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 Strategic Asset Allocation - Optimal Moderate | NA | 25.01% | 2.80% | 7.74% | 6.88% | 8.04% | 6.26% | 5.67% |
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 Strategic Asset Allocation - Optimal 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 (%) | -1.01 | 25.01 | 2.80 | 7.74 | 6.88 | 8.04 | 6.26 | 5.67 | NA | 10.45 | 16.99 | -17.61 | 12.43 | 16.56 | 20.46 | -6.67 | 13.25 | 5.56 | 1.69 | 6.12 | 13.49 | 15.55 | 0.00 | 13.74 | 20.58 | -27.59 | 7.65 | 10.73 | 2.52 | 7.89 | 13.15 | -13.26 | 3.16 |
| Sharpe Ratio | NA | 0.55 | -0.11 | 0.34 | 0.48 | NA | NA | 0.37 | 0.02 | 0.46 | 1.42 | -1.30 | 1.51 | 0.85 | 2.62 | -0.90 | 2.77 | 0.64 | 0.19 | 0.94 | 1.77 | 1.88 | 0.00 | 1.23 | 1.15 | -1.22 | 0.48 | 1.10 | 0.06 | 1.05 | 1.19 | -0.96 | 0.33 |
| Standard Deviation(%) | NA | 8.39 | 11.04 | 12.71 | 10.50 | NA | NA | 11.24 | 8.02 | 8.43 | 8.97 | 14.61 | 8.19 | 19.31 | 7.28 | 8.86 | 4.55 | 8.39 | 8.55 | 6.48 | 7.61 | 8.26 | 14.44 | 11.07 | 17.84 | 23.33 | 9.61 | 6.80 | 6.22 | 6.61 | 10.49 | 14.94 | 2.55 |
| Draw Down(%) | NA | 4.51 | 21.82 | 22.97 | 22.97 | NA | NA | 40.88 | 0.69 | 4.50 | 8.16 | 22.80 | 3.95 | 22.52 | 3.24 | 12.81 | 1.84 | 6.35 | 7.93 | 5.11 | 6.97 | 6.55 | 13.40 | 8.22 | 17.23 | 37.38 | 6.20 | 6.74 | 3.97 | 6.64 | 7.49 | 20.86 | 2.46 |
| Yield(%) | NA | 6.36 | 5.29 | 4.07 | 3.27 | NA | NA | 2.86 | NA | 0.80 | 6.40 | 3.57 | 5.28 | 2.22 | 2.31 | 3.27 | 0.23 | 2.56 | 4.00 | 2.61 | 4.05 | 3.78 | 2.73 | 1.67 | 0.78 | 0.93 | 4.43 | 4.99 | 5.08 | 1.39 | 0.03 | 0.41 | 2.26 |
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 Strategic Asset Allocation - Optimal Moderate |
-9.78%
Feb 2006 - Feb 2009 |
-4.08%
Feb 2004 - Feb 2009 |
2.05%
Sep 2001 - Sep 2011 |
4.05%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA CREFF INSTITUTION DEFINED CONTRIBUTION RETIREMENT PLAN Strategic Asset Allocation - Optimal Moderate |
19.10%
Feb 2009 - Feb 2012 |
16.10%
Feb 2009 - Feb 2014 |
10.28%
Feb 2009 - Feb 2019 |
9.48%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart