Tiaa-cref Lifestyle Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Lifestyle Moderate
TSMHX Fund  USD 15.64  0.01  0.06%   
The current 90-days correlation between Tiaa Cref Lifestyle and Tiaa Cref Emerging Markets is 0.28 (i.e., Modest diversification). The correlation of Tiaa-cref Lifestyle 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 Lifestyle Correlation With Market

Good diversification

The correlation between Tiaa Cref Lifestyle Moderate and DJI is -0.06 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Lifestyle Moderate 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 Lifestyle Moderate. 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 rate.

Moving together with Tiaa-cref Mutual Fund

  0.63TEDNX Tiaa Cref EmergingPairCorr
  0.64TEDLX Tiaa Cref EmergingPairCorr
  0.64TEDHX Tiaa Cref EmergingPairCorr
  0.63TEDVX Tiaa Cref EmergingPairCorr
  0.64TEDTX Tiaa Cref EmergingPairCorr
  0.64TEDPX Tiaa Cref EmergingPairCorr
  0.67TEMLX Tiaa Cref Emerging Steady GrowthPairCorr
  0.99TEMHX Tiaa Cref Emerging Steady GrowthPairCorr
  0.99TEMSX Tiaa Cref Emerging Steady GrowthPairCorr
  0.99TEQLX Tiaa Cref EmergingPairCorr
  0.63TEQWX Tiaa Cref EquityPairCorr
  0.64TFITX Tiaa Cref LifecyclePairCorr
  1.0TFIRX Tiaa Cref LifecyclePairCorr
  1.0TFIHX Tiaa Cref LifecyclePairCorr
  1.0TFTIX Tiaa Cref LifecyclePairCorr
  1.0TFTHX Tiaa Cref LifecyclePairCorr
  0.99TGIHX Tiaa Cref GrowthPairCorr
  0.85TGRMX Tiaa Cref GreenPairCorr
  0.99THCVX Tiaa Cref LargePairCorr
  0.88TIBEX Tiaa Cref IntlPairCorr
  0.75TIBFX Tiaa Cref BondPairCorr
  0.88TIBNX Tiaa Cref IntlPairCorr
  0.75TIBHX Tiaa Cref BondPairCorr
  0.89TIBVX Tiaa Cref IntlPairCorr
  0.89TIBWX Tiaa Cref IntlPairCorr
  0.99TICHX Tiaa Cref SocialPairCorr
  1.0TIEIX Tiaa Cref EquityPairCorr

Related Correlations Analysis

Click cells to compare fundamentals   Check Volatility   Backtest Portfolio

Risk-Adjusted Indicators

There is a big difference between Tiaa-cref Mutual Fund performing well and Tiaa-cref Lifestyle 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 Lifestyle'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 (0.28) 0.97  0.00 
(0.26)
 0.47 
(0.23)
 1.07 
TEDLX  0.17  0.07 (0.29) 1.44  0.00 
(0.27)
 0.48 
(0.23)
 0.96 
TEDHX  0.16  0.06 (0.35) 0.87  0.00 
(0.24)
 0.46 
(0.23)
 0.96 
TEDVX  0.16  0.07 (0.30) 1.13  0.00 
(0.25)
 0.58 
(0.23)
 0.96 
TEDTX  0.17  0.07 (0.31) 1.05  0.00 
(0.27)
 0.48 
(0.23)
 0.96 
TEDPX  0.16  0.07 (0.32) 1.16  0.00 
(0.25)
 0.36 
(0.23)
 1.08 
TEIHX  0.58  0.18  0.18  0.43  0.00 
(0.71)
 1.56 
(0.80)
 5.02 
TEMLX  0.52  0.26  0.20 (17.79) 0.00 
(0.74)
 1.29 
(0.69)
 4.39 
TEMHX  0.58  0.27  0.19 (10.87) 0.13 
(0.77)
 1.57 
(1.07)
 4.39 
TEMVX  0.54  0.21  0.21  0.65  0.00 
(0.76)
 1.39 
(0.68)
 4.26 

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