TIAA Cref Lifecycle Retirement Fund Volatility
| TPILX Fund | USD 11.74 -0.12 -1.01% |
TIAA Cref Lifecycle Retirement keeps relatively low price volatility over the last 3 months. The current Sharpe ratio for TIAA Cref Lifecycle Retirement is -0.0712, implying poor risk-adjusted performance over the last 3 months. The present risk profile is informed by 27 technical indicators.
Sharpe Ratio = -0.0712
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| Negative Returns | TPILX |
TIAA Cref Lifecycle Retirement (TPILX) recorded a Market Risk Adjusted Performance of 0.01%, a Risk of 0.35, and a Risk Adjusted Performance of 0.01%. Based on monthly moving average, TIAA-CREF LIFECYCLE is not realizing its theoretical return maximum. Placing it within a well-diversified portfolio can reduce volatility and improve returns.
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 or suppressed risk. Elevated volatility often coincides with uncertainty about earnings, regulatory changes, or macro conditions.
TIAA-CREF |
Volatility Strategy
TIAA Cref Lifecycle Retirement fluctuations may alter downside contribution within diversified portfolios. Current statistical measures show total volatility near 0.35% with a beta coefficient of 0.38, indicating sensitivity relative to the broader market benchmark. Risk-adjusted efficiency, represented by a Sharpe ratio of -0.0712, evaluates return per unit of total risk. An alpha value of 0.0387 reflects performance relative to systematic market exposure. Expected return estimates near -0.0253% 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 0.38 | Alpha 0.0387 | Risk 0.35 | Sharpe Ratio -0.07 | Expected Return -0.03 |
Moving together with TIAA-CREF Mutual Fund
| 0.84 | TEDNX | TIAA Cref Emerging | PairCorr |
| 0.85 | TEDLX | TIAA Cref Emerging | PairCorr |
| 0.85 | TEDHX | TIAA Cref Emerging | PairCorr |
| 0.84 | TEDVX | TIAA Cref Emerging | PairCorr |
| 0.85 | TEDTX | TIAA Cref Emerging | PairCorr |
| 0.85 | TEDPX | TIAA Cref Emerging | PairCorr |
| 0.69 | TEIHX | TIAA Cref Equity | PairCorr |
| 0.89 | TEMLX | TIAA Cref Emerging | PairCorr |
| 0.89 | TEMHX | TIAA Cref Emerging | PairCorr |
| 0.89 | TEMSX | TIAA Cref Emerging | PairCorr |
| 0.84 | TENWX | TIAA Cref Emerging | PairCorr |
| 0.85 | TEQKX | TIAA Cref Emerging | PairCorr |
| 0.84 | TEQHX | TIAA Cref Emerging | PairCorr |
| 0.69 | TEQWX | TIAA Cref Equity | PairCorr |
| 0.84 | TEQSX | TIAA Cref Emerging | PairCorr |
| 0.85 | TEQPX | TIAA Cref Emerging | PairCorr |
| 0.94 | TFIRX | TIAA Cref Lifecycle | PairCorr |
| 0.94 | TFIPX | TIAA Cref Lifecycle | PairCorr |
| 0.94 | TFIHX | TIAA Cref Lifecycle | PairCorr |
| 0.98 | TFTIX | TIAA Cref Lifecycle | PairCorr |
| 0.98 | TFTHX | TIAA Cref Lifecycle | PairCorr |
| 0.71 | TGRKX | TIAA Cref Green | PairCorr |
| 0.7 | TGROX | TIAA Cref Green | PairCorr |
| 0.71 | TGRLX | TIAA Cref Green | PairCorr |
| 0.71 | TGRMX | TIAA Cref Green | PairCorr |
| 0.86 | THCVX | TIAA-CREF LARGE-CAP | PairCorr |
| 0.72 | TIBFX | TIAA Cref Bond | PairCorr |
| 0.78 | TIBNX | TIAA Cref Intl | PairCorr |
| 0.78 | TIBLX | TIAA Cref Intl | PairCorr |
Sensitivity To Market
Market sensitivity for TIAA Cref Lifecycle Retirement is expressed through a beta of 0.38, based on regression between asset returns and market returns. Total price dispersion is near 0.35%.TIAA Cref Lifecycle Retirement price movement reflects recent variability that can be tracked through standard deviation (0.45%) and downside deviation (0.44%). Funds can appear less volatile than single stocks when holdings are diversified across many issuers.
3 Months Beta |Analyze TIAA Cref Lifecycle Demand TrendCheck 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 over a specified period. High values reflect high volatility; low values reflect a stable price pattern.
Standard Deviation | 0.35 |
An important distinction for TIAA-CREF LIFECYCLE investors is between standard deviation (total volatility, including upside) and downside deviation, which measures only the risk of loss in TIAA-CREF LIFECYCLE's returns. TIAA Cref Lifecycle Retirement (TPILX) recorded a Downside Deviation of 0.44, a Downside Variance of 0.19, and a Maximum Drawdown of 3.07.
Mutual Fund Volatility Analysis
Tracking TIAA-CREF LIFECYCLE volatility helps market participants understand the degree of price uncertainty. Sharp price swings in TIAA-CREF LIFECYCLE's mutual fund often accompany major news events, earnings announcements, or macro shifts.
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 0.3795 . 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 Retirement is expected to be smaller as well.TIAA-CREF LIFECYCLE combines broad market sensitivity with company or sector-specific developments. Diversification may lower asset-specific risk, but systematic volatility remains inherent. TIAA Cref Lifecycle Retirement (TPILX) recorded a Downside Deviation of 0.44, a Mean Deviation of 0.30, and a Semi Deviation of 0.37.
Predicted Return Density |
| Returns |
What Drives TIAA-CREF LIFECYCLE's Price Volatility?
Several factors can influence TIAA-CREF LIFECYCLE's market volatility:Industry Dynamics
Sector-level events can directly affect TIAA-CREF LIFECYCLE's price stability. Regulatory changes, supply disruptions, or shifts in demand within TIAA-CREF LIFECYCLE's industry may create volatility even when the broader market is calm. Competitive dynamics and industry consolidation can also amplify price swings for companies like TIAA-CREF LIFECYCLE.Political and Economic Environment
Macroeconomic conditions and policy decisions shape the backdrop for TIAA-CREF LIFECYCLE's price movements. Interest rate changes, trade policy shifts, and fiscal legislation can all alter investor sentiment toward TIAA-CREF LIFECYCLE. During periods of economic expansion, TIAA-CREF LIFECYCLE's price tends to benefit from broader market optimism, while downturns can amplify selling pressure.TIAA-CREF LIFECYCLE's Company-Specific Factors
Volatility can also stem from events unique to TIAA-CREF LIFECYCLE. Earnings surprises, management changes, product launches, or legal developments may trigger sharp price reactions in TIAA-CREF LIFECYCLE's stock. Conversely, operational setbacks, guidance revisions, or data breaches can weigh on TIAA-CREF LIFECYCLE's share price.Mutual Fund Risk Measures
Assuming a 90-day horizon the coefficient of variation of TIAA-CREF LIFECYCLE is -1403.53. The daily returns are distributed with a variance of 0.13 and standard deviation of 0.35. The mean deviation of TIAA Cref Lifecycle Retirement is currently at 0.27. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.8
α | Alpha over Dow Jones | 0.04 | |
β | Beta against Dow Jones | 0.38 | |
σ | Overall volatility | 0.35 | |
Ir | Information ratio | 0.22 |
Mutual Fund Return Volatility
Volatility for TIAA-CREF LIFECYCLE quantifies the day-to-day dispersion of fund returns around their historical average. The fund carries 0.3546% return volatility across the 90-day horizon. As a benchmark, Dow Jones Industrial has volatility of 0.8181% on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
TIAA-CREF LIFECYCLE Mutual Fund may look attractive on headline returns alone, but deeper analysis often tells a different story. 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| DHEYX | 0.04 | 0.00 | 0.94 | 0.13 | 0.00 | 0.10 | 0.20 | |||
| SWSFX | 0.03 | 0.00 | 0.89 | -0.27 | 0.00 | 0.10 | 0.58 | |||
| ASCLX | 0.25 | 0.00 | 0.00 | -0.10 | 0.00 | 0.41 | 1.63 | |||
| RSDIX | 0.11 | -0.05 | 0.00 | 0.64 | 0.00 | 0.11 | 1.57 | |||
| FAUDX | 0.06 | 0.00 | 0.69 | 0.00 | 0.06 | 0.10 | 0.60 | |||
| VESDX | 0.06 | -0.01 | 0.69 | 0.86 | 0.03 | 0.10 | 0.60 | |||
| OWSBX | 0.09 | -0.03 | 0.00 | -1.20 | 0.00 | 0.10 | 1.27 |
Risk Metrics, Assumptions & Methodology
Volatility for TIAA-CREF LIFECYCLE reflects NAV dispersion and exposure stability across disclosure periods. Return spread influences portfolio contribution and drawdown risk.
Unless otherwise specified, data for TIAA Cref Lifecycle Retirement is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day. 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 2.34 times the return volatility of TIAA Cref Lifecycle Retirement. Across the current 90-day horizon, that places the security below 3% of the broader equity and portfolio universe on a pure volatility basis.You can use TIAA Cref Lifecycle Retirement to protect your portfolios against small market fluctuations. This short-horizon strategy note focuses on what the latest move may imply for immediate trading context. It works best as a directional cue rather than as a standalone forecast. a somewhat bearish sentiment, but the market may correct it shortly. Check odds of TIAA-CREF LIFECYCLE to be traded at $11.39 in 90 days.Poor diversification
For the present investment horizon, the measured correlation between TPILX and DJI stands at 0.7, or Poor diversification. In portfolio terms, the overlap visualization shows how much shared movement remains after both positions are combined.
TIAA-CREF LIFECYCLE Additional Risk Indicators
Looking at additional risk metrics for TIAA Cref Lifecycle Retirement frames how the position may behave under different market and portfolio conditions. This is most useful when investors want to understand whether the current opportunity is being paid for with reasonable risk.
| Risk Adjusted Performance | 0.0124 | |||
| Market Risk Adjusted Performance | 0.0136 | |||
| Mean Deviation | 0.297 | |||
| Semi Deviation | 0.3685 | |||
| Downside Deviation | 0.4372 | |||
| Coefficient Of Variation | 3954.45 | |||
| Standard Deviation | 0.4487 |
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. The advantage is that adverse movement in one leg may be partly offset by the other when correlation and thesis alignment hold.
Risk reduction through pair trading is real but has limits - not every type of exposure can be offset by a second leg. TIAA-CREF LIFECYCLE's exposure to overall market risk stays intact regardless of pairing. The value of a second leg lies in reducing TIAA-CREF LIFECYCLE's idiosyncratic risk - the part that comes from company-level events rather than macro conditions.