Tiaa Cref Bond Fund Market Value
| TIDRX Fund | USD 9.53 0.01 0.10% |
| Symbol | Tiaa-cref |
Tiaa-cref Bond 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tiaa-cref Bond's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tiaa-cref Bond.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Tiaa-cref Bond on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Bond Fund or generate 0.0% return on investment in Tiaa-cref Bond over 90 days. Tiaa-cref Bond is related to or competes with Columbia Convertible, Lord Abbett, Rational/pier, Miller Convertible, Absolute Convertible, Gamco Global, and Harbor Convertible. For these purposes, bonds include fixed-income securities of all types More
Tiaa-cref Bond Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tiaa-cref Bond's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tiaa Cref Bond Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1968 | |||
| Information Ratio | (0.36) | |||
| Maximum Drawdown | 0.6374 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.3168 |
Tiaa-cref Bond Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Bond's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Bond's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Bond historical prices to predict the future Tiaa-cref Bond's volatility.| Risk Adjusted Performance | 0.0508 | |||
| Jensen Alpha | 0.0097 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | (1.29) |
Tiaa-cref Bond February 22, 2026 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 | 0.0508 | |||
| Market Risk Adjusted Performance | (1.28) | |||
| Mean Deviation | 0.1294 | |||
| Downside Deviation | 0.1968 | |||
| Coefficient Of Variation | 894.29 | |||
| Standard Deviation | 0.1715 | |||
| Variance | 0.0294 | |||
| Information Ratio | (0.36) | |||
| Jensen Alpha | 0.0097 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.31) | |||
| Treynor Ratio | (1.29) | |||
| Maximum Drawdown | 0.6374 | |||
| Value At Risk | (0.21) | |||
| Potential Upside | 0.3168 | |||
| Downside Variance | 0.0387 | |||
| Semi Variance | (0) | |||
| Expected Short fall | (0.21) | |||
| Skewness | 0.085 | |||
| Kurtosis | 0.3037 |
Tiaa Cref Bond Backtested Returns
At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa Cref Bond owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the fund had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Tiaa Cref Bond Fund, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Bond's Downside Deviation of 0.1968, risk adjusted performance of 0.0508, and Standard Deviation of 0.1715 to confirm if the risk estimate we provide is consistent with the expected return of 0.0192%. The entity has a beta of -0.0071, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Tiaa-cref Bond are expected to decrease at a much lower rate. During the bear market, Tiaa-cref Bond is likely to outperform the market.
Auto-correlation | 0.35 |
Below average predictability
Tiaa Cref Bond Fund has below average predictability. Overlapping area represents the amount of predictability between Tiaa-cref Bond time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tiaa Cref Bond price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Tiaa-cref Bond price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Tiaa-cref Mutual Fund
Tiaa-cref Bond financial ratios help investors to determine whether Tiaa-cref Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Tiaa-cref with respect to the benefits of owning Tiaa-cref Bond security.
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