TIAA CREF Sortino Ratio

TRVRX -- USA Fund  

USD 20.74  0.23  1.12%

TIAA CREF sortino-ratio technical analysis lookup allows you to check this and other technical indicators for TIAA CREF Mid Cap Value Fund Re or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
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TIAA CREF Mid Cap Value Fund Re has current Sortino Ratio of 0.0066. The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio or strategy. It is a special subset of the Sharpe ratio but penalizes only those returns falling below a user-specified target, or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment risk-adjusted returns, they do so in significantly different ways that will frequently lead to differing conclusions as the true nature of the investment return-generating efficiency.
Sortino Ratio 
 = 
ER[a] - ER[b] 
DD 
 = 
0.0066
ER[a] =   Expected return on investing in TIAA CREF
ER[b] =   Expected return on market index or selected benchmark
DD =   Downside Deviation

Sortino Ratio Comparison

TIAA CREF Mid Cap Value Fund Re is rated second largest fund in sortino ratio among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  516.08  of Maximum Drawdown per Sortino Ratio. The ratio of Maximum Drawdown to Sortino Ratio for TIAA CREF Mid Cap Value Fund Re is roughly  516.08 
The Sortino ratio is named after Frank A. Sortino and can be interpreted as the actual rate of return in excess of the investor target rate of return per unit of downside risk
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