Tiaa-cref Lifestyle Risk Adjusted Performance
TSILX Fund | USD 10.89 0.03 0.28% |
Tiaa-cref |
| = | 0.0202 |
ER[a] | = | Expected return on investing in Tiaa-cref Lifestyle |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
Tiaa-cref Lifestyle Risk Adjusted Performance Peers Comparison
Tiaa-cref Risk Adjusted Performance Relative To Other Indicators
Tiaa Cref Lifestyle Income is rated below average in risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 68.64 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Tiaa Cref Lifestyle Income is roughly 68.64
Risk Adjusted Performance |
Compare Tiaa-cref Lifestyle to Peers |
Thematic Opportunities
Explore Investment Opportunities
Tiaa-cref Lifestyle Technical Signals
All Tiaa-cref Lifestyle 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 | 0.0202 | |||
Market Risk Adjusted Performance | 0.2589 | |||
Mean Deviation | 0.1581 | |||
Semi Deviation | 0.18 | |||
Downside Deviation | 0.2873 | |||
Coefficient Of Variation | 1840.46 | |||
Standard Deviation | 0.2372 | |||
Variance | 0.0563 | |||
Information Ratio | (0.37) | |||
Jensen Alpha | 0.0018 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.30) | |||
Treynor Ratio | 0.2489 | |||
Maximum Drawdown | 1.39 | |||
Value At Risk | (0.37) | |||
Potential Upside | 0.463 | |||
Downside Variance | 0.0825 | |||
Semi Variance | 0.0324 | |||
Expected Short fall | (0.21) | |||
Skewness | (0.14) | |||
Kurtosis | 3.29 |