Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate | 1.63% | 2.85% | 3.73% | 8.29% | 3.26% | 4.63% | 5.02% | 6.18% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 06/04/2025 |
| 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 (%) | -1.26 | 2.85 | 3.73 | 8.29 | 3.26 | 4.63 | 5.02 | 6.18 | 1.63 | 5.30 | 13.43 | -11.79 | 5.92 | 11.43 | 9.99 | -8.07 | 8.59 | 3.40 | -1.61 | 2.20 | 9.95 | 14.51 | -1.42 | 13.95 | 24.48 | -25.89 | 10.52 | 15.84 | 10.37 | 19.63 | 26.19 | 0.43 | 4.54 |
| Sharpe Ratio | NA | 0.19 | 0.32 | 0.47 | 0.22 | NA | NA | 0.46 | 0.33 | 0.22 | 1.24 | -1.02 | 0.60 | 0.69 | 1.10 | -0.96 | 1.61 | 0.38 | -0.21 | 0.34 | 1.29 | 1.90 | -0.10 | 1.15 | 1.25 | -1.15 | 0.71 | 1.58 | 1.34 | 2.36 | 4.08 | -0.11 | 0.27 |
| Standard Deviation(%) | NA | 9.54 | 9.77 | 9.94 | 9.97 | NA | NA | 10.88 | 11.54 | 7.53 | 7.88 | 12.94 | 9.82 | 16.11 | 7.71 | 9.89 | 4.93 | 8.43 | 7.84 | 6.51 | 7.67 | 7.61 | 15.20 | 12.06 | 19.56 | 23.35 | 10.33 | 7.88 | 6.05 | 7.88 | 6.24 | 6.32 | 7.84 |
| Draw Down(%) | NA | 11.60 | 12.61 | 19.92 | 24.31 | NA | NA | 41.11 | 9.25 | 6.27 | 6.61 | 19.26 | 6.67 | 22.73 | 4.57 | 13.94 | 3.00 | 7.08 | 9.52 | 5.71 | 7.69 | 6.07 | 16.00 | 10.08 | 18.85 | 38.10 | 7.93 | 10.30 | 4.71 | 8.37 | 5.13 | 12.30 | 9.49 |
| Yield(%) | NA | 4.02 | 3.95 | 4.35 | 3.51 | NA | NA | 4.02 | NA | 0.70 | 3.86 | 2.92 | 4.72 | 6.57 | 2.95 | 4.84 | 0.17 | 2.38 | 3.14 | 2.74 | 8.54 | 4.34 | 4.06 | 3.00 | 2.67 | 2.99 | 7.03 | 4.80 | 4.12 | 3.52 | 3.71 | 2.50 | 6.24 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate |
-7.74%
Feb 2006 - Feb 2009 |
-1.54%
Mar 2015 - Mar 2020 |
2.06%
Sep 2012 - Sep 2022 |
2.38%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Voluntary Tax Deferred Annuity (TDA) TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate |
21.38%
Mar 2003 - Mar 2006 |
17.69%
Oct 2002 - Oct 2007 |
10.26%
Mar 2003 - Mar 2013 |
8.23%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart