Tiaa Cref market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Tiaa Cref Equity Index 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
Tiaa
Tiaa Cref Equity Index has current Market Risk Adjusted Performance of 0.1364.
MRAP
=
ER[a] + (1/BETA - 1)
X
ER[a] - RFR)
=
0.1364
ER[a]
=
Expected return on investing in Tiaa Cref
RFR
=
Risk Free Rate of return. Typically T-Bill Rate
BETA
=
Beta of the asset with market or selected benchmark.
Tiaa Market Risk Adjusted Performance Relative To Other Indicators
Tiaa Cref Equity Index is rated fifth largest fund in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 35.01 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Tiaa Cref Equity Index is roughly 35.01
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