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 Strategic Asset Allocation - Optimal Moderate | NA | -9.53% | 4.70% | 3.80% | 4.64% | 4.37% | 6.77% | 6.85% |
Data as of 04/29/2022, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIAA-CREF Intelligent Life Variable Universal Life Insurance Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 07/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.95 | -9.53 | 4.70 | 3.80 | 4.64 | 4.37 | 6.77 | 6.85 | -16.63 | 7.28 | 13.20 | 17.87 | -8.74 | 9.29 | 7.20 | -1.46 | 2.45 | 9.10 | 13.68 | 1.08 | 14.86 | 27.76 | -29.08 | 9.98 | 15.93 | 10.94 | 16.66 | 31.61 | 1.29 | 1.97 |
| Sharpe Ratio | NA | -1.41 | 0.10 | 0.13 | 0.41 | NA | NA | 0.51 | -1.33 | 0.75 | 0.71 | 2.68 | -1.10 | 2.00 | 0.88 | -0.19 | 0.39 | 1.34 | 1.89 | 0.08 | 1.24 | 1.46 | -1.29 | 0.72 | 1.70 | 1.79 | 2.50 | 4.87 | 0.02 | -0.05 |
| Standard Deviation(%) | NA | 10.91 | 13.37 | 11.39 | 9.42 | NA | NA | 10.79 | 12.70 | 9.67 | 18.39 | 6.14 | 9.12 | 4.32 | 7.91 | 8.04 | 6.24 | 6.77 | 7.22 | 13.07 | 11.87 | 18.97 | 23.17 | 9.69 | 7.47 | 4.91 | 6.29 | 6.35 | 7.86 | 7.17 |
| Draw Down(%) | NA | 17.87 | 22.83 | 22.83 | 22.83 | NA | NA | 42.79 | 17.30 | 6.24 | 22.83 | 3.04 | 15.31 | 2.38 | 7.04 | 9.56 | 5.75 | 7.90 | 6.03 | 13.20 | 9.05 | 18.41 | 41.09 | 7.52 | 9.26 | 3.74 | 7.89 | 3.20 | 12.85 | 10.96 |
| Yield(%) | NA | 5.41 | 3.44 | 3.18 | 3.56 | NA | NA | 4.23 | 0.89 | 5.37 | 3.09 | 2.41 | 4.47 | 0.26 | 3.97 | 4.94 | 4.74 | 3.41 | 4.29 | 4.67 | 3.29 | 2.87 | 3.64 | 7.73 | 5.18 | 5.60 | 4.84 | 5.75 | 2.81 | 4.73 |
Data as of 04/29/2022, 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 Strategic Asset Allocation - Optimal Moderate |
-8.76%
Feb 2006 - Feb 2009 |
-0.40%
Feb 2004 - Feb 2009 |
4.10%
Oct 2007 - Oct 2017 |
3.89%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Intelligent Life Variable Universal Life Insurance Strategic Asset Allocation - Optimal Moderate |
21.99%
Feb 2009 - Feb 2012 |
18.32%
Oct 2002 - Oct 2007 |
10.48%
Mar 2003 - Mar 2013 |
8.69%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart