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TIAA-CREF Employee Retirement Plan
TIAA-CREF Employee Retirement Plan Tactical Asset Allocation Moderate
TIAA-CREF Employee Retirement Plan Tactical Asset Allocation Moderate
live (public) 0.28% July 02
Delayed
Holdings (As of 04/30/2025)
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| Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
|---|---|---|---|---|
| CASH | CASH (CASH) | 0.0% | CREF Money Market Account | 0.00% |
| General Bond | TIILX (TIAA-CREF INFLATION-LINKED BOND FUND INSTITUTIONAL CLASS) | 0.09% | CREF Inflation-Linked Bond Account | 42.16% |
| US Equity | TRIRX (TIAA-CREF LARGE-CAP GROWTH INDEX FUND RETIREMENT CLASS) | 0.10% | TIAA-CREF Large-Cap Growth Index Fund,TRIRX | 13.77% |
| US Equity | TRSPX (TIAA-CREF S&P 500 INDEX FUND RETIREMENT CLASS) | 0.15% | TIAA-CREF S&P 500 Index Fund,TRSPX | 10.94% |
| US Equity | TRGMX (TIAA-CREF MID-CAP GROWTH FUND RETIREMENT CLASS) | 0.37% | TIAA-CREF Mid-Cap Growth Fund,TRGMX | 17.96% |
| International Equity | TRIEX (TIAA-CREF INTERNATIONAL EQUITY INDEX FUND RETIREMENT CLASS) | 0.24% | TIAA-CREF International Equity Index Fund,TRIEX | 3.85% |
| International Equity | TRERX (TIAA-CREF INTERNATIONAL EQUITY FUND RETIREMENT CLASS) | 0.20% | TIAA-CREF International Equity Fund,TRERX | 3.79% |
| BALANCE FUND | TCLEX (TIAA-CREF LIFECYCLE 2010 FUND RETIREMENT CLASS) | 0.08% | TIAA-CREF Lifecycle 2010 Retire,TCLEX | 3.70% |
| BALANCE FUND | TCLTX (TIAA-CREF LIFECYCLE 2020 FUND RETIREMENT CLASS) | 0.08% | TIAA-CREF Lifecycle 2020 Retire,TCLTX | 3.83% |
* Day change on 04/30/2025.
Previous
Beta
Performance (As of 07/02/2025)
Since 12/31/2000
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| TIAA-CREF Employee Retirement Plan Tactical Asset Allocation Moderate | -3.8% | 1.1% | 3.9% | 8.8% | 8.0% | 8.5% |
| VFINX (Vanguard (S&P 500) Index) | 9.1% | 24.3% | 21.1% | 13.3% | 15.3% | 14.5% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 6.0% | 16.4% | 14.1% | 7.3% | 9.6% | 9.3% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 2.8 | 1.1 | 3.9 | 8.8 | 8.0 | 8.5 | 8.5 | 8.1 | 0.3 | 8.8 | 14.0 | -13.4 | 20.2 | 20.2 | 21.1 | -1.7 | 10.7 | 10.7 | 0.3 | 7.1 | 15.4 | 14.3 | 3.0 | 15.7 | 13.2 | -6.7 | 8.6 | 17.4 | -0.4 | 9.3 | 14.5 | 5.1 | -1.0 |
| Sharpe Ratio | NA | -0.4 | 0.36 | 0.55 | 0.62 | NA | NA | 0.7 | -0.09 | 0.49 | 1.15 | -1.11 | 1.62 | 0.98 | 3.05 | -0.31 | 1.74 | 1.28 | 0.03 | 0.87 | 1.92 | 1.88 | 0.21 | 1.26 | 1.33 | -1.01 | 0.53 | 1.89 | -0.42 | 1.03 | 1.76 | 0.91 | -1.26 |
| Draw Down(%) | NA | 15.1 | 15.1 | 19.6 | 22.0 | NA | NA | 22.0 | 13.1 | 7.7 | 8.0 | 19.6 | 6.2 | 22.0 | 2.2 | 11.7 | 2.7 | 6.5 | 9.6 | 5.2 | 8.1 | 4.9 | 11.2 | 8.3 | 4.9 | 11.0 | 6.8 | 6.3 | 6.2 | 9.4 | 4.4 | 2.6 | 3.9 |
| Standard Deviation(%) | NA | 12.4 | 11.1 | 11.9 | 11.5 | NA | NA | 9.9 | 13.0 | 10.7 | 9.0 | 13.3 | 12.4 | 20.4 | 6.4 | 10.0 | 5.8 | 8.2 | 9.1 | 8.1 | 8.0 | 7.6 | 13.7 | 12.3 | 9.9 | 7.6 | 10.3 | 7.4 | 6.3 | 8.1 | 7.8 | 4.3 | 2.7 |
| Treynor Ratio | NA | -0.13 | 0.08 | 0.12 | 0.13 | NA | NA | 0.22 | -0.04 | 0.07 | 0.17 | -0.29 | 0.27 | 0.36 | 0.51 | -0.06 | 0.14 | 0.2 | 0.0 | 0.11 | 0.24 | 0.26 | 0.05 | 0.29 | 1.29 | 3.43 | 0.1 | 0.26 | -0.06 | 0.25 | 1.82 | -0.55 | 5.87 |
| Alpha | NA | -0.03 | -0.01 | 0.0 | 0.01 | NA | NA | 0.02 | -0.02 | -0.03 | -0.01 | -0.02 | 0.0 | 0.03 | 0.03 | 0.0 | -0.01 | 0.02 | 0.0 | 0.0 | -0.01 | 0.02 | 0.01 | 0.03 | 0.04 | -0.03 | 0.02 | 0.03 | -0.01 | 0.02 | 0.04 | 0.01 | -0.01 |
| Beta | NA | 0.39 | 0.51 | 0.55 | 0.54 | NA | NA | 0.31 | 0.28 | 0.75 | 0.6 | 0.5 | 0.74 | 0.56 | 0.38 | 0.56 | 0.71 | 0.53 | 0.52 | 0.63 | 0.64 | 0.55 | 0.54 | 0.53 | 0.1 | -0.02 | 0.56 | 0.53 | 0.42 | 0.33 | 0.08 | -0.07 | -0.01 |
| RSquared | NA | 0.39 | 0.62 | 0.64 | 0.74 | NA | NA | 0.38 | 0.27 | 0.79 | 0.77 | 0.83 | 0.61 | 0.89 | 0.56 | 0.9 | 0.68 | 0.72 | 0.79 | 0.77 | 0.79 | 0.86 | 0.83 | 0.61 | 0.08 | 0.01 | 0.76 | 0.52 | 0.47 | 0.21 | 0.03 | 0.19 | 0.0 |
| Sortino Ratio | NA | -0.51 | 0.5 | 0.77 | 0.85 | NA | NA | 0.96 | -0.11 | 0.67 | 1.64 | -1.49 | 2.36 | 1.3 | 4.61 | -0.41 | 2.52 | 1.8 | 0.04 | 1.23 | 2.73 | 2.83 | 0.3 | 1.79 | 2.08 | -1.28 | 0.71 | 2.87 | -0.56 | 1.3 | 2.31 | 1.26 | -1.36 |
| Yield(%) | N/A | 1.4 | 2.7 | 6.0 | 6.6 | 8.8 | 9.9 | 0.0 | 0.8 | 1.5 | 2.2 | 3.4 | 5.6 | 13.4 | 3.2 | 3.7 | 4.1 | 4.7 | 3.5 | 4.6 | 4.2 | 4.8 | 2.6 | 1.7 | 0.7 | 0.0 | 4.6 | 5.5 | 3.9 | 2.2 | 0.0 | 0.0 | 2.2 |
| Dividend Growth(%) | N/A | -29.5 | -55.3 | 110.7 | 209.5 | N/A | N/A | N/A | -39.7 | -21.2 | -44.8 | -25.3 | -51.0 | 408.3 | -15.3 | 1.2 | -2.7 | 31.9 | -17.7 | 23.7 | 1.8 | 88.4 | 77.5 | 161.4 | 1585.8 | -99.0 | -4.2 | 43.9 | 95.5 | N/A | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
This model portfolio uses Tactical Asset Allocation
. The following is the description on how in general the strategy works for this portfolio. It is for information purpose only. The actual implementation might be
different from the description in some situations where optimization has been implemented.
The strategy first derives trend scores of the 4 major asset classes: REITs, US Equity, Fixed Income, Foreign Equity that are covered in TIAA-CREF Employee Retirement Plan. It then selects the top 2 risk assets and 1 fixed income asset.
1. Risk allocation: the risk profile of this portfolio is 40.
The total allocation of the 1 fixed income asset should be at least 40%.
2. Asset weights: risk assets selected are equally weighted by
default.
3. Fund selection: about 2 top performing funds among 33 available funds in the plan are chosen for each asset selected. They are usually equally weighted within
the asset by default.
4. Rebalance frequency: the portfolio is reviewed by the strategy program monthly
and the above steps are repeated. Asset weights are rebalanced back to target allocation if it is necessary. During a market downturn, the asset
exposure to risk assets might be reduced and is switched to fixed income instead to avoid big loss.
5.
Simulation: Performance data before this portfolio went public are obtained from historical simulation. They are hypothetical.
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