Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TIAA-CREF Employee Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | NA | 22.28% | 2.82% | 6.72% | 5.98% | 7.07% | 5.92% | 6.48% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIAA-CREF Employee Retirement Plan Strategic Asset Allocation - Equal Weight Moderate | 12/31/2000 | 01/08/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 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 (%) | -1.27 | 22.28 | 2.82 | 6.72 | 5.98 | 7.07 | 5.92 | 6.48 | NA | 5.88 | 11.56 | -11.47 | 11.97 | 15.08 | 18.13 | -5.26 | 8.79 | 3.78 | 1.56 | 6.93 | 7.52 | 13.34 | 2.68 | 13.56 | 17.20 | -20.90 | 3.19 | 13.31 | 3.68 | 12.12 | 19.00 | 5.14 | 0.12 |
| Sharpe Ratio | NA | -0.02 | -0.21 | 0.29 | 0.38 | NA | NA | 0.50 | -0.01 | -0.09 | 0.81 | -1.00 | 1.36 | 0.74 | 2.53 | -0.80 | 1.79 | 0.42 | 0.18 | 1.09 | 1.12 | 2.61 | 0.27 | 1.50 | 1.05 | -1.17 | 0.03 | 1.88 | 0.27 | 1.60 | 2.37 | 1.27 | -1.23 |
| Standard Deviation(%) | NA | 7.95 | 10.19 | 12.63 | 10.36 | NA | NA | 9.60 | 6.54 | 8.03 | 9.05 | 12.85 | 8.79 | 20.18 | 6.60 | 8.23 | 4.55 | 8.55 | 8.44 | 6.37 | 6.69 | 5.10 | 9.96 | 8.98 | 16.21 | 18.59 | 7.36 | 5.34 | 5.56 | 6.98 | 7.72 | 3.19 | 1.79 |
| Draw Down(%) | NA | 5.42 | 16.73 | 24.29 | 24.29 | NA | NA | 35.37 | 0.45 | 5.42 | 7.56 | 17.50 | 4.08 | 24.29 | 2.62 | 9.82 | 2.95 | 7.66 | 7.11 | 4.30 | 6.63 | 3.97 | 9.29 | 6.65 | 16.55 | 30.96 | 5.47 | 4.90 | 3.60 | 7.45 | 4.43 | 1.69 | 2.56 |
| Yield(%) | NA | 4.69 | 3.81 | 3.94 | 3.34 | NA | NA | 3.14 | NA | 0.82 | 4.68 | 2.89 | 3.07 | 5.92 | 2.32 | 3.11 | 0.25 | 3.13 | 4.12 | 3.25 | 3.68 | 4.49 | 3.42 | 2.74 | 1.57 | 1.80 | 6.70 | 4.45 | 4.15 | 2.98 | 0.04 | 0.34 | 2.25 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| TIAA-CREF Employee Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
-7.58%
Feb 2006 - Feb 2009 |
-1.84%
Feb 2004 - Feb 2009 |
4.30%
Nov 2006 - Nov 2016 |
4.42%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Employee Retirement Plan Strategic Asset Allocation - Equal Weight Moderate |
17.68%
Feb 2009 - Feb 2012 |
14.22%
Feb 2009 - Feb 2014 |
8.88%
Feb 2009 - Feb 2019 |
8.45%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart