Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Tactical Asset Allocation Moderate | NA | 6.10% | 4.65% | 4.19% | 3.36% | 6.29% | 7.92% | 7.91% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2023.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 (%) | -0.31 | 6.10 | 4.65 | 4.19 | 3.36 | 6.29 | 7.92 | 7.91 | 2.75 | 16.62 | -14.99 | 12.98 | 13.45 | 8.42 | -6.49 | 10.77 | 4.32 | -1.12 | 2.41 | 7.56 | 16.24 | 1.14 | 12.95 | 20.49 | 5.05 | 18.69 | 14.85 | 14.37 | 13.62 | 16.79 | 1.19 | 3.89 |
| Sharpe Ratio | NA | 1.23 | 0.22 | 0.37 | 0.32 | NA | NA | 0.72 | 0.29 | 1.42 | -1.23 | 1.13 | 0.70 | 1.01 | -0.83 | 1.61 | 0.48 | -0.12 | 0.28 | 0.87 | 2.63 | 0.08 | 1.13 | 1.68 | 0.70 | 1.34 | 1.32 | 1.95 | 1.55 | 3.00 | 0.02 | 0.24 |
| Standard Deviation(%) | NA | 8.76 | 11.22 | 12.61 | 10.72 | NA | NA | 9.80 | 8.50 | 8.73 | 13.31 | 11.49 | 18.92 | 6.98 | 9.45 | 6.28 | 8.55 | 9.35 | 8.58 | 8.66 | 6.16 | 14.74 | 11.44 | 12.14 | 5.93 | 11.68 | 8.79 | 6.25 | 8.17 | 5.36 | 4.92 | 6.52 |
| Draw Down(%) | NA | 6.90 | 21.02 | 23.09 | 23.09 | NA | NA | 23.09 | 1.72 | 6.90 | 20.96 | 5.84 | 23.09 | 5.75 | 12.52 | 3.28 | 7.17 | 10.85 | 7.56 | 11.09 | 3.83 | 12.78 | 8.28 | 6.09 | 4.52 | 9.19 | 10.55 | 4.89 | 10.54 | 5.14 | 5.89 | 5.83 |
| Yield(%) | NA | 3.38 | 5.04 | 6.11 | 5.08 | NA | NA | 0.00 | 0.00 | 3.62 | 5.44 | 6.01 | 8.24 | 7.87 | 4.27 | 1.64 | 3.97 | 4.73 | 5.78 | 5.75 | 4.39 | 2.92 | 3.07 | 4.42 | 5.17 | 8.49 | 5.73 | 6.11 | 2.93 | 1.87 | 5.79 | 7.48 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Tactical Asset Allocation Moderate |
-1.25%
Mar 2017 - Mar 2020 |
-0.02%
Mar 2015 - Mar 2020 |
2.86%
Sep 2012 - Sep 2022 |
5.52%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Tactical Asset Allocation Moderate |
18.93%
Oct 2004 - Oct 2007 |
16.91%
Apr 2005 - Apr 2010 |
14.22%
Apr 2003 - Apr 2013 |
10.66%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart