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 Mandatory Retirement Plan TIAA-CREF Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 2.89% | 2.15% | 4.11% | 3.32% | 5.18% | 5.02% | 5.16% |
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 Mandatory Retirement Plan 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 (%) | -0.64 | 2.89 | 2.15 | 4.11 | 3.32 | 5.18 | 5.02 | 5.16 | 1.35 | 9.33 | -9.72 | 5.59 | 15.09 | 15.86 | -7.75 | 12.86 | 3.29 | 0.32 | 0.66 | 11.42 | 9.21 | -1.28 | 8.14 | 20.61 | -21.38 | 8.11 | 13.33 | 10.03 | 10.56 | 21.38 | -8.08 | 6.72 |
| Sharpe Ratio | NA | 0.27 | 0.01 | 0.40 | 0.37 | NA | NA | 0.42 | 0.15 | 0.60 | -0.90 | 0.55 | 0.87 | 1.87 | -0.94 | 2.61 | 0.36 | 0.03 | 0.09 | 1.76 | 1.44 | -0.11 | 0.77 | 1.40 | -1.39 | 0.60 | 1.32 | 1.27 | 1.09 | 2.52 | -0.81 | 0.35 |
| Standard Deviation(%) | NA | 8.30 | 10.37 | 11.60 | 9.93 | NA | NA | 10.19 | 6.87 | 8.42 | 12.34 | 10.20 | 17.04 | 7.73 | 9.63 | 4.69 | 8.47 | 8.93 | 6.79 | 6.48 | 6.38 | 11.90 | 10.44 | 14.66 | 16.06 | 8.48 | 7.63 | 6.19 | 8.84 | 8.21 | 11.28 | 12.44 |
| Draw Down(%) | NA | 7.52 | 16.14 | 21.33 | 21.33 | NA | NA | 32.90 | 1.31 | 7.52 | 16.14 | 5.75 | 21.33 | 4.39 | 14.36 | 1.46 | 8.25 | 8.73 | 6.19 | 4.73 | 5.54 | 12.00 | 8.67 | 14.35 | 28.47 | 6.60 | 9.32 | 4.51 | 6.83 | 8.35 | 20.31 | 13.51 |
| Yield(%) | NA | 4.34 | 6.00 | 4.25 | 3.57 | NA | NA | 2.87 | 0.11 | 4.49 | 3.48 | 10.02 | 1.19 | 2.20 | 5.43 | 0.24 | 1.48 | 5.82 | 1.46 | 1.78 | 1.89 | 2.08 | 0.90 | 1.28 | 2.04 | 5.51 | 5.42 | 3.40 | 0.98 | 2.13 | 1.28 | 1.48 |
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 Mandatory Retirement Plan TIAA-CREF Plan Strategic Asset Allocation - Equal Weight Moderate |
-5.38%
Feb 2006 - Feb 2009 |
0.60%
Feb 2004 - Feb 2009 |
3.26%
Mar 2010 - Mar 2020 |
3.14%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan TIAA-CREF Plan Strategic Asset Allocation - Equal Weight Moderate |
17.22%
Mar 2003 - Mar 2006 |
13.53%
Oct 2002 - Oct 2007 |
7.95%
Mar 2003 - Mar 2013 |
7.00%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart