TIAA CREF Information Ratio 
TRVRX  USA Fund  USD 20.19 0.15 0.75% 
Symbol 
 =  0.0213 
ER[a]  =  Expected return on investing in TIAA CREF 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on TIAA CREF 
Information Ratio Comparison
TIAA CREF Mid Cap Value Fund Re is rated below average in information ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 225.85 of Maximum Drawdown per Information Ratio. The ratio of Maximum Drawdown to Information Ratio for TIAA CREF Mid Cap Value Fund Re is roughly 225.85
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio  ...

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TIAA CREF Technical Signals
All TIAA CREF Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.0097  
Market Risk Adjusted Performance  0.0096  
Mean Deviation  0.8608  
Semi Deviation  1.23  
Downside Deviation  1.3  
Coefficient Of Variation  11317.12  
Standard Deviation  1.09  
Variance  1.18  
Information Ratio  0.0213  
Jensen Alpha  0.0235  
Total Risk Alpha  0.0259  
Sortino Ratio  0.0179  
Treynor Ratio  (0.00038412)  
Maximum Drawdown  4.81  
Value At Risk  (1.93)  
Potential Upside  1.47  
Downside Variance  1.69  
Semi Variance  1.51  
Expected Short fall  (0.82)  
Skewness  (0.68)  
Kurtosis  0.243 
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