Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| University of Washington Retirement Plan TIAA-CREF Strategic Asset Allocation - Optimal Moderate | 0.08% | 1.59% | 2.93% | 9.03% | 5.58% | 6.91% | 5.22% | 4.70% |
Data as of 03/31/2025, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Washington Retirement Plan TIAA-CREF 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 (%) | -1.36 | 1.59 | 2.93 | 9.03 | 5.58 | 6.91 | 5.22 | 4.70 | 0.08 | 6.73 | 14.73 | -16.52 | 14.05 | 13.81 | 19.86 | -7.41 | 12.08 | 6.03 | 1.09 | 6.07 | 13.59 | 15.66 | 0.14 | 13.87 | 19.04 | -27.69 | 3.62 | 8.14 | 0.23 | 6.98 | 15.76 | -12.99 | 2.85 |
| Sharpe Ratio | NA | 0.08 | 0.27 | 0.46 | 0.43 | NA | NA | 0.32 | 0.18 | 0.36 | 1.27 | -1.24 | 1.76 | 0.76 | 2.53 | -1.04 | 2.52 | 0.69 | 0.12 | 0.94 | 1.80 | 1.88 | 0.01 | 1.22 | 1.03 | -1.22 | 0.04 | 0.59 | -0.31 | 0.89 | 1.65 | -0.96 | 0.17 |
| Standard Deviation(%) | NA | 10.83 | 10.85 | 10.61 | 10.39 | NA | NA | 11.23 | 12.70 | 8.66 | 8.74 | 14.42 | 7.96 | 17.95 | 7.27 | 8.48 | 4.54 | 8.45 | 8.46 | 6.45 | 7.55 | 8.31 | 14.62 | 11.26 | 18.44 | 23.51 | 10.60 | 8.01 | 6.63 | 6.72 | 9.11 | 14.66 | 2.55 |
| Draw Down(%) | NA | 13.75 | 13.75 | 22.11 | 23.24 | NA | NA | 43.64 | 10.55 | 7.16 | 8.27 | 22.11 | 3.77 | 23.24 | 3.16 | 13.31 | 2.18 | 6.63 | 7.87 | 5.34 | 6.91 | 6.58 | 13.40 | 8.30 | 18.34 | 36.90 | 7.89 | 6.31 | 5.11 | 6.71 | 8.16 | 20.49 | 2.60 |
| Yield(%) | NA | 6.49 | 5.11 | 4.07 | 3.48 | NA | NA | 2.38 | NA | 0.79 | 6.47 | 3.60 | 4.62 | 2.17 | 2.93 | 4.01 | 0.18 | 3.59 | 4.32 | 2.73 | 2.48 | 3.91 | 2.92 | 2.02 | 0.54 | 0.45 | 1.51 | 0.74 | 1.50 | 0.42 | 0.11 | 0.42 | 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 |
|---|---|---|---|---|
| University of Washington Retirement Plan TIAA-CREF Strategic Asset Allocation - Optimal Moderate |
-12.08%
Feb 2006 - Feb 2009 |
-6.05%
Feb 2004 - Feb 2009 |
1.19%
Sep 2001 - Sep 2011 |
3.43%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Washington Retirement Plan TIAA-CREF Strategic Asset Allocation - Optimal Moderate |
18.97%
Feb 2009 - Feb 2012 |
16.07%
Feb 2009 - Feb 2014 |
10.08%
Feb 2009 - Feb 2019 |
9.17%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart