Tiaa-cref Lifecycle Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Lifecycle 2015
TCLIX Fund  USD 13.31  0.01  0.08%   
The current 90-days correlation between Tiaa Cref Lifecycle and Tiaa Cref Emerging Markets is 0.19 (i.e., Average diversification). The correlation of Tiaa-cref Lifecycle 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 Lifecycle Correlation With Market

Poor diversification

The correlation between Tiaa Cref Lifecycle 2015 and DJI is 0.61 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Lifecycle 2015 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 Lifecycle 2015. 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 gross domestic product.

Moving together with Tiaa-cref Mutual Fund

  0.69TEDNX Tiaa Cref EmergingPairCorr
  0.68TEDLX Tiaa Cref EmergingPairCorr
  0.69TEDHX Tiaa Cref EmergingPairCorr
  0.68TEDVX Tiaa Cref EmergingPairCorr
  0.69TEDTX Tiaa Cref EmergingPairCorr
  0.69TEDPX Tiaa Cref EmergingPairCorr
  0.7TEIHX Tiaa Cref EquityPairCorr
  0.62TEMLX Tiaa Cref EmergingPairCorr
  0.62TEMHX Tiaa Cref EmergingPairCorr
  0.62TEMVX Tiaa Cref EmergingPairCorr
  0.85TEMSX Tiaa Cref EmergingPairCorr
  0.83TENWX Tiaa Cref EmergingPairCorr
  0.83TEQKX Tiaa Cref EmergingPairCorr
  0.7TEQWX Tiaa Cref EquityPairCorr
  0.68TFIPX Tiaa Cref LifecyclePairCorr
  0.71TFIHX Tiaa Cref LifecyclePairCorr
  0.76TFTIX Tiaa Cref LifecyclePairCorr
  1.0TFTHX Tiaa Cref LifecyclePairCorr
  0.89TGIHX Tiaa Cref GrowthPairCorr
  0.72TGIWX Tiaa Cref GrowthPairCorr
  0.67TGRKX Tiaa Cref GreenPairCorr
  0.61TGROX Tiaa Cref GreenPairCorr
  0.68TGRLX Tiaa Cref GreenPairCorr
  0.93THCVX Tiaa-cref Large-capPairCorr
  0.92TICHX Tiaa Cref SocialPairCorr
  0.92TIEHX Tiaa Cref InternationalPairCorr

Related Correlations Analysis


Risk-Adjusted Indicators

There is a big difference between Tiaa-cref Mutual Fund performing well and Tiaa-cref Lifecycle 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 Lifecycle'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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
TEDNX  0.10  0.02 (0.40) 0.42  0.00 
(0.17)
 0.22 
(0.11)
 0.67 
TEDLX  0.10  0.02 (0.43) 0.49  0.00 
(0.18)
 0.22 
(0.11)
 0.78 
TEDHX  0.10  0.02 (0.38) 0.42  0.00 
(0.17)
 0.22 
(0.11)
 0.78 
TEDVX  0.10  0.03 (0.42) 0.42  0.00 
(0.15)
 0.22 
(0.11)
 0.78 
TEDTX  0.09  0.02 (0.40) 0.45  0.00 
(0.18)
 0.22 
(0.11)
 0.78 
TEDPX  0.10  0.02 (0.42) 0.44  0.00 
(0.17)
 0.22 
(0.11)
 0.78 
TEIHX  0.52  0.05 (0.03) 0.33  0.63 
(0.53)
 1.13 
(1.13)
 3.18 
TEMLX  0.62  0.13  0.07  0.85  0.47 
(0.78)
 1.40 
(0.89)
 3.49 
TEMHX  0.63  0.12  0.07  0.78  0.48 
(0.79)
 1.40 
(0.89)
 3.63 
TEMVX  0.62  0.13  0.07  0.82  0.46 
(0.79)
 1.40 
(0.99)
 3.53 

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