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 Mandatory Retirement Plan TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate | -1.01% | 3.52% | 4.70% | 8.97% | 4.89% | 5.08% | 4.48% | 4.67% |
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 Mandatory Retirement Plan 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 (%) | -1.86 | 3.52 | 4.70 | 8.97 | 4.89 | 5.08 | 4.48 | 4.67 | -1.01 | 11.35 | 9.76 | -9.40 | 4.21 | 17.14 | 14.64 | -6.40 | 10.08 | 3.28 | 0.32 | 1.58 | 8.91 | 8.32 | -1.36 | 12.14 | 19.37 | -26.56 | 8.07 | 12.49 | 2.84 | 7.99 | 23.62 | -11.08 | 5.93 |
| Sharpe Ratio | NA | 0.44 | 0.44 | 0.51 | 0.37 | NA | NA | 0.32 | 0.20 | 0.90 | 0.74 | -0.84 | 0.40 | 1.00 | 1.63 | -0.82 | 2.09 | 0.37 | 0.03 | 0.22 | 1.13 | 0.95 | -0.10 | 0.98 | 1.18 | -1.25 | 0.50 | 1.20 | 0.09 | 0.88 | 2.64 | -0.96 | 0.28 |
| Standard Deviation(%) | NA | 10.79 | 10.04 | 10.49 | 10.37 | NA | NA | 11.19 | 12.28 | 8.62 | 8.30 | 12.89 | 10.47 | 16.96 | 8.09 | 9.53 | 4.50 | 8.37 | 8.84 | 7.06 | 7.85 | 8.72 | 14.61 | 12.33 | 16.28 | 22.08 | 9.78 | 7.55 | 6.72 | 7.95 | 8.66 | 12.71 | 12.51 |
| Draw Down(%) | NA | 12.14 | 12.14 | 16.63 | 20.92 | NA | NA | 38.28 | 10.76 | 5.65 | 6.35 | 15.90 | 6.11 | 20.92 | 4.10 | 13.34 | 2.03 | 8.23 | 8.07 | 5.49 | 4.37 | 6.97 | 14.25 | 9.82 | 15.41 | 34.56 | 6.50 | 8.09 | 4.54 | 5.90 | 8.27 | 20.01 | 13.45 |
| Yield(%) | NA | 4.43 | 4.31 | 3.70 | 3.38 | NA | NA | 2.78 | NA | 0.52 | 4.61 | 4.09 | 3.22 | 3.85 | 1.82 | 5.87 | 0.26 | 1.07 | 6.60 | 1.61 | 2.09 | 1.94 | 2.15 | 0.59 | 0.47 | 2.02 | 6.44 | 5.65 | 4.42 | 1.29 | 1.03 | 1.08 | 1.20 |
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 Mandatory Retirement Plan TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate |
-8.20%
Feb 2006 - Feb 2009 |
-2.60%
Feb 2004 - Feb 2009 |
2.53%
Feb 2006 - Feb 2016 |
2.56%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan TIAA-CREF Plan Strategic Asset Allocation - Optimal Moderate |
15.53%
Feb 2009 - Feb 2012 |
11.91%
Sep 2002 - Sep 2007 |
7.15%
Feb 2009 - Feb 2019 |
6.85%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart