Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Retirement Plan of the State of South Carolina offered by TIAA/CREF Asset Allocation Composite Moderate | NA | 26.82% | 12.56% | 13.04% | 9.48% | 9.17% | 8.56% | 8.85% |
Data as of 11/29/2024, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Retirement Plan of the State of South Carolina offered by TIAA/CREF Asset Allocation Composite Moderate | 12/31/2000 | 02/27/2025 |
| 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 (%) | 1.05 | 26.82 | 12.56 | 13.04 | 9.48 | 9.17 | 8.56 | 8.85 | NA | 16.26 | 19.34 | -4.55 | 12.22 | 17.28 | 19.76 | -3.70 | 11.75 | 9.21 | -3.49 | 8.27 | 12.82 | 13.06 | 0.85 | 6.75 | 15.47 | 1.14 | 1.27 | 11.39 | 6.69 | 9.40 | 17.67 | 2.51 | 3.39 |
| Sharpe Ratio | NA | 1.27 | 1.09 | 1.25 | 0.97 | NA | NA | 0.91 | 0.44 | 1.33 | 2.10 | -0.61 | 1.43 | 1.82 | 3.00 | -0.59 | 2.64 | 1.35 | -0.48 | 1.35 | 1.81 | 1.78 | 0.06 | 0.66 | 1.52 | 0.06 | -0.17 | 1.25 | 0.73 | 1.17 | 2.52 | 0.61 | 74.11 |
| Standard Deviation(%) | NA | 7.24 | 7.94 | 8.38 | 7.65 | NA | NA | 7.79 | 6.76 | 7.24 | 7.18 | 9.73 | 8.54 | 9.36 | 6.12 | 8.43 | 4.22 | 6.66 | 7.32 | 6.12 | 7.06 | 7.33 | 14.95 | 10.08 | 10.08 | 3.97 | 10.38 | 6.48 | 6.20 | 7.22 | 6.73 | 2.30 | 0.01 |
| Draw Down(%) | NA | 4.97 | 11.66 | 14.15 | 14.15 | NA | NA | 14.15 | 1.47 | 4.97 | 4.31 | 14.15 | 4.14 | 6.25 | 2.50 | 10.36 | 1.66 | 4.83 | 8.60 | 4.17 | 6.12 | 5.59 | 13.43 | 7.73 | 4.83 | 5.24 | 7.34 | 5.91 | 3.58 | 6.36 | 2.91 | 2.15 | 0.00 |
| Yield(%) | NA | 15.40 | 13.52 | 9.25 | 6.59 | NA | NA | 4.49 | NA | 4.52 | 15.97 | 13.13 | 5.46 | 2.12 | 4.02 | 4.07 | 4.92 | 4.86 | 3.61 | 2.59 | 3.42 | 3.26 | 2.84 | 2.39 | 2.30 | 2.45 | 4.47 | 3.36 | 2.73 | 1.84 | 2.49 | 3.01 | 3.39 |
Data as of 11/29/2024, 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 |
|---|---|---|---|---|
| Retirement Plan of the State of South Carolina offered by TIAA/CREF Asset Allocation Composite Moderate |
2.53%
Jun 2006 - Jun 2009 |
4.20%
Dec 2013 - Dec 2018 |
6.06%
Nov 2006 - Nov 2016 |
6.56%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Retirement Plan of the State of South Carolina offered by TIAA/CREF Asset Allocation Composite Moderate |
16.38%
Dec 2018 - Dec 2021 |
13.10%
Sep 2019 - Sep 2024 |
9.61%
Sep 2014 - Sep 2024 |
9.56%
Jun 2009 - Jun 2024 |
Annualized Rolling Returns Comparison Chart