Tiaa-cref Lifecycle Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Lifecycle 2055
TTRPX Fund  USD 18.79  0.04  0.21%   
The current 90-days correlation between Tiaa Cref Lifecycle and Tiaa Cref Emerging Markets is 0.23 (i.e., Modest 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 2055 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 2055 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 2055. 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

  0.71TEDNX Tiaa Cref EmergingPairCorr
  0.62TEDLX Tiaa Cref EmergingPairCorr
  0.72TEDHX Tiaa Cref EmergingPairCorr
  0.71TEDVX Tiaa Cref EmergingPairCorr
  0.72TEDTX Tiaa Cref EmergingPairCorr
  0.71TEDPX Tiaa Cref EmergingPairCorr
  0.64TEIHX Tiaa Cref EquityPairCorr
  0.99TEMHX Tiaa Cref EmergingPairCorr
  0.69TEMVX Tiaa Cref EmergingPairCorr
  0.99TEMRX Tiaa Cref EmergingPairCorr
  0.99TEMSX Tiaa Cref EmergingPairCorr
  0.99TEMPX Tiaa Cref EmergingPairCorr
  0.99TENWX Tiaa Cref EmergingPairCorr
  0.99TEQLX Tiaa Cref EmergingPairCorr
  0.99TEQKX Tiaa Cref EmergingPairCorr
  0.7TEQHX Tiaa Cref EmergingPairCorr
  0.64TEQWX Tiaa Cref EquityPairCorr
  0.99TEQSX Tiaa Cref EmergingPairCorr
  0.99TEQPX Tiaa Cref EmergingPairCorr
  0.8TESHX Tiaa Cref ShortPairCorr
  0.66TFITX Tiaa Cref LifecyclePairCorr
  1.0TFIRX Tiaa Cref LifecyclePairCorr
  0.66TFIPX Tiaa Cref LifecyclePairCorr
  1.0TFIHX Tiaa Cref LifecyclePairCorr
  1.0TFTIX Tiaa Cref LifecyclePairCorr
  1.0TFTHX Tiaa Cref LifecyclePairCorr
  0.99TGIHX Tiaa Cref GrowthPairCorr
  0.61TGRKX Tiaa Cref GreenPairCorr
  0.82TGROX Tiaa Cref GreenPairCorr
  0.82TGRMX Tiaa Cref GreenPairCorr
  0.99THCVX Tiaa Cref LargePairCorr
  0.86TIBEX Tiaa Cref IntlPairCorr
  0.71TIBFX Tiaa Cref BondPairCorr
  0.86TIBNX Tiaa Cref IntlPairCorr
  0.86TIBLX 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  0.16  0.07 (0.25) 1.68  0.00 
(0.26)
 0.47 
(0.23)
 1.07 
TEDLX  0.17  0.07 (0.26) 1.28  0.00 
(0.27)
 0.48 
(0.23)
 0.96 
TEDHX  0.16  0.07 (0.32) 1.53  0.00 
(0.24)
 0.46 
(0.23)
 0.96 
TEDVX  0.16  0.08 (0.27) 1.71  0.00 
(0.25)
 0.58 
(0.23)
 0.96 
TEDTX  0.17  0.07 (0.28) 1.68  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  0.59  0.27  0.22  4.49  0.00 
(0.73)
 1.65 
(0.80)
 5.02 
TEMLX  0.52  0.25  0.20  8.51  0.00 
(0.74)
 1.29 
(0.69)
 4.39 
TEMHX  0.58  0.20  0.19  0.54  0.13 
(0.77)
 1.57 
(1.07)
 4.39 
TEMVX  0.55  0.29  0.25 (4.73) 0.00 
(0.78)
 1.56 
(0.68)
 4.26 

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