Tiaa-cref Lifestyle Correlations

TSMPX Fund

USD 15.80 0.02 0.13%

The current 90-days correlation between Tiaa Cref Lifestyle and The Hartford Inflation is 0.23 (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 american community survey.

Moving together with Tiaa-cref Mutual Fund

0.97	TEDNX	Tiaa Cref Emerging	Pair Corr
0.97	TEDVX	Tiaa Cref Emerging	Pair Corr
0.98	TEDTX	Tiaa Cref Emerging	Pair Corr
0.98	TEDPX	Tiaa Cref Emerging	Pair Corr
0.98	TEMVX	Tiaa Cref Emerging	Pair Corr
0.84	TGRKX	Tiaa Cref Green	Pair Corr
0.88	TIBVX	Tiaa Cref Intl	Pair Corr

Related Correlations Analysis

	HIPAX	HIPCX	APISX	LFTAX	ANBIX	BPRIX	LIFAX
HIPAX		0.99	0.93	0.85	0.98	0.94	0.95	HIPAX
HIPCX	0.99		0.92	0.82	0.98	0.93	0.95	HIPCX
APISX	0.93	0.92		0.8	0.95	0.96	0.87	APISX
LFTAX	0.85	0.82	0.8		0.82	0.81	0.85	LFTAX
ANBIX	0.98	0.98	0.95	0.82		0.93	0.95	ANBIX
BPRIX	0.94	0.93	0.96	0.81	0.93		0.9	BPRIX
LIFAX	0.95	0.95	0.87	0.85	0.95	0.9		LIFAX
	HIPAX	HIPCX	APISX	LFTAX	ANBIX	BPRIX	LIFAX

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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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
HIPAX	0.17	0.04	(0.49)	(2.54)	0.00	(0.21)	0.30	(0.40)	1.10
HIPCX	0.17	0.04	(0.51)	(6.44)	0.05	(0.19)	0.31	(0.31)	1.14
APISX	0.11	0.02	(0.65)	(0.67)	0.00	(0.13)	0.19	(0.19)	0.86
LFTAX	0.29	0.05	(0.26)	2.11	0.22	(0.36)	0.71	(0.50)	2.00
ANBIX	0.14	0.03	(0.53)	(1.85)	0.00	(0.16)	0.29	(0.29)	0.97
BPRIX	0.22	0.03	(0.38)	0.81	0.19	(0.25)	0.61	(0.52)	1.35
LIFAX	0.12	0.04	(0.68)	(19.05)	0.00	(0.16)	0.43	(0.17)	0.94

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Tiaa-cref Lifestyle Correlations

Tiaa-cref Lifestyle Correlation With Market

Good diversification

Moving together with Tiaa-cref Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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