Tiaa-cref Intl Related Correlations
TAISX Fund | USD 10.55 0.01 0.09% |
Correlations
0.92 | 0.91 | 0.94 | 0.94 | FHAIX | ||
0.92 | 0.97 | 0.9 | 0.92 | LBETX | ||
0.91 | 0.97 | 0.9 | 0.93 | DURPX | ||
0.94 | 0.9 | 0.9 | 0.95 | AGDRX | ||
0.94 | 0.92 | 0.93 | 0.95 | PHDTX | ||
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Risk-Adjusted Indicators
There is a big difference between Tiaa-cref Mutual Fund performing well and Tiaa-cref Intl 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 Intl'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 | ||
---|---|---|---|---|---|---|---|---|---|---|
FHAIX | 0.17 | 0.01 | (0.10) | 0.29 | 0.13 | 0.59 | 1.19 | |||
LBETX | 0.31 | 0.04 | (0.10) | (0.94) | 0.28 | 0.58 | 2.00 | |||
DURPX | 0.55 | 0.06 | (0.03) | 15.07 | 0.58 | 1.18 | 3.44 | |||
AGDRX | 0.16 | 0.01 | (0.21) | 0.21 | 0.13 | 0.30 | 1.18 | |||
PHDTX | 0.13 | 0.01 | (0.26) | 1.99 | 0.09 | 0.23 | 0.70 |