Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| QCGLPX (CREF Global Equities Account Class R2) | 9.51% | 14.37% | 18.52% | 13.91% | 10.08% | NA | NA | 9.87% |
Data as of 07/02/2025, AR inception is 04/24/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QCGLPX (CREF Global Equities Account Class R2) | 04/24/2015 | 07/02/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.23 | 14.37 | 18.52 | 13.91 | 10.08 | NA | NA | 9.87 | 9.51 | 20.59 | 23.85 | -18.59 | 15.68 | 22.68 | 28.21 | -12.40 | 24.71 | 5.00 | -6.58 |
| Sharpe Ratio | NA | 0.59 | 0.84 | 0.75 | 0.47 | NA | NA | 0.47 | 0.71 | 1.12 | 1.54 | -0.88 | 1.18 | 0.69 | 2.20 | -0.85 | 3.48 | 0.32 | -0.59 |
| Standard Deviation(%) | NA | 18.84 | 16.48 | 16.71 | 17.76 | NA | NA | 17.66 | 22.73 | 12.60 | 12.81 | 22.74 | 13.27 | 32.40 | 12.16 | 16.15 | 6.96 | 14.82 | 15.92 |
| Draw Down(%) | NA | 18.15 | 18.15 | 27.22 | 33.07 | NA | NA | 33.07 | 18.15 | 9.19 | 10.52 | 26.81 | 5.64 | 33.07 | 6.69 | 22.78 | 2.08 | 12.98 | 13.68 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/02/2025, AR inception is 04/24/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QCGLPX (CREF Global Equities Account Class R2) |
0.97%
Mar 2017 - Mar 2020 |
4.44%
Sep 2017 - Sep 2022 |
9.35%
May 2015 - May 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QCGLPX (CREF Global Equities Account Class R2) |
22.08%
Dec 2018 - Dec 2021 |
16.17%
Mar 2020 - Mar 2025 |
10.11%
Jun 2015 - Jun 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart