Tiaa Cref Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Lifecycle Index
TLQRX Fund  USD 22.70  0.02  0.09%   
The current 90-days correlation between Tiaa Cref Lifecycle and Tiaa Cref Emerging Markets is 0.62 (i.e., Poor diversification). The correlation of Tiaa Cref 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 Correlation With Market

Very poor diversification

The correlation between Tiaa Cref Lifecycle Index and DJI is 0.86 (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 metropolitan statistical area.

Moving together with Tiaa Mutual Fund

  0.98TEDNX Tiaa Cref EmergingPairCorr
  0.98TEDLX Tiaa Cref EmergingPairCorr
  0.98TEDHX Tiaa Cref EmergingPairCorr
  0.98TEDVX Tiaa Cref EmergingPairCorr
  0.98TEDTX Tiaa Cref EmergingPairCorr
  0.72TEDPX Tiaa Cref EmergingPairCorr
  0.99TEIHX Tiaa Cref EquityPairCorr
  0.98TEMLX Tiaa Cref EmergingPairCorr
  0.98TEMHX Tiaa Cref EmergingPairCorr
  0.98TEMVX Tiaa Cref EmergingPairCorr
  0.98TEMRX Tiaa Cref EmergingPairCorr
  0.98TEMSX Tiaa Cref EmergingPairCorr
  0.98TEMPX Tiaa Cref EmergingPairCorr
  0.99TENWX Tiaa Cref EmergingPairCorr
  0.99TEQLX Tiaa Cref EmergingPairCorr
  0.99TEQKX Tiaa Cref EmergingPairCorr
  0.99TEQHX Tiaa Cref EmergingPairCorr
  0.99TEQWX Tiaa Cref EquityPairCorr
  0.99TEQSX Tiaa Cref EmergingPairCorr
  0.99TEQPX Tiaa Cref EmergingPairCorr
  0.84TESHX 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
  0.99TGIHX Tiaa Cref GrowthPairCorr
  0.99TGIWX Tiaa Cref GrowthPairCorr
  0.64TGRKX Tiaa Cref GreenPairCorr
  0.86TGRNX Tiaa Cref GreenPairCorr
  0.86TGROX Tiaa Cref GreenPairCorr
  0.87TGRLX Tiaa Cref GreenPairCorr
  0.86TGRMX Tiaa Cref GreenPairCorr
  0.99THCVX Tiaa Cref LargePairCorr
  0.76TIBDX Tiaa Cref BondPairCorr
  0.89TIBEX Tiaa Cref IntlPairCorr
  0.76TIBFX Tiaa Cref BondPairCorr
  0.89TIBNX Tiaa Cref IntlPairCorr
  0.89TIBLX Tiaa Cref IntlPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Tiaa Mutual Fund performing well and Tiaa Cref 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'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  0.07 (0.23) 0.81  0.00 
(0.26)
 0.48 
(0.24)
 1.07 
TEDLX  0.17  0.07 (0.23) 1.06  0.00 
(0.27)
 0.48 
(0.24)
 0.96 
TEDHX  0.16  0.07 (0.28) 0.89  0.00 
(0.24)
 0.46 
(0.23)
 0.96 
TEDVX  0.16  0.08 (0.23) 0.92  0.00 
(0.25)
 0.58 
(0.24)
 0.96 
TEDTX  0.17  0.07 (0.25) 0.87  0.00 
(0.27)
 0.48 
(0.23)
 0.96 
TEDPX  0.16  0.07 (0.28) 1.85  0.00 
(0.25)
 0.36 
(0.23)
 1.08 
TEIHX  0.67  0.12  0.11  0.26  0.54 
(0.76)
 2.07 
(1.16)
 5.02 
TEMLX  0.56  0.20  0.19  0.56  0.07 
(0.78)
 1.57 
(1.00)
 4.39 
TEMHX  0.58  0.20  0.19  0.54  0.13 
(0.77)
 1.57 
(1.07)
 4.39 
TEMVX  0.58  0.21  0.20  0.56  0.00 
(0.79)
 1.56 
(1.06)
 4.26 

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