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 Strategic Asset Allocation - Equal Weight Moderate | NA | 4.76% | 3.21% | 5.67% | 5.02% | 7.32% | 6.30% | 6.56% |
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 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 (%) | -0.54 | 4.76 | 3.21 | 5.67 | 5.02 | 7.32 | 6.30 | 6.56 | 1.62 | 14.40 | -8.75 | 5.48 | 16.44 | 19.64 | -4.98 | 10.05 | 5.63 | -1.25 | 6.42 | 15.03 | 11.26 | 2.92 | 8.48 | 26.74 | -21.97 | 8.58 | 11.51 | 7.68 | 10.35 | 21.27 | -2.15 | 5.62 |
| Sharpe Ratio | NA | 0.94 | 0.20 | 0.55 | 0.51 | NA | NA | 0.58 | 0.19 | 1.24 | -0.79 | 0.49 | 0.87 | 2.68 | -0.67 | 1.83 | 0.65 | -0.15 | 0.96 | 2.31 | 1.77 | 0.23 | 0.79 | 1.83 | -1.19 | 0.66 | 1.39 | 1.05 | 1.42 | 2.81 | -0.37 | 0.51 |
| Standard Deviation(%) | NA | 8.10 | 10.79 | 12.22 | 10.26 | NA | NA | 10.08 | 6.92 | 8.21 | 12.76 | 11.21 | 18.74 | 6.80 | 9.42 | 5.15 | 8.36 | 8.45 | 6.69 | 6.49 | 6.33 | 12.33 | 10.66 | 14.56 | 19.24 | 8.44 | 5.93 | 5.26 | 6.63 | 7.32 | 8.71 | 6.54 |
| Draw Down(%) | NA | 6.11 | 16.54 | 23.32 | 23.32 | NA | NA | 33.54 | 1.47 | 6.11 | 15.80 | 7.07 | 23.32 | 3.02 | 11.95 | 3.36 | 6.94 | 7.95 | 4.70 | 5.66 | 5.09 | 11.18 | 9.87 | 14.87 | 32.14 | 6.52 | 7.09 | 3.36 | 5.40 | 6.77 | 14.42 | 7.67 |
| Yield(%) | NA | 4.61 | 5.33 | 4.42 | 3.78 | NA | NA | 3.66 | 0.00 | 4.89 | 3.63 | 7.55 | 3.41 | 2.89 | 3.91 | 0.57 | 4.49 | 4.40 | 2.24 | 1.97 | 4.51 | 2.54 | 2.11 | 2.36 | 3.19 | 6.19 | 6.66 | 4.94 | 2.76 | 3.10 | 2.00 | 3.87 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-5.88%
Feb 2006 - Feb 2009 |
-0.20%
Feb 2004 - Feb 2009 |
5.02%
Oct 2013 - Oct 2023 |
4.86%
Sep 2007 - Sep 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 Strategic Asset Allocation - Equal Weight Moderate |
17.98%
Feb 2009 - Feb 2012 |
15.19%
Feb 2009 - Feb 2014 |
9.54%
Feb 2009 - Feb 2019 |
8.12%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart