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 Strategic Asset Allocation - Equal Weight Moderate | NA | 13.52% | 7.05% | 7.07% | 5.62% | 7.35% | 5.80% | 5.56% |
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 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 (%) | -0.01 | 13.52 | 7.05 | 7.07 | 5.62 | 7.35 | 5.80 | 5.56 | 0.90 | 22.36 | -8.17 | 11.51 | 10.12 | 17.49 | -5.05 | 9.51 | 3.11 | 2.16 | 7.33 | 10.74 | 12.58 | 1.66 | 13.51 | 21.22 | -23.85 | 2.90 | 11.81 | 4.90 | 11.32 | 18.39 | -9.15 | 0.58 |
| Sharpe Ratio | NA | 1.64 | 0.63 | 0.65 | 0.59 | NA | NA | 0.44 | 0.09 | 2.18 | -0.74 | 1.44 | 0.51 | 2.47 | -0.73 | 2.03 | 0.34 | 0.24 | 1.18 | 1.64 | 2.01 | 0.13 | 1.25 | 1.06 | -1.19 | -0.01 | 1.34 | 0.46 | 1.40 | 2.31 | -0.90 | -0.17 |
| Standard Deviation(%) | NA | 8.00 | 9.93 | 11.94 | 9.98 | NA | NA | 10.86 | 6.73 | 8.29 | 12.87 | 7.98 | 19.36 | 6.51 | 8.68 | 4.39 | 8.49 | 8.78 | 6.21 | 6.51 | 6.24 | 12.65 | 10.72 | 20.02 | 20.86 | 9.89 | 6.35 | 5.89 | 7.42 | 7.66 | 11.40 | 10.42 |
| Draw Down(%) | NA | 5.19 | 15.43 | 24.71 | 24.71 | NA | NA | 39.75 | 1.08 | 5.19 | 15.43 | 3.59 | 24.71 | 2.95 | 11.06 | 3.36 | 8.20 | 6.95 | 4.21 | 5.66 | 4.83 | 11.80 | 7.23 | 17.89 | 33.33 | 6.78 | 5.88 | 3.44 | 7.46 | 6.73 | 17.94 | 13.83 |
| Yield(%) | NA | 14.27 | 8.83 | 5.96 | 4.41 | NA | NA | 3.25 | 0.87 | 14.67 | 7.32 | 3.89 | 1.36 | 2.10 | 3.91 | 0.64 | 3.09 | 4.48 | 2.16 | 2.60 | 2.86 | 2.59 | 2.43 | 1.99 | 2.42 | 4.74 | 3.73 | 2.06 | 1.14 | 0.86 | 1.22 | 1.71 |
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 Strategic Asset Allocation - Equal Weight Moderate |
-9.39%
Feb 2006 - Feb 2009 |
-2.92%
Feb 2004 - Feb 2009 |
4.28%
Nov 2006 - Nov 2016 |
4.23%
Sep 2007 - Sep 2022 |
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 Strategic Asset Allocation - Equal Weight Moderate |
19.15%
Feb 2009 - Feb 2012 |
15.35%
Feb 2009 - Feb 2014 |
9.69%
Feb 2009 - Feb 2019 |
8.34%
Dec 2008 - Dec 2023 |
Annualized Rolling Returns Comparison Chart