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TISGX: TIAA-CREF Small-Cap Gr Idx Instl (MUTUAL FUND)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/04/2002 |
Last Dividend Date: | 12/12/2008 |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 07/28/2009)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 10/04/2002 |
2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -25.0 | -10.7 | -5.5 | 1.5 | 14.2 | -40.1 | 0.7 | 3.7 | -2.6 | 1.5 | 40.2 | 12.0 |
Sharpe Ratio | NA | -0.5 | -0.36 | -0.25 | 0.0 | 0.69 | -0.91 | -0.11 | 0.02 | -0.27 | 0.02 | 1.78 | 2.06 |
Draw Down(%) | NA | 54.5 | 61.2 | 61.2 | 61.2 | 28.7 | 51.9 | 16.3 | 17.4 | 13.4 | 19.3 | 13.5 | 8.2 |
Standard Deviation(%) | NA | 50.3 | 34.9 | 30.4 | 28.0 | 37.9 | 44.8 | 21.3 | 20.6 | 17.7 | 23.2 | 22.2 | 29.2 |
Treynor Ratio | NA | -0.25 | -0.12 | -0.07 | 0.0 | 0.26 | -0.4 | -0.02 | 0.0 | -0.03 | 0.0 | 0.41 | 0.57 |
Alpha | NA | -0.12 | -0.07 | -0.07 | -0.02 | 0.03 | -0.01 | -0.02 | -0.07 | -0.03 | -0.05 | 0.04 | 0.02 |
Beta | NA | 1.01 | 1.06 | 1.1 | 1.08 | 1.02 | 1.02 | 1.19 | 1.7 | 1.43 | 1.53 | 0.98 | 1.06 |
RSquared | NA | 0.85 | 0.81 | 0.76 | 0.75 | 0.81 | 0.87 | 0.8 | 0.69 | 0.7 | 0.55 | 0.56 | 0.88 |
Yield(%) | N/A | 0.8 | 0.3 | 0.2 | N/A | 0.0 | 0.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/04/2002
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