Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TIAA-CREF Intelligent Life Variable Universal Life Insurance Tactical Asset Allocation Moderate | NA | 11.42% | -2.54% | 4.44% | 3.17% | 5.00% | 6.89% | 8.40% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIAA-CREF Intelligent Life Variable Universal Life Insurance Tactical Asset Allocation 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 (%) | -1.33 | 11.42 | -2.54 | 4.44 | 3.17 | 5.00 | 6.89 | 8.40 | NA | -2.74 | 3.31 | -15.55 | 18.56 | 15.70 | 7.89 | -8.37 | 11.18 | 4.60 | -5.29 | 1.96 | 10.95 | 11.98 | 0.13 | 17.88 | 25.92 | -7.34 | 13.16 | 20.69 | 7.32 | 15.90 | 28.19 | 17.40 | 6.20 |
| Sharpe Ratio | NA | -0.68 | -0.94 | 0.06 | 0.08 | NA | NA | 0.76 | 0.03 | -0.87 | -0.13 | -1.80 | 1.68 | 1.53 | 1.28 | -1.26 | 1.83 | 0.65 | -0.82 | 0.33 | 1.49 | 1.95 | 0.01 | 1.24 | 2.29 | -1.18 | 0.90 | 2.07 | 0.78 | 1.59 | 3.96 | 2.85 | 0.82 |
| Standard Deviation(%) | NA | 10.68 | 9.31 | 9.86 | 8.31 | NA | NA | 8.60 | 10.10 | 10.76 | 7.49 | 9.40 | 11.03 | 10.08 | 5.07 | 7.67 | 5.76 | 6.71 | 6.46 | 5.94 | 7.32 | 6.10 | 11.85 | 14.30 | 11.30 | 7.01 | 11.24 | 8.43 | 6.58 | 9.40 | 6.94 | 5.72 | 4.77 |
| Draw Down(%) | NA | 10.16 | 19.72 | 20.90 | 20.90 | NA | NA | 20.90 | 0.84 | 10.16 | 7.20 | 16.05 | 5.59 | 13.85 | 2.66 | 14.09 | 4.26 | 4.82 | 10.06 | 7.82 | 7.50 | 4.75 | 11.77 | 10.22 | 5.62 | 11.44 | 10.38 | 10.76 | 5.82 | 11.82 | 5.18 | 3.13 | 5.40 |
| Yield(%) | NA | 4.20 | 4.29 | 4.00 | 3.30 | NA | NA | 4.48 | NA | 0.98 | 3.80 | 3.70 | 4.44 | 5.10 | 2.26 | 4.68 | 0.08 | 2.83 | 2.22 | 3.15 | 3.17 | 3.70 | 4.95 | 5.25 | 3.44 | 2.90 | 11.09 | 4.88 | 5.32 | 8.27 | 6.69 | 4.88 | 5.30 |
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 |
|---|---|---|---|---|
| TIAA-CREF Intelligent Life Variable Universal Life Insurance Tactical Asset Allocation Moderate |
-5.33%
Dec 2021 - Dec 2024 |
-0.11%
Mar 2015 - Mar 2020 |
2.33%
Oct 2013 - Oct 2023 |
4.35%
Dec 2009 - Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Intelligent Life Variable Universal Life Insurance Tactical Asset Allocation Moderate |
20.38%
Dec 2001 - Dec 2004 |
19.00%
Oct 2002 - Oct 2007 |
14.34%
Apr 2001 - Apr 2011 |
10.55%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart