TIAA Cref Lifecycle 2035 Fund Volatility
| TCLRX Fund | USD 17.36 -0.25 -1.42% |
TIAA Cref Lifecycle 2035 exhibits relatively low price volatility over the last 3 months. The current Sharpe ratio for TIAA Cref Lifecycle 2035 is -0.0865, indicating deteriorating return efficiency over the last 3 months. The current volatility backdrop is described by 21 technical indicators.
Sharpe Ratio = -0.0865
| High Returns | Best Equity | |||
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TCLRX |
TIAA Cref Lifecycle 2035 posted a Market Risk Adjusted Performance of -0.1%, a Risk of 0.61, and a Risk Adjusted Performance of -0.1% for the reported period. Based on monthly moving average, TIAA-CREF LIFECYCLE is not realizing its theoretical return maximum. A well-diversified portfolio allocation can reduce market risk and improve total performance. A broader portfolio context transforms TIAA-CREF LIFECYCLE risk characteristics through diversification benefits. This moving average data helps calibrate TIAA-CREF LIFECYCLE position within a diversified allocation.
Key indicators related to TIAA-CREF LIFECYCLE's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Comparing TIAA-CREF LIFECYCLE's current volatility against its historical average surfaces whether TIAA-CREF LIFECYCLE is in a period of elevated risk. Together these measures provide a comprehensive view of TIAA-CREF LIFECYCLE's risk profile. Managing volatility risk for TIAA-CREF LIFECYCLE positions requires understanding whether elevated volatility is fundamental or sentiment-driven. A sudden spike in TIAA-CREF LIFECYCLE volatility can signal increased uncertainty and potential for larger price swings.
TIAA-CREF |
Volatility Strategy
TIAA Cref Lifecycle 2035 return swings may impact long-term portfolio variance. Current statistical measures show total volatility near 0.61% with a beta coefficient of 0.55, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0865, evaluates return per unit of total risk. An alpha value of -0.0205 reflects performance relative to systematic market exposure. Expected return estimates near -0.0529% are derived from historical distribution modeling and help frame forward-looking return assumptions within a portfolio context. Volatility effects depend on underlying market structure and exposure characteristics.
Main indicators related to TIAA-CREF LIFECYCLE's market risk premium analysis include:
Beta 0.55 | Alpha -0.02 | Risk 0.61 | Sharpe Ratio -0.09 | Expected Return -0.05 |
Moving together with TIAA-CREF Mutual Fund
| 0.98 | VTTHX | Vanguard Target | PairCorr |
| 0.88 | AAFTX | American Funds 2035 | PairCorr |
| 0.93 | FAQTX | American Funds 2035 | PairCorr |
| 0.99 | CCFTX | American Funds 2035 | PairCorr |
| 0.93 | FFTHX | Fidelity Freedom 2035 | PairCorr |
| 0.9 | FWTKX | Fidelity Freedom 2035 | PairCorr |
| 0.97 | FIHFX | Fidelity Freedom Index | PairCorr |
| 0.97 | FFEZX | Fidelity Freedom Index | PairCorr |
| 0.91 | HLDIX | Hartford Emerging | PairCorr |
| 0.91 | HLDRX | Hartford Emerging | PairCorr |
| 0.91 | HLDAX | Hartford Emerging | PairCorr |
| 0.93 | HLDCX | Hartford Emerging | PairCorr |
| 0.91 | HLDTX | Hartford Emerging | PairCorr |
| 0.64 | MSDMX | Morgan Stanley | PairCorr |
Moving Against TIAA-CREF Mutual Fund
| 0.42 | USPSX | Profunds Ultrashort Steady Growth | PairCorr |
Sensitivity To Market
TIAA-CREF LIFECYCLE demonstrates a beta of 0.55, indicating market-linked volatility exposure. Regression slope interpretation supports this systematic risk estimate. Total volatility measures approximately 0.61%.TIAA Cref Lifecycle 2035 volatility can be described using downside deviation (0.0%), which captures negative-return intensity over the selected horizon. Portfolio turnover and allocation changes can alter fund volatility over time.
| α | -0.0205 | β | 0.55 | Check current 90 days TIAA-CREF LIFECYCLE correlation with market (Dow Jones Industrial)
Downside Risk
Standard deviation is the primary measure of TIAA-CREF daily price volatility relative to its mean. High values indicate volatile instruments; low values indicate stable ones. TIAA-CREF standard deviation quantifies the magnitude of daily price swings relative to the average. High standard deviation implies high volatility; low standard deviation implies price stability for TIAA-CREF.
Standard Deviation | 0.61 |
An important distinction for TIAA-CREF LIFECYCLE investors is between total volatility and downside-only risk. Downside deviation and semi-deviation isolate the loss risk in TIAA-CREF LIFECYCLE's daily returns from favorable moves. Standard deviation of TIAA-CREF LIFECYCLE captures both favorable and adverse price swings. Downside deviation focuses exclusively on the adverse side of TIAA-CREF LIFECYCLE's return distribution. TIAA Cref Lifecycle 2035 posted a Maximum Drawdown of 2.81 for the reported period.
Mutual Fund Volatility Analysis
Tracking TIAA-CREF LIFECYCLE volatility helps market participants understand the degree of price uncertainty. Highly volatile mutual funds like TIAA-CREF LIFECYCLE tend to experience wider price swings in both directions. Periods of high volatility for TIAA-CREF LIFECYCLE can present both risks and opportunities for traders. When TIAA-CREF LIFECYCLE experiences high volatility, its mutual fund price can shift dramatically in a short period.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. TIAA Cref Lifecycle Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Projected Return Density Against Market
Assuming a 90-day horizon TIAA-CREF LIFECYCLE has a beta of 0.5545 . This usually implies as returns on the market go up, TIAA-CREF LIFECYCLE's average returns are expected to increase less than the benchmark. However, during a bear market, the loss from holding TIAA Cref Lifecycle 2035 is expected to be smaller as well.Market risk ties TIAA-CREF LIFECYCLE to macro cycles, whereas company or sector-specific developments represent independent drivers. Volatility metrics help measure this balance. TIAA Cref Lifecycle 2035 posted a Mean Deviation of 0.48 and a Standard Deviation of 0.61 for the reported period.
Predicted Return Distribution |
| Density |
What Drives TIAA-CREF LIFECYCLE's Price Volatility?
Industry Dynamics
Sector-level catalysts in the TIAA Investments sector often set the baseline volatility regime for TIAA-CREF LIFECYCLE.Political and Economic Environment
Interest-rate path changes, geopolitical developments, and macro surprises influence investor risk tolerance.TIAA-CREF LIFECYCLE's Company-Specific Factors
Execution updates, margin trends, and corporate actions can shift near-term return dispersion for TIAA-CREF LIFECYCLE's.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TIAA-CREF LIFECYCLE is -1156.56. The daily returns are distributed with a variance of 0.37 and standard deviation of 0.61. The mean deviation of TIAA Cref Lifecycle 2035 is currently at 0.48. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.83
α | Alpha over Dow Jones | -0.0205 | |
β | Beta against Dow Jones | 0.55 | |
σ | Overall volatility | 0.61 | |
Ir | Information ratio | 0.02 |
Mutual Fund Return Volatility
TIAA-CREF LIFECYCLE daily volatility tracks how widely fund returns have moved around the mean across the selected time frame. The fund reflects 0.6124% volatility on return distribution over a 90-day horizon. On the other hand, Dow Jones Industrial has volatility of 0.8481% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
| 0.92 | 0.7 | 0.8 | 0.73 | 0.8 | TDIFX | ||
| 0.92 | 0.75 | 0.83 | 0.72 | 0.95 | FRTCX | ||
| 0.7 | 0.75 | 0.89 | 0.87 | 0.83 | SCGCX | ||
| 0.8 | 0.83 | 0.89 | 0.67 | 0.91 | JTSQX | ||
| 0.73 | 0.72 | 0.87 | 0.67 | 0.67 | EVFMX | ||
| 0.8 | 0.95 | 0.83 | 0.91 | 0.67 | HBAAX | ||
Risk-Adjusted Indicators
Return momentum in TIAA-CREF Mutual Fund is more useful when tested against peer-relative fundamentals and risk. Reviewing TIAA-CREF LIFECYCLE's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TDIFX | 0.16 | 0.00 | 0.00 | -0.06 | 0.00 | 0.25 | 1.24 | |||
| FRTCX | 0.26 | -0.01 | 0.15 | 0.07 | 0.38 | 0.56 | 1.76 | |||
| SCGCX | 0.56 | 0.06 | 0.12 | 0.01 | 0.70 | 0.96 | 4.64 | |||
| JTSQX | 0.61 | 0.01 | 0.00 | -0.06 | 0.00 | 1.02 | 3.97 | |||
| EVFMX | 0.64 | 0.16 | 0.23 | 0.16 | 0.60 | 0.96 | 9.49 | |||
| HBAAX | 0.42 | -0.03 | 0.00 | 0.09 | 0.00 | 0.75 | 2.78 |
Risk Metrics, Assumptions & Methodology
NAV dispersion for TIAA-CREF LIFECYCLE measures the spread of periodic returns around the mean, reflecting exposure variability. Dispersion compression can indicate low-information regimes where prices drift on thin conviction.
Inputs for TIAA Cref Lifecycle 2035 come from fund disclosures and market reference feeds and are mapped into a consistent reporting framework. Some fields can appear with publication lag. Volatility and downside metrics are estimated from historical return dispersion.
This content is curated and reviewed by:
Gabriel Shpitalnik - Member of Macroaxis Editorial BoardTIAA-CREF LIFECYCLE Investment Opportunity
Measured over the selected horizon, Dow Jones Industrial carries roughly 1.39 times the return volatility of TIAA Cref Lifecycle 2035. Used properly, this comparison helps frame whether the extra volatility in the peer is being compensated by stronger return potential.You can use TIAA Cref Lifecycle 2035 to protect the portfolio against small market fluctuations. This price-change note interprets the latest move in the context of short-horizon trading behavior. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of TIAA-CREF LIFECYCLE to be traded at $16.84 in 90 days.Very poor diversification
The correlation between TIAA-CREF LIFECYCLE and Dow Jones is 0.81, which Macroaxis classifies as Very poor diversification for the selected horizon. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.
TIAA-CREF LIFECYCLE Additional Risk Indicators
Secondary risk indicators for TIAA Cref Lifecycle 2035 can help investors evaluate exposure beyond standard deviation, beta, or one headline volatility measure. A disciplined risk review provides context for deciding whether exposure should be maintained, reduced, or offset elsewhere in the portfolio.
| Risk Adjusted Performance | -0.08 | |||
| Market Risk Adjusted Performance | -0.10 | |||
| Mean Deviation | 0.4764 | |||
| Coefficient Of Variation | -1,157 | |||
| Standard Deviation | 0.6124 | |||
| Variance | 0.375 | |||
| Information Ratio | 0.0224 |
TIAA-CREF LIFECYCLE Suggested Diversification Pairs
Using TIAA-CREF LIFECYCLE in a pair-trading setup can improve risk control because gains and losses are judged against a second position instead of against the market alone. This framework is most useful when investors want to hedge directional moves caused by sector headlines or broad market pressure.
Pair strategies help manage risk, but investors should recognize that not all risk can be diversified away through pairing. Market-level risk for TIAA-CREF LIFECYCLE persists even in a well-constructed pair. The benefit is in offsetting TIAA-CREF LIFECYCLE's company-specific risk, which can be meaningfully reduced by selecting a second position that moves independently of TIAA Cref Lifecycle 2035.