Performance Comparison
Portfolio Performance Comparison
| 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 Strategic Asset Allocation - Equal Weight Moderate | NA | 7.32% | 4.67% | 4.34% | 3.50% | 5.94% | 6.11% | 6.53% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/30/2024 |
| 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 (%) | 0.16 | 7.32 | 4.67 | 4.34 | 3.50 | 5.94 | 6.11 | 6.53 | -0.14 | 13.58 | -10.38 | 11.98 | 11.77 | 11.44 | -8.28 | 9.03 | 6.18 | -2.21 | 4.38 | 7.49 | 11.89 | -0.08 | 13.63 | 23.84 | -22.13 | 11.03 | 16.79 | 9.85 | 18.81 | 26.15 | -1.12 | 3.10 |
| Sharpe Ratio | NA | 0.48 | 0.24 | 0.44 | 0.39 | NA | NA | 0.58 | -0.07 | 1.21 | -0.99 | 1.30 | 0.70 | 1.57 | -1.13 | 1.73 | 0.72 | -0.28 | 0.70 | 1.13 | 1.86 | -0.01 | 1.34 | 1.48 | -1.24 | 0.87 | 2.18 | 1.38 | 2.54 | 4.82 | -0.32 | 0.09 |
| Standard Deviation(%) | NA | 7.48 | 9.66 | 10.89 | 9.27 | NA | NA | 9.64 | 6.47 | 7.69 | 11.88 | 9.20 | 16.39 | 6.41 | 8.46 | 4.87 | 8.27 | 8.05 | 6.21 | 6.63 | 6.36 | 11.70 | 10.11 | 16.02 | 18.53 | 9.19 | 6.19 | 5.56 | 7.04 | 5.28 | 6.88 | 8.64 |
| Draw Down(%) | NA | 6.22 | 16.77 | 22.68 | 22.68 | NA | NA | 36.75 | 1.63 | 6.22 | 16.77 | 5.94 | 21.85 | 3.41 | 13.08 | 2.78 | 7.01 | 9.24 | 4.81 | 7.60 | 5.52 | 12.68 | 7.90 | 17.75 | 32.96 | 6.71 | 7.71 | 4.30 | 8.05 | 4.49 | 13.96 | 11.63 |
| Yield(%) | NA | 4.77 | 5.14 | 4.48 | 3.70 | NA | NA | 4.22 | 0.01 | 5.10 | 2.63 | 8.03 | 4.44 | 2.65 | 3.12 | 0.17 | 2.05 | 3.54 | 5.78 | 5.35 | 4.68 | 4.48 | 3.15 | 4.38 | 4.79 | 7.13 | 5.89 | 6.17 | 4.41 | 3.37 | 1.61 | 4.16 |
Data as of 10/31/2023, AR inception is 12/31/2000
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.24%
Feb 2006 - Feb 2009 |
-0.50%
Mar 2015 - Mar 2020 |
3.13%
Mar 2010 - Mar 2020 |
3.46%
Oct 2007 - Oct 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 Strategic Asset Allocation - Equal Weight Moderate |
20.93%
Mar 2003 - Mar 2006 |
17.85%
Oct 2002 - Oct 2007 |
10.59%
Mar 2003 - Mar 2013 |
8.59%
Oct 2002 - Oct 2017 |
Annualized Rolling Returns Comparison Chart