Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Retirement Plan of the State of South Carolina offered by TIAA/CREF Tactical Asset Allocation Moderate | NA | 4.52% | 7.85% | 5.83% | 4.72% | 6.30% | 5.89% | 6.16% |
Data as of 10/31/2023, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement Plan of the State of South Carolina offered by 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 (%) | -0.33 | 4.52 | 7.85 | 5.83 | 4.72 | 6.30 | 5.89 | 6.16 | -0.27 | 16.73 | -9.02 | 15.28 | 12.83 | 10.18 | -2.42 | 11.12 | 3.92 | -3.76 | 3.39 | 13.68 | 10.38 | 5.13 | 12.42 | 9.13 | -10.24 | 7.24 | 14.84 | 2.07 | 10.22 | 16.95 | 0.54 | 2.31 |
| Sharpe Ratio | NA | 1.47 | 0.54 | 0.84 | 0.65 | NA | NA | 0.71 | -0.07 | 1.72 | -1.06 | 1.62 | 1.37 | 1.84 | -0.50 | 2.32 | 0.75 | -0.63 | 0.59 | 1.93 | 1.90 | 0.56 | 0.91 | 0.98 | -1.89 | 0.44 | 1.56 | -0.01 | 1.22 | 2.65 | -0.25 | 0.01 |
| Standard Deviation(%) | NA | 7.52 | 8.83 | 8.34 | 7.17 | NA | NA | 7.45 | 7.58 | 7.24 | 9.78 | 9.45 | 9.19 | 4.76 | 7.47 | 4.53 | 4.94 | 6.04 | 5.73 | 7.06 | 5.44 | 9.13 | 13.58 | 9.18 | 5.91 | 9.71 | 7.44 | 6.79 | 7.58 | 6.14 | 2.30 | 0.05 |
| Draw Down(%) | NA | 4.95 | 13.70 | 13.70 | 13.70 | NA | NA | 16.12 | 1.75 | 4.95 | 13.70 | 4.60 | 13.02 | 2.40 | 8.63 | 2.26 | 3.62 | 7.14 | 4.54 | 6.32 | 4.05 | 7.42 | 9.95 | 4.55 | 13.13 | 7.23 | 6.65 | 4.18 | 8.13 | 3.02 | 2.18 | 0.00 |
| Yield(%) | NA | 14.81 | 9.71 | 7.21 | 4.68 | NA | NA | 3.51 | 0.86 | 14.82 | 7.76 | 5.47 | 2.64 | 4.36 | 3.44 | 0.32 | 2.61 | 2.08 | 2.44 | 4.14 | 3.90 | 3.33 | 1.06 | 2.44 | 1.87 | 4.69 | 4.42 | 2.55 | 1.13 | 1.05 | 1.04 | 2.31 |
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 |
|---|---|---|---|---|
| Retirement Plan of the State of South Carolina offered by TIAA/CREF Tactical Asset Allocation Moderate |
0.07%
Jan 2007 - Jan 2010 |
2.14%
Mar 2015 - Mar 2020 |
4.54%
Apr 2010 - Apr 2020 |
4.86%
Feb 2008 - Feb 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement Plan of the State of South Carolina offered by TIAA/CREF Tactical Asset Allocation Moderate |
12.74%
Dec 2018 - Dec 2021 |
11.36%
Jun 2009 - Jun 2014 |
8.03%
Apr 2003 - Apr 2013 |
7.12%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart