Tiaa-cref Lifecycle Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Lifecycle 2050
TCLPX Fund  USD 15.86  0.04  0.25%   
The current 90-days correlation between Tiaa Cref Lifecycle and Tiaa Cref Emerging Markets is -0.12 (i.e., Good 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

Almost no diversification

The correlation between Tiaa Cref Lifecycle 2050 and DJI is 0.91 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Lifecycle 2050 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 2050. 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 american community survey.

Moving together with Tiaa-cref Mutual Fund

  0.96TEDNX Tiaa Cref EmergingPairCorr
  0.96TEDLX Tiaa Cref EmergingPairCorr
  0.96TEDHX Tiaa Cref EmergingPairCorr
  0.96TEDVX Tiaa Cref EmergingPairCorr
  0.96TEDTX Tiaa Cref EmergingPairCorr
  0.97TEDPX Tiaa Cref EmergingPairCorr
  0.98TEIHX Tiaa Cref EquityPairCorr
  0.99TEMLX Tiaa Cref Emerging Steady GrowthPairCorr
  0.98TEMHX Tiaa Cref Emerging Steady GrowthPairCorr
  0.98TEMVX Tiaa Cref Emerging Steady GrowthPairCorr
  0.98TEMRX Tiaa Cref Emerging Steady GrowthPairCorr
  0.99TEMSX Tiaa Cref Emerging Steady GrowthPairCorr
  0.99TEMPX Tiaa Cref Emerging Steady GrowthPairCorr
  0.99TENWX Tiaa Cref EmergingPairCorr
  0.99TEQLX Tiaa Cref EmergingPairCorr
  0.98TEQKX Tiaa Cref EmergingPairCorr
  0.98TEQHX Tiaa Cref EmergingPairCorr
  1.0TEQWX Tiaa Cref EquityPairCorr
  0.98TEQSX Tiaa Cref EmergingPairCorr
  0.99TEQPX Tiaa Cref EmergingPairCorr
  0.8TESHX Tiaa Cref ShortPairCorr
  1.0TFITX Tiaa Cref LifecyclePairCorr
  1.0TFIRX Tiaa Cref LifecyclePairCorr
  1.0TFIPX Tiaa Cref LifecyclePairCorr
  1.0TFIHX Tiaa Cref LifecyclePairCorr
  1.0TFTIX Tiaa Cref LifecyclePairCorr
  1.0TFTHX Tiaa Cref LifecyclePairCorr
  0.98TGIHX Tiaa Cref GrowthPairCorr
  0.98TGIWX Tiaa Cref GrowthPairCorr
  0.83TGRKX Tiaa Cref GreenPairCorr
  0.82TGRNX Tiaa Cref GreenPairCorr
  0.82TGROX Tiaa Cref GreenPairCorr
  0.83TGRLX Tiaa Cref GreenPairCorr
  0.81TGRMX Tiaa Cref GreenPairCorr
  0.99THCVX Tiaa Cref LargePairCorr
  0.71TIBDX Tiaa Cref BondPairCorr
  0.86TIBEX Tiaa Cref IntlPairCorr
  0.7TIBFX Tiaa Cref BondPairCorr
  0.85TIBNX Tiaa Cref IntlPairCorr
  0.85TIBLX Tiaa Cref IntlPairCorr

Related Correlations Analysis

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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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
TEDNX  0.17  0.09 (0.25)(1.99) 0.00 
(0.26)
 0.48 
(0.24)
 1.07 
TEDLX  0.17  0.09 (0.26)(3.72) 0.00 
(0.27)
 0.48 
(0.24)
 0.96 
TEDHX  0.16  0.09 (0.31)(2.46) 0.00 
(0.24)
 0.46 
(0.23)
 0.96 
TEDVX  0.16  0.09 (0.26)(2.22) 0.00 
(0.25)
 0.58 
(0.24)
 0.96 
TEDTX  0.17  0.09 (0.27)(2.57) 0.00 
(0.27)
 0.48 
(0.23)
 0.96 
TEDPX  0.16  0.09 (0.28)(4.04) 0.00 
(0.25)
 0.36 
(0.23)
 1.08 
TEIHX  0.67  0.25  0.11 (2.69) 0.54 
(0.76)
 2.07 
(1.16)
 5.02 
TEMLX  0.57  0.20  0.18  0.57  0.05 
(0.78)
 1.57 
(1.00)
 4.39 
TEMHX  0.58  0.27  0.19 (10.87) 0.13 
(0.77)
 1.57 
(1.07)
 4.39 
TEMVX  0.58  0.27  0.19 (12.01) 0.00 
(0.79)
 1.56 
(1.06)
 4.26 

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