TIAA-CREF Lifecycle Market Risk Adjusted Performance
| TLTHX Fund | | | USD 17.04 0.11 0.65% |
The Market Risk Adjusted Performance indicator for TIAA-CREF Lifecycle is constructed from normalized market data. The
Equity Screeners module supports multi-indicator technical analysis. Diversification context is available through
World Market Map. All figures are based on reported data and are informational in nature. TIAA Cref Lifecycle Index can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence TIAA Cref Lifecycle Index's mutual fund valuation — related indicators include
signals in rate.
TIAA Cref Lifecycle Index has current Market Risk Adjusted Performance of 0.1005.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1005 | |
| ER[a] | = | Expected return on investing in TIAA-CREF Lifecycle |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
TIAA Cref Lifecycle Index is rated
third in market risk adjusted performance among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about
42.27 of Maximum Drawdown per Market Risk Adjusted Performance. At
42.27 , TIAA Cref Lifecycle Index's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators