Tiaa-cref Lifecycle Correlations

Mutual Funds . USA . 
Fund . Tiaa Cref Lifecycle 2065
TSFPX Fund  USD 15.18  0.01  0.07%   
The current 90-days correlation between Tiaa Cref Lifecycle and Tiaa Cref Emerging Markets is -0.23 (i.e., Very good 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

Very poor diversification

The correlation between Tiaa Cref Lifecycle 2065 and DJI is 0.84 (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 2065 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 2065. 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 producer price index.

Moving together with Tiaa-cref Mutual Fund

  0.96TEDNX Tiaa Cref EmergingPairCorr
  0.96TEDLX Tiaa Cref EmergingPairCorr
  0.97TEDHX Tiaa Cref EmergingPairCorr
  0.97TEDVX Tiaa Cref EmergingPairCorr
  0.97TEDTX Tiaa Cref EmergingPairCorr
  0.96TEDPX Tiaa Cref EmergingPairCorr
  1.0TEIHX Tiaa Cref EquityPairCorr
  0.97TEMLX Tiaa Cref EmergingPairCorr
  0.97TEMHX Tiaa Cref EmergingPairCorr
  0.97TEMVX Tiaa Cref EmergingPairCorr
  0.94TEMRX Tiaa Cref EmergingPairCorr
  0.97TEMSX Tiaa Cref EmergingPairCorr
  0.97TEMPX Tiaa Cref EmergingPairCorr
  0.98TENWX Tiaa Cref EmergingPairCorr
  0.98TEQLX Tiaa Cref EmergingPairCorr
  0.95TEQKX Tiaa Cref EmergingPairCorr
  0.95TEQHX Tiaa Cref EmergingPairCorr
  1.0TEQWX Tiaa Cref EquityPairCorr
  0.98TEQSX Tiaa Cref EmergingPairCorr
  0.98TEQPX Tiaa Cref EmergingPairCorr
  0.85TESHX Tiaa-cref Short-termPairCorr
  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
  0.96TGIHX Tiaa Cref GrowthPairCorr
  0.96TGIWX Tiaa Cref GrowthPairCorr
  0.88TGRKX Tiaa Cref GreenPairCorr
  0.88TGRNX Tiaa Cref GreenPairCorr
  0.9TGROX Tiaa Cref GreenPairCorr
  0.88TGRLX Tiaa Cref GreenPairCorr
  0.88TGRMX Tiaa Cref GreenPairCorr
  0.95THCVX Tiaa Cref LargePairCorr
  0.88TIBDX Tiaa Cref BondPairCorr
  0.89TIBEX Tiaa Cref IntlPairCorr
  0.89TIBFX Tiaa Cref BondPairCorr
  0.89TIBNX Tiaa Cref IntlPairCorr
  0.88TIBLX Tiaa Cref IntlPairCorr

Related Correlations Analysis


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  0.14  0.07 (0.27)(1.13) 0.00 
(0.20)
 0.44 
(0.22)
 0.78 
TEDLX  0.15  0.06 (0.28)(1.17) 0.00 
(0.21)
 0.44 
(0.22)
 0.79 
TEDHX  0.15  0.05 (0.28) 0.51  0.00 
(0.23)
 0.44 
(0.22)
 0.78 
TEDVX  0.15  0.05 (0.25) 0.51  0.00 
(0.21)
 0.45 
(0.23)
 0.79 
TEDTX  0.14  0.05 (0.25) 0.52  0.00 
(0.20)
 0.44 
(0.22)
 0.78 
TEDPX  0.15  0.06 (0.28)(1.25) 0.00 
(0.22)
 0.45 
(0.22)
 0.79 
TEIHX  0.53  0.01  0.01  0.11  0.60 
(0.57)
 1.26 
(0.75)
 4.43 
TEMLX  0.75  0.13  0.09  0.25  0.82 
(0.88)
 1.48 
(1.19)
 5.89 
TEMHX  0.75  0.13  0.09  0.25  0.83 
(0.89)
 1.51 
(1.29)
 5.89 
TEMVX  0.75  0.13  0.10  0.25  0.82 
(0.85)
 1.57 
(1.18)
 5.94 

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