Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TIAA-CREF Diversified Equity Option | NA | 33.13% | 5.88% | 11.59% | 9.36% | 11.00% | 7.53% | 8.85% |
Data as of 10/31/2024, AR inception is 10/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIAA-CREF Diversified Equity Option | 10/05/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.58 | 33.13 | 5.88 | 11.59 | 9.36 | 11.00 | 7.53 | 8.85 | NA | 10.73 | 24.47 | -20.20 | 23.11 | 17.41 | 25.08 | -12.65 | 19.28 | 6.98 | 3.06 | 6.32 | 29.20 | 21.18 | -6.06 | 18.43 | 29.37 | -41.36 | 6.16 | 12.47 | 0.04 | 11.56 | 29.75 | 10.47 |
| Sharpe Ratio | NA | 0.40 | 0.00 | 0.35 | 0.40 | NA | NA | 0.38 | 0.07 | 0.31 | 1.52 | -0.94 | 1.62 | 0.52 | 1.76 | -0.89 | 2.22 | 0.47 | 0.21 | 0.53 | 2.40 | 1.44 | -0.23 | 0.94 | 1.01 | -1.02 | 0.17 | 0.66 | -0.19 | 0.98 | 2.08 | 0.49 |
| Standard Deviation(%) | NA | 13.53 | 17.19 | 20.98 | 17.67 | NA | NA | 19.35 | 10.83 | 13.56 | 13.29 | 22.93 | 14.22 | 33.31 | 13.47 | 15.77 | 8.39 | 14.52 | 14.78 | 11.89 | 12.13 | 14.66 | 26.23 | 19.46 | 28.94 | 41.35 | 18.37 | 13.88 | 11.22 | 10.81 | 13.95 | 21.02 |
| Draw Down(%) | NA | 10.20 | 26.71 | 34.94 | 34.94 | NA | NA | 60.30 | 0.76 | 10.20 | 10.40 | 27.67 | 5.85 | 34.94 | 6.45 | 22.80 | 4.49 | 12.69 | 12.89 | 10.16 | 7.42 | 12.45 | 24.81 | 15.63 | 26.89 | 52.19 | 12.97 | 12.30 | 9.00 | 7.95 | 13.04 | 5.68 |
| Yield(%) | NA | 11.05 | 9.93 | 7.48 | 6.11 | NA | NA | 4.21 | NA | 0.17 | 12.01 | 5.00 | 13.77 | 4.46 | 2.81 | 7.43 | 0.12 | 2.63 | 7.55 | 6.76 | 8.35 | 4.08 | 1.83 | 1.23 | 0.98 | 0.87 | 2.03 | 1.73 | 2.04 | 1.82 | 0.61 | 0.17 |
Data as of 10/31/2024, AR inception is 10/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Diversified Equity Option |
-18.49%
Feb 2006 - Feb 2009 |
-9.22%
Feb 2004 - Feb 2009 |
4.26%
Feb 2006 - Feb 2016 |
4.31%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Diversified Equity Option |
25.41%
Feb 2009 - Feb 2012 |
23.18%
Feb 2009 - Feb 2014 |
14.24%
Feb 2009 - Feb 2019 |
13.20%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart