TIAA-CREF Lifecycle Downside Variance
| TLRHX Fund | | | USD 11.87 -0.01 -0.08% |
The Downside Variance calculation for TIAA-CREF Lifecycle draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Review
World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. The holding in TIAA Cref Lifecycle Retire represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. 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 rate.
TIAA Cref Lifecycle Retire has current Downside Variance of 0.1589. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0.1589 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
TIAA Cref Lifecycle Retire is rated
fifth in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
18.73 of Maximum Drawdown per Downside Variance. At
18.73 , TIAA Cref Lifecycle Retire's Maximum Drawdown-to-Downside Variance multiple reflects the spread between these metrics
Downside Variance is the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of individual decision-making under.
Compare TIAA-CREF Lifecycle to Peers
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