Tiaa Cref Lifecycle 2055 Fund Market Value
| TTRLX Fund | USD 16.19 0.08 0.49% |
| Symbol | Tiaa-cref |
Tiaa-cref Lifecycle 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Tiaa-cref Lifecycle's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Tiaa-cref Lifecycle.
| 03/20/2024 |
| 04/19/2024 |
If you would invest 0.00 in Tiaa-cref Lifecycle on March 20, 2024 and sell it all today you would earn a total of 0.00 from holding Tiaa Cref Lifecycle 2055 or generate 0.0% return on investment in Tiaa-cref Lifecycle over 30 days. Tiaa-cref Lifecycle is related to or competes with Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, Tiaa Cref, and Tiaa Cref. The fund is a fund of funds that invests in Class W shares of other funds of the Trust and in other investment pools or ... More
Tiaa-cref Lifecycle Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Tiaa-cref Lifecycle's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Tiaa Cref Lifecycle 2055 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7065 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 3.11 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 0.9691 |
Tiaa-cref Lifecycle Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tiaa-cref Lifecycle's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tiaa-cref Lifecycle's standard deviation. In reality, there are many statistical measures that can use Tiaa-cref Lifecycle historical prices to predict the future Tiaa-cref Lifecycle's volatility.| Risk Adjusted Performance | 0.0594 | |||
| Jensen Alpha | 0.0499 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 1.31 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tiaa-cref Lifecycle's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Tiaa Cref Lifecycle Backtested Returns
We consider Tiaa-cref Lifecycle very steady. Tiaa Cref Lifecycle owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0936, which indicates the fund had a 0.0936% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Tiaa Cref Lifecycle 2055, which you can use to evaluate the volatility of the fund. Please validate Tiaa-cref Lifecycle's Risk Adjusted Performance of 0.0594, coefficient of variation of 1049.62, and Semi Deviation of 0.5605 to confirm if the risk estimate we provide is consistent with the expected return of 0.0598%. The entity has a beta of 0.0398, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tiaa-cref Lifecycle's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tiaa-cref Lifecycle is expected to be smaller as well.
Auto-correlation | 0.51 |
Modest predictability
Tiaa Cref Lifecycle 2055 has modest predictability. Overlapping area represents the amount of predictability between Tiaa-cref Lifecycle time series from 20th of March 2024 to 4th of April 2024 and 4th of April 2024 to 19th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Tiaa Cref Lifecycle price movement. The serial correlation of 0.51 indicates that about 51.0% of current Tiaa-cref Lifecycle price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
Tiaa Cref Lifecycle lagged returns against current returns
Autocorrelation, which is Tiaa-cref Lifecycle mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Tiaa-cref Lifecycle's mutual fund expected returns. We can calculate the autocorrelation of Tiaa-cref Lifecycle returns to help us make a trade decision. For example, suppose you find that Tiaa-cref Lifecycle has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Tiaa-cref Lifecycle regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Tiaa-cref Lifecycle mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tiaa-cref Lifecycle mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tiaa-cref Lifecycle mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Tiaa-cref Lifecycle Lagged Returns
When evaluating Tiaa-cref Lifecycle's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tiaa-cref Lifecycle mutual fund have on its future price. Tiaa-cref Lifecycle autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Tiaa-cref Lifecycle autocorrelation shows the relationship between Tiaa-cref Lifecycle mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Tiaa Cref Lifecycle 2055.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tiaa-cref Lifecycle in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tiaa-cref Lifecycle's short interest history, or implied volatility extrapolated from Tiaa-cref Lifecycle options trading.
Currently Active Assets on Macroaxis
Check out Tiaa-cref Lifecycle Correlation, Tiaa-cref Lifecycle Volatility and Tiaa-cref Lifecycle Alpha and Beta module to complement your research on Tiaa-cref Lifecycle. You can also try the Portfolio Dashboard module to portfolio dashboard that provides centralized access to all your investments.
Tiaa-cref Lifecycle technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.