Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TIAA CREFF INSTITUTION DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate | NA | 25.29% | 1.99% | 6.59% | 7.41% | 8.81% | 8.45% | 8.28% |
Data as of 10/31/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIAA CREFF INSTITUTION DEFINED CONTRIBUTION RETIREMENT PLAN 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 (%) | -1.36 | 25.29 | 1.99 | 6.59 | 7.41 | 8.81 | 8.45 | 8.28 | NA | 13.71 | 10.92 | -18.71 | 17.63 | 10.72 | 22.52 | -2.96 | 15.66 | 7.55 | 1.17 | 8.60 | 11.26 | 13.53 | 3.86 | 17.19 | 13.51 | -3.45 | 10.59 | 19.70 | 0.35 | 9.17 | 12.85 | 5.07 | -0.98 |
| Sharpe Ratio | NA | 0.84 | -0.19 | 0.26 | 0.51 | NA | NA | 0.70 | 0.04 | 0.73 | 0.78 | -1.37 | 1.92 | 0.53 | 3.56 | -0.45 | 3.29 | 0.94 | 0.13 | 1.15 | 1.49 | 1.85 | 0.26 | 1.41 | 1.35 | -0.57 | 0.74 | 2.16 | -0.31 | 0.95 | 1.61 | 0.92 | -1.22 |
| Standard Deviation(%) | NA | 9.76 | 11.31 | 13.18 | 10.73 | NA | NA | 9.55 | 11.09 | 9.78 | 8.60 | 14.64 | 9.19 | 19.93 | 5.94 | 9.44 | 4.57 | 7.80 | 8.80 | 7.45 | 7.52 | 7.30 | 14.51 | 12.11 | 9.97 | 7.74 | 10.30 | 7.60 | 5.93 | 8.68 | 7.54 | 4.29 | 2.70 |
| Draw Down(%) | NA | 6.50 | 20.99 | 23.63 | 23.63 | NA | NA | 23.63 | 0.94 | 6.50 | 7.11 | 22.90 | 4.27 | 23.63 | 1.98 | 11.41 | 1.50 | 6.40 | 8.50 | 6.18 | 8.46 | 4.84 | 12.28 | 8.11 | 5.12 | 10.97 | 6.55 | 6.96 | 6.40 | 9.23 | 4.41 | 2.60 | 3.88 |
| Yield(%) | NA | 8.62 | 6.56 | 5.40 | 4.57 | NA | NA | 0.00 | NA | 1.04 | 8.84 | 3.20 | 8.07 | 4.37 | 3.73 | 2.45 | 2.82 | 3.64 | 4.71 | 5.56 | 3.76 | 5.19 | 2.66 | 1.81 | 0.69 | 0.04 | 6.01 | 9.59 | 7.00 | 3.66 | 0.00 | 0.00 | 2.22 |
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 CREFF INSTITUTION DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate |
0.84%
Dec 2021 - Dec 2024 |
3.93%
Sep 2018 - Sep 2023 |
5.93%
Oct 2013 - Oct 2023 |
7.12%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA CREFF INSTITUTION DEFINED CONTRIBUTION RETIREMENT PLAN Tactical Asset Allocation Moderate |
16.86%
Dec 2018 - Dec 2021 |
13.30%
Jun 2009 - Jun 2014 |
10.33%
Dec 2011 - Dec 2021 |
9.82%
Jul 2006 - Jul 2021 |
Annualized Rolling Returns Comparison Chart