Tiaa-cref Lifecycle Correlations

TLIRX Fund

USD 11.63 0.03 0.26%

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

Good diversification

The correlation between Tiaa Cref Lifecycle Retirement and DJI is -0.07 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Lifecycle Retirement 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 Retirement. 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 metropolitan statistical area.

Moving together with Tiaa-cref Mutual Fund

0.77	TIIHX	Tiaa Cref Inflation	Pair Corr
0.96	TIIEX	Tiaa Cref International	Pair Corr
0.98	TIISX	Tiaa Cref Intl	Pair Corr
0.98	TIIRX	Tiaa Cref Growth	Pair Corr
0.74	TIILX	Tiaa Cref Inflation	Pair Corr
0.75	TIIWX	Tiaa Cref Inflation	Pair Corr
0.92	TISIX	Tiaa Cref Short	Pair Corr
0.76	TIREX	Tiaa Cref Real	Pair Corr
1.0	TLSHX	Tiaa Cref Lifestyle	Pair Corr
0.98	TPISX	Tiaa Cref Intl	Pair Corr
0.99	TRCIX	Tiaa Cref Lifecycle	Pair Corr
0.99	TRCPX	Tiaa Cref Large	Pair Corr
0.99	TRCVX	Tiaa Cref Large	Pair Corr
1.0	TSCTX	Tiaa Cref Lifestyle	Pair Corr
0.79	TCREX	Tiaa Cref Real	Pair Corr
0.96	VWINX	Vanguard Wellesley Income	Pair Corr
0.98	VWIAX	Vanguard Wellesley Income	Pair Corr
0.99	BKMIX	Blackrock Multi Asset	Pair Corr
0.98	HBLTX	Hartford Balanced	Pair Corr
0.97	HBLRX	Hartford Balanced	Pair Corr
0.97	HBLSX	Hartford Balanced	Pair Corr
0.97	HBLVX	Hartford Balanced	Pair Corr
0.97	HBLYX	Hartford Balanced	Pair Corr
0.97	HBLCX	Hartford Balanced	Pair Corr
0.98	HBLIX	Hartford Balanced	Pair Corr
0.77	NHS	Neuberger Berman High	Pair Corr
0.97	PSILX	Spectrum International	Pair Corr
0.97	VMCIX	Vanguard Mid Cap	Pair Corr
0.95	IAF	Aberdeen Australia	Pair Corr
0.96	TEQAX	Touchstone Sustainability	Pair Corr
0.99	PBHAX	Prudential High Yield	Pair Corr
0.94	VMNVX	Vanguard Global Minimum	Pair Corr
0.68	OCMAX	Ocm Mutual Fund	Pair Corr
0.85	PCMBX	California Intermediate	Pair Corr
0.98	WAYRX	Western Asset High	Pair Corr
0.98	IISPX	Voya Solution 2055	Pair Corr
0.93	XWDIX	Western Asset Diversified	Pair Corr
0.92	RYPIX	Transportation Fund	Pair Corr
0.87	DLY	Doubleline Yield Opp	Pair Corr

Related Correlations Analysis

	GTHCX	DLRHX	HIAHX	FACTX	HGHYX	ECHSX	HHCZX
GTHCX		0.68	0.52	0.58	0.51	0.88	0.39	GTHCX
DLRHX	0.68		0.67	0.72	0.67	0.65	0.46	DLRHX
HIAHX	0.52	0.67		0.92	1.0	0.61	-0.13	HIAHX
FACTX	0.58	0.72	0.92		0.92	0.6	0.17	FACTX
HGHYX	0.51	0.67	1.0	0.92		0.61	-0.14	HGHYX
ECHSX	0.88	0.65	0.61	0.6	0.61		0.2	ECHSX
HHCZX	0.39	0.46	-0.13	0.17	-0.14	0.2		HHCZX
	GTHCX	DLRHX	HIAHX	FACTX	HGHYX	ECHSX	HHCZX

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

HGHYX	+ 1.0	HIAHX
FACTX	+ 0.92	HIAHX
HGHYX	+ 0.92	FACTX
ECHSX	+ 0.88	GTHCX
FACTX	+ 0.72	DLRHX
DLRHX	+ 0.68	GTHCX

High negative correlations

HHCZX	- 0.14	HGHYX
HHCZX	- 0.13	HIAHX

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
GTHCX	0.77	(0.11)	(0.12)	(0.01)	1.12	(0.69)	1.54	(1.81)	4.20
DLRHX	0.95	0.11	(0.04)	(0.31)	1.28	(1.01)	1.87	(2.10)	5.88
HIAHX	0.93	(0.02)	0.00	0.21	0.00	0.00	1.72	(2.32)	5.31
FACTX	0.83	0.00	(0.10)	0.20	1.33	(0.76)	1.62	(2.58)	5.38
HGHYX	0.93	(0.02)	0.00	0.22	0.00	0.00	1.78	(2.37)	5.38
ECHSX	0.87	(0.13)	0.00	(0.03)	0.00	0.00	1.72	(2.19)	4.86
HHCZX	0.18	0.04	(0.32)	0.35	0.00	(0.23)	0.43	(0.35)	1.03

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