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TILVX: TIAA-CREF LARGE-CAP VALUE INDEX FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 24.26 0.14(0.58%) May 03
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (77%) |
Start Date: | 10/03/2002 |
Last Dividend Date: | 12/08/2023 |
12-Mo. Yield | 4.97% |
Expenses | 0.19% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/04/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 5.3 | 17.2 | 5.2 | 9.0 | 8.5 | 12.0 | 7.9 | 9.0 | 11.5 | -7.6 | 25.0 | 2.9 | 26.5 | -8.4 | 13.7 | 17.2 | -3.9 | 13.3 | 32.3 | 17.4 | 0.3 | 15.8 | 19.8 | -36.8 | -0.2 | 22.1 | 6.9 | 10.9 | 23.4 | 8.9 |
Sharpe Ratio | NA | 1.38 | 1.23 | 0.22 | 0.34 | 0.42 | NA | NA | 0.39 | 0.57 | -0.44 | 1.91 | 0.07 | 1.59 | -0.64 | 1.8 | 1.22 | -0.25 | 1.2 | 2.82 | 1.34 | 0.01 | 0.8 | 0.63 | -0.86 | -0.19 | 1.95 | 0.44 | 0.85 | 1.37 | 1.53 |
Draw Down(%) | NA | 5.4 | 11.5 | 19.0 | 40.2 | 40.2 | NA | NA | 60.0 | 11.5 | 19.0 | 5.9 | 38.1 | 7.1 | 18.4 | 4.2 | 10.6 | 13.3 | 7.8 | 5.4 | 9.9 | 21.4 | 16.5 | 32.6 | 48.8 | 12.9 | 7.3 | 6.8 | 7.5 | 14.8 | 6.8 |
Standard Deviation(%) | NA | 9.8 | 11.2 | 15.4 | 21.6 | 17.8 | NA | NA | 19.8 | 12.9 | 20.4 | 13.1 | 36.6 | 15.7 | 15.1 | 7.3 | 13.9 | 15.5 | 11.0 | 11.4 | 13.0 | 24.6 | 19.6 | 31.3 | 44.0 | 16.7 | 9.7 | 10.7 | 11.7 | 16.6 | 27.0 |
Treynor Ratio | NA | 0.13 | 0.13 | 0.03 | 0.07 | 0.07 | NA | NA | 0.08 | 0.07 | -0.08 | 0.25 | 0.03 | 0.24 | -0.1 | 0.13 | 0.16 | -0.04 | 0.13 | 0.32 | 0.17 | 0.0 | 0.15 | 0.2 | -0.37 | -0.03 | 0.19 | 0.05 | 0.1 | 0.25 | 0.45 |
Alpha | NA | -0.02 | 0.0 | -0.01 | 0.0 | -0.01 | NA | NA | 0.0 | 0.01 | -0.02 | -0.01 | 0.0 | 0.0 | -0.01 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | -0.02 | -0.01 |
Beta | NA | 1.07 | 1.07 | 1.06 | 1.04 | 1.02 | NA | NA | 1.01 | 1.06 | 1.07 | 1.01 | 1.02 | 1.05 | 0.95 | 1.01 | 1.04 | 1.0 | 1.0 | 1.02 | 1.02 | 1.03 | 1.06 | 0.99 | 1.01 | 0.98 | 1.02 | 1.0 | 0.99 | 0.92 | 0.91 |
RSquared | NA | 0.97 | 0.97 | 0.97 | 0.94 | 0.95 | NA | NA | 0.97 | 0.94 | 0.98 | 0.97 | 0.99 | 0.58 | 0.98 | 0.97 | 0.99 | 0.99 | 0.98 | 0.99 | 0.99 | 1.0 | 0.99 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 0.82 | 0.9 | 0.99 |
Yield(%) | N/A | 0.0 | 5.2 | 4.3 | 5.0 | 5.4 | 8.7 | 5.8 | N/A | 5.2 | 4.0 | 4.6 | 2.3 | 8.3 | 4.1 | 4.7 | 3.6 | 6.2 | 4.9 | 5.8 | 5.4 | 5.1 | 2.5 | 2.3 | 2.3 | 5.7 | 8.7 | 4.5 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 14.1 | 13.4 | 20.2 | 61.3 | N/A | N/A | N/A | 14.1 | 6.5 | 102.2 | -67.8 | 78.7 | -7.0 | 50.9 | -47.7 | 38.0 | 3.9 | 20.6 | 1.6 | 129.6 | 22.7 | -35.3 | -62.6 | -27.2 | 104.9 | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/04/2002
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