Tiaa-cref Inflation Correlations

TIIHX Fund

USD 10.85 0.01 0.09%

The current 90-days correlation between Tiaa Cref Inflation and Legg Mason Bw is 0.14 (i.e., Average diversification). The correlation of Tiaa-cref Inflation is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Tiaa-cref Inflation Correlation With Market

Very weak diversification

The correlation between Tiaa Cref Inflation Link and DJI is 0.4 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Inflation Link and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Tiaa Cref Inflation Link. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in rate.

Moving together with TIAA-CREF Mutual Fund

0.72	TGRKX	Tiaa Cref Green	Pair Corr
0.67	TGRNX	Tiaa Cref Green	Pair Corr
0.73	TGROX	Tiaa Cref Green	Pair Corr
0.7	TGRLX	Tiaa Cref Green	Pair Corr
0.74	TGRMX	Tiaa Cref Green	Pair Corr
0.65	TIBEX	Tiaa Cref Intl	Pair Corr
0.76	TIBFX	Tiaa Cref Bond	Pair Corr
0.68	TIBNX	Tiaa Cref Intl	Pair Corr
0.7	TIBLX	Tiaa Cref Intl	Pair Corr
0.78	TIBHX	Tiaa Cref Bond	Pair Corr
0.72	TIBUX	Tiaa Cref International	Pair Corr
0.69	TIBVX	Tiaa Cref Intl	Pair Corr

Related Correlations Analysis

	HAIDX	LMEIX	FPTPX	SVSAX	EVFCX	GPTCX	JCLCX	LBISX
HAIDX		0.96	0.97	0.95	0.94	0.96	0.94	0.88	HAIDX
LMEIX	0.96		0.98	0.92	0.94	0.95	0.96	0.81	LMEIX
FPTPX	0.97	0.98		0.96	0.94	0.97	0.96	0.85	FPTPX
SVSAX	0.95	0.92	0.96		0.94	0.98	0.95	0.88	SVSAX
EVFCX	0.94	0.94	0.94	0.94		0.98	0.99	0.79	EVFCX
GPTCX	0.96	0.95	0.97	0.98	0.98		0.99	0.86	GPTCX
JCLCX	0.94	0.96	0.96	0.95	0.99	0.99		0.82	JCLCX
LBISX	0.88	0.81	0.85	0.88	0.79	0.86	0.82		LBISX
	HAIDX	LMEIX	FPTPX	SVSAX	EVFCX	GPTCX	JCLCX	LBISX

Risk-Adjusted Indicators

There is a big difference between TIAA-CREF Mutual Fund performing well and Tiaa-cref Inflation 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 Inflation'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
HAIDX	0.67	0.16	0.20	0.25	0.49	(0.81)	1.32	(1.12)	6.20
LMEIX	0.37	0.04	0.04	0.12	0.39	(0.41)	0.78	(0.76)	3.78
FPTPX	0.28	0.05	0.07	0.18	0.15	(0.33)	0.59	(0.58)	2.76
SVSAX	0.13	0.01	(0.11)	0.11	0.00	(0.16)	0.28	(0.19)	0.75
EVFCX	0.23	0.01	(0.03)	0.07	0.21	(0.30)	0.48	(0.49)	1.36
GPTCX	0.26	0.01	(0.02)	0.07	0.24	(0.30)	0.59	(0.49)	1.50
JCLCX	0.15	0.00	(0.12)	0.02	0.14	(0.19)	0.33	(0.33)	0.89
LBISX	0.75	0.24	0.40	0.24	0.00	(0.99)	1.33	(1.07)	14.68

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Tiaa-cref Inflation Correlations

Tiaa-cref Inflation Correlation With Market

Very weak diversification

Moving together with TIAA-CREF Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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