Tiaa-cref Lifecycle Correlations

TFIPX Fund

USD 16.97 0.05 0.29%

The current 90-days correlation between Tiaa Cref Lifecycle and Avantis Large Cap is 0.81 (i.e., Very poor 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

Poor diversification

The correlation between Tiaa Cref Lifecycle Index and DJI is 0.79 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Tiaa Cref Lifecycle Index 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 Index. 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 inflation.

Moving together with Tiaa-cref Mutual Fund

0.76	TEIHX	Tiaa Cref Equity	Pair Corr
0.66	TEMLX	Tiaa Cref Emerging	Pair Corr
0.67	TEMHX	Tiaa Cref Emerging	Pair Corr
0.66	TEMVX	Tiaa Cref Emerging	Pair Corr
0.67	TEMSX	Tiaa Cref Emerging	Pair Corr
0.67	TEMPX	Tiaa Cref Emerging	Pair Corr
0.64	TENWX	Tiaa Cref Emerging	Pair Corr
0.64	TEQHX	Tiaa Cref Emerging	Pair Corr
0.75	TEQWX	Tiaa Cref Equity	Pair Corr
0.64	TEQSX	Tiaa Cref Emerging	Pair Corr
0.64	TEQPX	Tiaa Cref Emerging	Pair Corr
1.0	TFITX	Tiaa Cref Lifecycle	Pair Corr
1.0	TFIRX	Tiaa Cref Lifecycle	Pair Corr
0.8	TFIHX	Tiaa Cref Lifecycle	Pair Corr

Related Correlations Analysis

	ALCEX	LMISX	LMUSX	CBLSX	TALCX	PCLVX	PAVLX
ALCEX		0.94	0.93	0.88	0.97	0.89	0.97	ALCEX
LMISX	0.94		1.0	0.93	0.96	0.94	0.93	LMISX
LMUSX	0.93	1.0		0.93	0.96	0.94	0.93	LMUSX
CBLSX	0.88	0.93	0.93		0.94	0.98	0.92	CBLSX
TALCX	0.97	0.96	0.96	0.94		0.95	0.99	TALCX
PCLVX	0.89	0.94	0.94	0.98	0.95		0.93	PCLVX
PAVLX	0.97	0.93	0.93	0.92	0.99	0.93		PAVLX
	ALCEX	LMISX	LMUSX	CBLSX	TALCX	PCLVX	PAVLX

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 Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
ALCEX	0.72	0.10	0.10	0.18	0.77	(0.80)	1.62	(1.34)	3.48
LMISX	0.64	0.05	0.03	0.14	0.81	(0.65)	1.57	(1.32)	4.04
LMUSX	0.63	0.05	0.03	0.14	0.78	(0.64)	1.56	(1.35)	4.05
CBLSX	0.81	0.22	0.22	0.42	0.43	(1.05)	1.41	(1.40)	14.02
TALCX	0.60	0.12	0.14	0.23	0.50	(0.69)	1.31	(1.07)	3.41
PCLVX	0.73	0.26	0.30	0.56	0.19	(0.92)	1.30	(1.00)	13.18
PAVLX	0.62	0.07	0.09	0.16	0.51	(0.68)	1.26	(1.04)	5.70

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Tiaa-cref Lifecycle Correlations

Tiaa-cref Lifecycle Correlation With Market

Poor diversification

Moving together with Tiaa-cref Mutual Fund

Related Correlations Analysis

Risk-Adjusted Indicators

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