Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Arizona Board of Regents Optional Retirement Plan TIAA-CREF Tactical Asset Allocation Moderate | NA | 2.46% | -0.57% | 0.32% | 1.72% | 3.72% | 4.80% | 5.35% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Arizona Board of Regents Optional Retirement Plan TIAA-CREF Tactical Asset Allocation 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 (%) | -0.46 | 2.46 | -0.57 | 0.32 | 1.72 | 3.72 | 4.80 | 5.35 | 0.77 | 12.06 | -20.59 | 7.47 | 6.33 | 10.99 | -1.88 | 7.95 | 5.15 | -1.34 | 0.94 | 16.83 | 8.84 | -5.54 | 6.85 | 12.18 | 2.12 | 9.90 | 10.63 | 5.83 | 11.69 | 18.00 | 3.60 | 5.87 |
| Sharpe Ratio | NA | 0.47 | -0.29 | 0.09 | 0.19 | NA | NA | 0.59 | 0.07 | 1.06 | -1.65 | 0.72 | 0.66 | 2.51 | -0.46 | 1.10 | 1.05 | -0.27 | 0.15 | 2.37 | 1.53 | -0.55 | 0.60 | 1.45 | 0.29 | 0.76 | 1.01 | 0.58 | 1.33 | 2.77 | 0.64 | 0.91 |
| Standard Deviation(%) | NA | 7.67 | 10.66 | 9.48 | 7.89 | NA | NA | 7.58 | 7.02 | 7.93 | 13.31 | 10.27 | 9.25 | 3.79 | 7.09 | 6.65 | 4.69 | 5.10 | 6.00 | 7.08 | 5.76 | 10.12 | 11.27 | 8.33 | 3.94 | 8.84 | 7.15 | 6.20 | 8.05 | 6.24 | 3.85 | 3.77 |
| Draw Down(%) | NA | 6.58 | 21.48 | 21.48 | 21.48 | NA | NA | 21.48 | 1.73 | 6.58 | 21.35 | 5.02 | 12.89 | 1.49 | 7.70 | 4.96 | 3.66 | 4.95 | 5.55 | 4.71 | 5.04 | 11.87 | 10.98 | 4.55 | 3.47 | 6.99 | 9.05 | 4.73 | 6.76 | 3.30 | 2.33 | 3.43 |
| Yield(%) | NA | 4.53 | 4.73 | 4.43 | 3.34 | NA | NA | 3.63 | 0.01 | 4.77 | 3.43 | 6.05 | 3.69 | 4.34 | 2.77 | 0.19 | 3.59 | 2.32 | 2.47 | 3.07 | 4.26 | 3.16 | 1.65 | 3.29 | 3.39 | 5.43 | 5.72 | 2.73 | 4.59 | 3.47 | 2.29 | 6.81 |
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 |
|---|---|---|---|---|
| Arizona Board of Regents Optional Retirement Plan TIAA-CREF Tactical Asset Allocation Moderate |
-3.19%
Dec 2019 - Dec 2022 |
-0.85%
Oct 2017 - Oct 2022 |
1.72%
Oct 2013 - Oct 2023 |
3.29%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Arizona Board of Regents Optional Retirement Plan TIAA-CREF Tactical Asset Allocation Moderate |
13.53%
Apr 2003 - Apr 2006 |
11.67%
Oct 2002 - Oct 2007 |
8.95%
Apr 2001 - Apr 2011 |
7.56%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart