TIAA-CREF Lifecycle Semi Variance
| TLRHX Fund | | | USD 11.75 -0.12 -1.01% |
The Semi 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. 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 various price indices.
TIAA Cref Lifecycle Retire has current Semi Variance of 0. Semi-variance provides a good measure of downside volatility for equity or a portfolio. It is similar to variance, but it only looks at periods where the returns are less than the target or average level.
Semi Variance | = | SUM(RET DEV)2N(ZERO) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual return deviation over selected period |
| N(ZERO) | = | Number of points with returns less than zero |
Semi Variance Peers Comparison
Semi Variance Relative To Other Indicators
TIAA Cref Lifecycle Retire is rated
below average in semi variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Semi-variance is the square of semi-deviation. Semi-variance is calculated by averaging the deviations of returns that have a result that is less than the mean.
Compare TIAA-CREF Lifecycle to Peers
Other Technical Indicators