Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Southern Illinois University Carbondale State University Supplemental Retirement Plan TIAA-CREF Strategic Asset Allocation - Equal Weight Moderate | NA | 31.95% | 11.36% | 10.86% | 8.07% | 8.72% | 7.07% | 7.25% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Southern Illinois University Carbondale State University Supplemental Retirement Plan TIAA-CREF 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 (%) | -0.89 | 31.95 | 11.36 | 10.86 | 8.07 | 8.72 | 7.07 | 7.25 | NA | 18.98 | 23.83 | -7.75 | 15.84 | 6.44 | 15.21 | -3.88 | 9.40 | 3.84 | 2.79 | 7.34 | 10.48 | 12.69 | 2.26 | 13.14 | 18.19 | -23.24 | 1.73 | 16.00 | 3.65 | 12.99 | 16.09 | 3.07 | 0.12 |
| Sharpe Ratio | NA | 1.89 | 0.75 | 0.70 | 0.64 | NA | NA | 0.50 | 0.05 | 1.81 | 2.47 | -0.69 | 2.05 | 0.31 | 2.15 | -0.67 | 1.96 | 0.45 | 0.33 | 1.18 | 1.39 | 1.70 | 0.15 | 1.03 | 0.78 | -0.90 | -0.12 | 1.95 | 0.26 | 1.73 | 2.13 | 0.57 | -1.23 |
| Standard Deviation(%) | NA | 6.79 | 9.70 | 12.13 | 9.95 | NA | NA | 11.36 | 5.91 | 6.84 | 7.93 | 13.14 | 7.73 | 19.79 | 6.43 | 7.72 | 4.47 | 8.11 | 8.38 | 6.18 | 7.54 | 7.43 | 14.96 | 12.64 | 23.22 | 26.92 | 10.74 | 6.53 | 5.61 | 6.95 | 7.22 | 3.42 | 1.79 |
| Draw Down(%) | NA | 3.48 | 15.02 | 24.92 | 24.92 | NA | NA | 41.63 | 0.32 | 3.48 | 4.38 | 15.90 | 3.72 | 24.92 | 2.80 | 9.55 | 2.70 | 6.93 | 6.41 | 4.39 | 6.41 | 5.81 | 12.60 | 8.96 | 20.65 | 35.16 | 6.88 | 5.40 | 3.55 | 6.65 | 5.62 | 2.08 | 2.56 |
| Yield(%) | NA | 16.02 | 9.94 | 6.78 | 4.65 | NA | NA | 3.48 | NA | 4.49 | 15.53 | 7.00 | 2.37 | 2.04 | 2.09 | 2.55 | 0.69 | 2.75 | 4.15 | 2.74 | 3.17 | 3.02 | 3.20 | 2.44 | 1.20 | 1.58 | 4.74 | 3.86 | 4.03 | 3.81 | 0.08 | 0.36 | 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 |
|---|---|---|---|---|
| Southern Illinois University Carbondale State University Supplemental Retirement Plan TIAA-CREF Strategic Asset Allocation - Equal Weight Moderate |
-9.67%
Feb 2006 - Feb 2009 |
-2.79%
Feb 2004 - Feb 2009 |
4.16%
Nov 2006 - Nov 2016 |
4.13%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Southern Illinois University Carbondale State University Supplemental Retirement Plan TIAA-CREF Strategic Asset Allocation - Equal Weight Moderate |
19.82%
Feb 2009 - Feb 2012 |
15.58%
Feb 2009 - Feb 2014 |
10.00%
Feb 2009 - Feb 2019 |
9.84%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart