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QCSTRX: College Retirement Equities Fund - CREF Stock Account (STOCK)
Basic Info 832.69 5.93(0.72%) March 27
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/02/2013 |
Last Dividend Date: | - |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 12/02/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.4 | 8.3 | 27.8 | 7.1 | 11.2 | 9.2 | 9.3 | 22.1 | -18.7 | 18.8 | 17.6 | 27.1 | -9.9 | 23.0 | 8.8 | -1.1 | 6.4 | 2.7 |
Sharpe Ratio | NA | 3.45 | 2.27 | 0.26 | 0.48 | 0.48 | 0.49 | 1.44 | -0.88 | 1.43 | 0.52 | 2.17 | -0.71 | 3.27 | 0.6 | -0.08 | 0.56 | 4.34 |
Draw Down(%) | NA | 2.0 | 11.0 | 27.1 | 34.8 | 34.8 | 34.8 | 11.0 | 26.5 | 5.8 | 34.8 | 6.6 | 20.5 | 2.2 | 12.1 | 13.6 | 8.9 | 1.8 |
Standard Deviation(%) | NA | 10.6 | 11.4 | 16.5 | 20.4 | 17.1 | 17.0 | 12.5 | 22.9 | 13.2 | 33.0 | 11.8 | 15.8 | 6.9 | 14.2 | 14.8 | 11.4 | 9.2 |
Treynor Ratio | NA | 0.41 | 0.28 | 0.05 | 0.11 | 0.09 | 0.09 | 0.21 | -0.22 | 0.2 | 0.19 | 0.28 | -0.12 | 0.24 | 0.08 | -0.01 | 0.07 | 0.42 |
Alpha | NA | 0.0 | 0.0 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 | 0.0 | -0.02 | -0.01 | 0.0 | -0.02 | 0.01 | -0.01 | -0.01 | -0.02 | -0.01 |
Beta | NA | 0.88 | 0.91 | 0.9 | 0.92 | 0.93 | 0.93 | 0.87 | 0.9 | 0.93 | 0.93 | 0.93 | 0.92 | 0.94 | 1.02 | 0.95 | 0.95 | 0.97 |
RSquared | NA | 0.95 | 0.92 | 0.95 | 0.97 | 0.97 | 0.97 | 0.89 | 0.97 | 0.94 | 0.99 | 0.98 | 0.98 | 0.94 | 0.96 | 0.97 | 0.97 | 0.98 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/02/2013
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