Tiaa-cref Lifecycle Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Lifecycle Index
TLFIX Fund  USD 18.14  0.03  0.17%   
The current 90-days correlation between Tiaa Cref Lifecycle and Tiaa Cref Emerging Markets is 0.38 (i.e., Weak 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

Very poor diversification

The correlation between Tiaa Cref Lifecycle Index and DJI is 0.88 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Lifecycle Index 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 Index. 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

  0.91TEDNX Tiaa Cref EmergingPairCorr
  0.91TEDLX Tiaa Cref EmergingPairCorr
  0.92TEDHX Tiaa Cref EmergingPairCorr
  0.91TEDVX Tiaa Cref EmergingPairCorr
  0.91TEDTX Tiaa Cref EmergingPairCorr
  0.92TEDPX Tiaa Cref EmergingPairCorr
  0.88TEIHX Tiaa Cref EquityPairCorr
  0.87TEMLX Tiaa Cref EmergingPairCorr
  0.87TEMHX Tiaa Cref EmergingPairCorr
  0.87TEMVX Tiaa Cref EmergingPairCorr
  0.86TEMSX Tiaa Cref EmergingPairCorr
  0.87TEMPX Tiaa Cref EmergingPairCorr
  0.86TENWX Tiaa Cref EmergingPairCorr
  0.86TEQPX Tiaa Cref EmergingPairCorr
  0.73TESHX Tiaa Cref ShortPairCorr
  0.69TFIRX Tiaa Cref LifecyclePairCorr
  0.92TFIPX Tiaa Cref LifecyclePairCorr
  0.92TFIHX Tiaa Cref LifecyclePairCorr
  1.0TFTIX Tiaa Cref LifecyclePairCorr
  0.89TGIHX Tiaa Cref GrowthPairCorr
  0.89TGIWX Tiaa Cref GrowthPairCorr
  0.72TGRKX Tiaa Cref GreenPairCorr
  0.74TGRNX Tiaa Cref GreenPairCorr
  0.69TGROX Tiaa Cref GreenPairCorr
  0.7TGRLX Tiaa Cref GreenPairCorr
  0.69TGRMX Tiaa Cref GreenPairCorr
  0.94THCVX Tiaa-cref Large-capPairCorr
  0.67TIBEX Tiaa Cref IntlPairCorr
  0.63TIBNX Tiaa Cref IntlPairCorr
  0.62TIBLX Tiaa Cref IntlPairCorr
  0.72TIBUX Tiaa Cref InternationalPairCorr
  0.68TIBVX Tiaa Cref IntlPairCorr
  0.61TIDPX Tiaa Cref BondPairCorr
  0.7TIBWX Tiaa Cref IntlPairCorr
  0.91TICHX Tiaa Cref SocialPairCorr
  0.94TIEHX Tiaa Cref InternationalPairCorr
  0.94TIEWX Tiaa Cref InternationalPairCorr
  0.89TIHHX Tiaa Cref HighPairCorr

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  0.11  0.03 (0.13) 0.52  0.00 
(0.16)
 0.22 
(0.11)
 0.66 
TEDLX  0.10  0.03 (0.12) 0.55  0.00 
(0.16)
 0.22 
(0.11)
 0.55 
TEDHX  0.10  0.03 (0.12) 0.56  0.00 
(0.16)
 0.22 
(0.22)
 0.55 
TEDVX  0.10  0.04 (0.11) 0.67  0.00 
(0.15)
 0.22 
(0.11)
 0.55 
TEDTX  0.10  0.03 (0.11) 0.65  0.00 
(0.16)
 0.22 
(0.11)
 0.55 
TEDPX  0.10  0.04 (0.11) 0.64  0.00 
(0.16)
 0.22 
(0.11)
 0.55 
TEIHX  0.55 (0.02)(0.05) 0.03  0.76 
(0.57)
 1.13 
(1.58)
 3.73 
TEMLX  0.70  0.13  0.12  0.27  0.59 
(0.82)
 1.50 
(1.22)
 4.62 
TEMHX  0.71  0.13  0.12  0.26  0.61 
(0.81)
 1.50 
(1.30)
 4.70 
TEMVX  0.70  0.13  0.13  0.27  0.57 
(0.83)
 1.49 
(1.22)
 4.61 

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