumes 0.4098% volatility on return distribution over the 30 days horizon. Simply put, 3% of equities are less volatile than TIAA Emerging Markets Dbt A USD Acc and 99% of equity instruments are likely to generate higher returns than the company over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, TIAA Emerging Markets Dbt A USD Acc is expected to generate 5.25 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.09 times less risky than the market. It trades about 0.08 of its potential returns per unit of risk. The DOW is currently generating roughly 0.39 of returns per unit of risk over similar time horizon.

TIAA Emerging Current Valuation

Not valued
September 23, 2018
23.10
Market Value
0.00
Real Value
Target Odds
  
0.00
Upside
TIAA Emerging is Unknown risk asset. TIAA Emerging Markets latest Real Value cannot be determined due to lack of data. The recent price of TIAA Emerging Markets is $23.1. Based on Macroaxis valuation methodology, the fund cannot be evaluated at this time. Macroaxis ordinarily measures value of TIAA Emerging Markets from evaluating the fund technical indicators and Probability Of Bankruptcy. In general, we recommend to invest in undervalued equities and to dispose of overvalued equities since in the future instruments prices and their ongoing real values will merge together.

TIAA Emerging Market Risk Analysis

Sharpe Ratio = 0.0808
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TIAA Emerging Relative Performance Indicators

Estimated Market Risk
 0.41
  actual daily
 
 97 %
of total potential
  
Expected Return
 0.03
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 0.08
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average TIAA Emerging is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of TIAA Emerging by adding it to a well-diversified portfolio.

TIAA Emerging Performance Rating

TIAA Emerging Markets Dbt A USD Acc Risk Adjusted Performance Analysis

5 

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in TIAA Emerging Markets Dbt A USD Acc are ranked lower than 5 (%) of all funds and portfolios of funds over the last 30 days.

TIAA Emerging Alerts

Equity Alerts and Improvement Suggestions

The fund retains about 95.21% of its assets under management (AUM) in fixed income securities
Additionally see Investing Opportunities. Please also try Correlation Analysis module to reduce portfolio risk simply by holding instruments which are not perfectly correlated.
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