Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Washington State University Voluntary Investment TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate | 0.43% | 2.28% | 2.53% | 8.14% | 5.15% | 6.64% | 5.43% | 4.95% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Washington State University Voluntary Investment 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 (%) | -1.52 | 2.28 | 2.53 | 8.14 | 5.15 | 6.64 | 5.43 | 4.95 | 0.43 | 7.06 | 9.99 | -13.72 | 8.66 | 17.29 | 19.79 | -6.57 | 10.42 | 4.84 | 0.97 | 6.78 | 12.96 | 14.77 | 0.26 | 15.15 | 19.85 | -28.70 | 5.26 | 12.62 | 3.36 | 9.41 | 14.45 | -13.26 | 3.16 |
| Sharpe Ratio | NA | 0.22 | 0.24 | 0.41 | 0.40 | NA | NA | 0.34 | 0.28 | 0.42 | 0.70 | -1.12 | 0.91 | 0.96 | 2.54 | -0.91 | 2.15 | 0.55 | 0.11 | 1.07 | 1.71 | 1.84 | 0.02 | 1.29 | 0.96 | -1.22 | 0.22 | 1.32 | 0.17 | 1.13 | 1.41 | -0.96 | 0.29 |
| Standard Deviation(%) | NA | 10.72 | 10.69 | 10.70 | 10.41 | NA | NA | 11.45 | 13.35 | 8.21 | 9.03 | 13.54 | 9.53 | 17.76 | 7.20 | 8.78 | 4.54 | 8.35 | 8.54 | 6.34 | 7.55 | 7.99 | 14.80 | 11.68 | 20.51 | 24.33 | 9.51 | 6.96 | 6.29 | 7.46 | 9.74 | 14.94 | 2.55 |
| Draw Down(%) | NA | 11.99 | 12.23 | 20.45 | 22.38 | NA | NA | 44.61 | 10.19 | 5.98 | 8.77 | 20.43 | 5.35 | 22.38 | 3.05 | 12.65 | 1.92 | 7.18 | 8.08 | 4.80 | 6.96 | 6.26 | 13.75 | 8.36 | 20.78 | 38.68 | 6.72 | 7.29 | 4.53 | 8.00 | 7.27 | 20.86 | 2.46 |
| Yield(%) | NA | 6.37 | 4.79 | 4.23 | 3.36 | NA | NA | 2.80 | NA | 0.80 | 6.12 | 3.64 | 3.68 | 4.34 | 2.42 | 2.79 | 0.19 | 2.65 | 4.42 | 2.64 | 3.59 | 4.32 | 2.84 | 1.54 | 0.62 | 1.29 | 3.30 | 5.17 | 4.19 | 1.16 | 0.03 | 0.41 | 2.26 |
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 |
|---|---|---|---|---|
| Washington State University Voluntary Investment TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate |
-11.53%
Feb 2006 - Feb 2009 |
-4.84%
Feb 2004 - Feb 2009 |
2.26%
Sep 2001 - Sep 2011 |
4.03%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Washington State University Voluntary Investment TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate |
20.51%
Feb 2009 - Feb 2012 |
16.70%
Feb 2009 - Feb 2014 |
10.26%
Feb 2009 - Feb 2019 |
9.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart