Tiaa Cref Lifecycle 2015 Fund Volatility

TCLIX Fund

USD 13.31 0.01 0.08%

At this stage we consider Tiaa-cref Mutual Fund to be very steady. Tiaa Cref Lifecycle owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tiaa Cref Lifecycle 2015, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Lifecycle's Standard Deviation of 0.3456, downside deviation of 0.2758, and Risk Adjusted Performance of 0.1289 to confirm if the risk estimate we provide is consistent with the expected return of 0.066%.

Sharpe Ratio = 0.1865

High Returns	Best Equity
Good Returns
Average Returns
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Cash	TCLIX	Average Risk	High Risk	Huge Risk
Negative Returns

Based on monthly moving average Tiaa-cref Lifecycle is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Tiaa-cref Lifecycle by adding it to a well-diversified portfolio.

Key indicators related to Tiaa-cref Lifecycle's volatility include:

30 Days Market Risk

Very steady

Chance Of Distress

Low

30 Days Economic Sensitivity

Slowly supersedes the market

Tiaa-cref Lifecycle Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Tiaa-cref daily returns, and it is calculated using variance and standard deviation. We also use Tiaa-cref's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Tiaa-cref Lifecycle volatility.

Downward market volatility can be a perfect environment for investors who play the long game with Tiaa-cref Lifecycle. They may decide to buy additional shares of Tiaa-cref Lifecycle at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.

Moving together with Tiaa-cref Mutual Fund

0.86	TEDNX	Tiaa Cref Emerging	Pair Corr
0.85	TEDLX	Tiaa Cref Emerging	Pair Corr
0.86	TEDHX	Tiaa Cref Emerging	Pair Corr
0.86	TEDVX	Tiaa Cref Emerging	Pair Corr
0.87	TEDTX	Tiaa Cref Emerging	Pair Corr
0.87	TEDPX	Tiaa Cref Emerging	Pair Corr
0.92	TEIHX	Tiaa Cref Equity	Pair Corr
0.86	TEMLX	Tiaa Cref Emerging	Pair Corr
0.85	TEMHX	Tiaa Cref Emerging	Pair Corr
0.86	TEMVX	Tiaa Cref Emerging	Pair Corr
0.85	TEMSX	Tiaa Cref Emerging	Pair Corr
0.85	TEMPX	Tiaa Cref Emerging	Pair Corr
0.83	TENWX	Tiaa Cref Emerging	Pair Corr
0.83	TEQKX	Tiaa Cref Emerging	Pair Corr
0.83	TEQHX	Tiaa Cref Emerging	Pair Corr
0.93	TEQWX	Tiaa Cref Equity	Pair Corr
0.83	TEQSX	Tiaa Cref Emerging	Pair Corr
0.83	TEQPX	Tiaa Cref Emerging	Pair Corr
0.73	TESHX	Tiaa Cref Short	Pair Corr
0.94	TFITX	Tiaa Cref Lifecycle	Pair Corr
0.94	TFIRX	Tiaa Cref Lifecycle	Pair Corr
0.94	TFIPX	Tiaa Cref Lifecycle	Pair Corr
0.94	TFIHX	Tiaa Cref Lifecycle	Pair Corr
1.0	TFTIX	Tiaa Cref Lifecycle	Pair Corr
1.0	TFTHX	Tiaa Cref Lifecycle	Pair Corr
0.89	TGIHX	Tiaa Cref Growth	Pair Corr
0.89	TGIWX	Tiaa Cref Growth	Pair Corr
0.67	TGRKX	Tiaa Cref Green	Pair Corr
0.68	TGRNX	Tiaa Cref Green	Pair Corr
0.61	TGROX	Tiaa Cref Green	Pair Corr

Tiaa-cref Lifecycle Market Sensitivity And Downside Risk

Tiaa-cref Lifecycle's beta coefficient measures the volatility of Tiaa-cref mutual fund compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Tiaa-cref mutual fund's returns against your selected market. In other words, Tiaa-cref Lifecycle's beta of 0.31 provides an investor with an approximation of how much risk Tiaa-cref Lifecycle mutual fund can potentially add to one of your existing portfolios. Tiaa Cref Lifecycle 2015 exhibits very low volatility with skewness of 2.32 and kurtosis of 12.36. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Tiaa-cref Lifecycle's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Tiaa-cref Lifecycle's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.

Check current 90 days Tiaa-cref Lifecycle correlation with market (Dow Jones Industrial)

0.03

0.31

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3 Months Beta |Analyze Tiaa Cref Lifecycle Demand Trend

Check current 90 days Tiaa-cref Lifecycle correlation with market (Dow Jones Industrial)

Tiaa-cref Lifecycle Volatility and Downside Risk

Tiaa-cref standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Tiaa Cref Lifecycle Mutual Fund Volatility Analysis

Volatility refers to the frequency at which Tiaa-cref Lifecycle fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Tiaa-cref Lifecycle's price changes. Investors will then calculate the volatility of Tiaa-cref Lifecycle's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Tiaa-cref Lifecycle's volatility:

Historical Volatility

This type of fund volatility measures Tiaa-cref Lifecycle's fluctuations based on previous trends. It's commonly used to predict Tiaa-cref Lifecycle's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Tiaa-cref Lifecycle's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Tiaa-cref Lifecycle's to be redeemed at a future date.

Transformation

The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Tiaa Cref Lifecycle high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Tiaa-cref Lifecycle closing price as input.

Tiaa-cref Lifecycle Projected Return Density Against Market

Assuming the 90 days horizon Tiaa-cref Lifecycle has a beta of 0.3061 . This usually implies as returns on the market go up, Tiaa-cref Lifecycle average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Tiaa Cref Lifecycle 2015 will be expected to be much smaller as well.

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Tiaa-cref Lifecycle or TIAA Investments sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Tiaa-cref Lifecycle's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Tiaa-cref fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

Tiaa Cref Lifecycle 2015 has an alpha of 0.0317, implying that it can generate a 0.0317 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).

Predicted Return Density

Returns

Tiaa-cref Lifecycle's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how tiaa-cref mutual fund's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a Tiaa-cref Lifecycle Price Volatility?

Several factors can influence a fund's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

Tiaa-cref Lifecycle Mutual Fund Risk Measures

Assuming the 90 days horizon the coefficient of variation of Tiaa-cref Lifecycle is 536.12. The daily returns are distributed with a variance of 0.13 and standard deviation of 0.35. The mean deviation of Tiaa Cref Lifecycle 2015 is currently at 0.23. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.69

α	Alpha over Dow Jones	0.03	Details
β	Beta against Dow Jones	0.31	Details
σ	Overall volatility	0.35	Details
Ir	Information ratio	-0.09	Details

Tiaa-cref Lifecycle Mutual Fund Return Volatility

Tiaa-cref Lifecycle historical daily return volatility represents how much of Tiaa-cref Lifecycle fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.3536% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.6908% volatility on return distribution over the 90 days horizon.

Performance

Timeline

Related Correlations Analysis

	TEDNX	TEDLX	TEDHX	TEDVX	TEDTX	TEDPX	TEIHX	TEMLX	TEMHX	TEMVX
TEDNX		1.0	1.0	1.0	1.0	1.0	0.85	0.71	0.71	0.72	TEDNX
TEDLX	1.0		1.0	1.0	1.0	1.0	0.84	0.7	0.7	0.71	TEDLX
TEDHX	1.0	1.0		1.0	1.0	1.0	0.84	0.71	0.71	0.72	TEDHX
TEDVX	1.0	1.0	1.0		1.0	1.0	0.84	0.71	0.71	0.72	TEDVX
TEDTX	1.0	1.0	1.0	1.0		1.0	0.85	0.72	0.72	0.73	TEDTX
TEDPX	1.0	1.0	1.0	1.0	1.0		0.85	0.71	0.71	0.72	TEDPX
TEIHX	0.85	0.84	0.84	0.84	0.85	0.85		0.79	0.8	0.8	TEIHX
TEMLX	0.71	0.7	0.71	0.71	0.72	0.71	0.79		1.0	1.0	TEMLX
TEMHX	0.71	0.7	0.71	0.71	0.72	0.71	0.8	1.0		1.0	TEMHX
TEMVX	0.72	0.71	0.72	0.72	0.73	0.72	0.8	1.0	1.0		TEMVX
	TEDNX	TEDLX	TEDHX	TEDVX	TEDTX	TEDPX	TEIHX	TEMLX	TEMHX	TEMVX

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
TEDNX	0.11	0.04	(0.32)	0.60	0.00	(0.19)	0.23	(0.11)	0.67
TEDLX	0.11	0.03	(0.36)	0.59	0.00	(0.19)	0.22	(0.11)	0.78
TEDHX	0.11	0.04	(0.32)	0.68	0.00	(0.18)	0.22	(0.11)	0.78
TEDVX	0.11	0.04	(0.34)	0.66	0.00	(0.17)	0.22	(0.11)	0.78
TEDTX	0.10	0.04	(0.34)	0.73	0.00	(0.19)	0.22	(0.11)	0.78
TEDPX	0.11	0.04	(0.35)	0.70	0.00	(0.18)	0.22	(0.11)	0.78
TEIHX	0.52	0.01	(0.01)	0.10	0.62	(0.53)	1.13	(1.13)	3.18
TEMLX	0.64	0.12	0.12	0.28	0.46	(0.80)	1.46	(1.00)	3.50
TEMHX	0.66	0.12	0.12	0.27	0.46	(0.82)	1.56	(0.90)	3.63
TEMVX	0.65	0.12	0.12	0.28	0.45	(0.81)	1.46	(0.99)	3.60

About Tiaa-cref Lifecycle Volatility

Volatility is a rate at which the price of Tiaa-cref Lifecycle or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Tiaa-cref Lifecycle may increase or decrease. In other words, similar to Tiaa-cref's beta indicator, it measures the risk of Tiaa-cref Lifecycle and helps estimate the fluctuations that may happen in a short period of time. So if prices of Tiaa-cref Lifecycle fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.

The fund is a fund of funds that invests in Class W or Class R6 shares of other Nuveen mutual funds and in other investment pools or investment products, including other funds or exchange-traded funds advised by the funds investment adviser, Teachers Advisors, LLC , or its affiliates .

Tiaa-cref Lifecycle's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Tiaa-cref Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Tiaa-cref Lifecycle's price varies over time.

3 ways to utilize Tiaa-cref Lifecycle's volatility to invest better

Higher Tiaa-cref Lifecycle's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Tiaa Cref Lifecycle fund is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Tiaa Cref Lifecycle fund volatility can provide helpful information for making investment decisions in the following ways:

Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Tiaa Cref Lifecycle investment. A higher volatility means higher risk and potentially larger changes in value.
Identifying Opportunities: High volatility in Tiaa-cref Lifecycle's fund can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
Diversification: Understanding how the volatility of Tiaa-cref Lifecycle's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

Tiaa-cref Lifecycle Investment Opportunity

Dow Jones Industrial has a standard deviation of returns of 0.69 and is 1.97 times more volatile than Tiaa Cref Lifecycle 2015. 3 percent of all equities and portfolios are less risky than Tiaa-cref Lifecycle. You can use Tiaa Cref Lifecycle 2015 to enhance the returns of your portfolios. The mutual fund experiences a normal upward fluctuation. Check odds of Tiaa-cref Lifecycle to be traded at $13.98 in 90 days.

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.

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Tiaa-cref Lifecycle Additional Risk Indicators

The analysis of Tiaa-cref Lifecycle's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Tiaa-cref Lifecycle's investment and either accepting that risk or mitigating it. Along with some common measures of Tiaa-cref Lifecycle mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

	Risk Adjusted Performance	0.1289
	Market Risk Adjusted Performance	0.2037
	Mean Deviation	0.2263
	Downside Deviation	0.2758
	Coefficient Of Variation	498.73
	Standard Deviation	0.3456
	Variance	0.1195

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Tiaa-cref Lifecycle Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

	Alphabet vs. Tiaa-cref Lifecycle
	Dupont De vs. Tiaa-cref Lifecycle
	GM vs. Tiaa-cref Lifecycle
	Citigroup vs. Tiaa-cref Lifecycle
	Microsoft vs. Tiaa-cref Lifecycle
	Ford vs. Tiaa-cref Lifecycle
	Visa vs. Tiaa-cref Lifecycle

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Tiaa-cref Lifecycle as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Tiaa-cref Lifecycle's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Tiaa-cref Lifecycle's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Tiaa Cref Lifecycle 2015.

Other Information on Investing in Tiaa-cref Mutual Fund

Tiaa-cref Lifecycle 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 Lifecycle security.

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