Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TFIIX (TIAA-CREF ENHANCED INTERNATIONAL EQUITY INDEX FUND INSTITUTIONAL CLASS) | NA | 3.00% | 2.53% | 8.35% | 4.58% | NA | NA | 1.61% |
Data as of 02/09/2021, AR inception is 12/04/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TFIIX (TIAA-CREF ENHANCED INTERNATIONAL EQUITY INDEX FUND INSTITUTIONAL CLASS) | 12/04/2007 | 02/09/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.00 | 2.53 | 8.35 | 4.58 | NA | NA | 1.61 | 0.00 | 3.28 | 21.63 | -16.06 | 25.91 | 0.27 | -0.65 | -4.07 | 23.95 | 18.80 | -11.38 | 9.78 | 24.21 | -44.64 | -1.52 |
| Sharpe Ratio | NA | 0.10 | 0.08 | 0.43 | 0.24 | NA | NA | 0.05 | 0.00 | 0.10 | 1.91 | -1.26 | 3.32 | 0.00 | -0.04 | -0.35 | 1.86 | 1.15 | -0.41 | 0.48 | 0.85 | -1.06 | -1.02 |
| Standard Deviation(%) | NA | 29.86 | 19.79 | 17.52 | 17.77 | NA | NA | 21.82 | NA | 30.08 | 10.59 | 13.74 | 7.65 | 17.94 | 15.41 | 11.58 | 12.88 | 16.51 | 27.95 | 20.10 | 28.40 | 42.88 | 20.94 |
| Draw Down(%) | NA | 33.73 | 33.99 | 36.26 | 36.26 | NA | NA | 61.55 | 0.00 | 33.99 | 8.55 | 24.09 | 2.14 | 12.28 | 15.66 | 13.54 | 9.56 | 15.55 | 25.73 | 19.14 | 29.58 | 54.99 | 6.94 |
| Yield(%) | 0.00 | 12.88 | 7.18 | 7.07 | 5.30 | 2.83 | 2.12 | 3.26 | 0.00 | 12.82 | 3.39 | 6.58 | 3.76 | 2.78 | 2.91 | 7.24 | 7.84 | 4.34 | 2.79 | 2.63 | 0.00 | 0.00 | 0.00 |
Data as of 02/09/2021, AR inception is 12/04/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFIIX (TIAA-CREF ENHANCED INTERNATIONAL EQUITY INDEX FUND INSTITUTIONAL CLASS) |
-5.96%
May 2008 - May 2011 |
-2.62%
May 2008 - May 2013 |
1.76%
May 2008 - May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFIIX (TIAA-CREF ENHANCED INTERNATIONAL EQUITY INDEX FUND INSTITUTIONAL CLASS) |
19.33%
Feb 2009 - Feb 2012 |
18.19%
Feb 2009 - Feb 2014 |
9.63%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart