Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan TIAA-CREF Tactical Asset Allocation Moderate | NA | 2.79% | 5.76% | 5.89% | 5.25% | 6.87% | 6.58% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| The University of North Carolina System Optional Retirement Plan TIAA-CREF Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -0.37 | 2.79 | 5.76 | 5.89 | 5.25 | 6.87 | 6.58 | … | … | -1.02 | 13.09 | -13.91 | 18.26 | 12.63 | 14.16 | -1.68 | 11.11 | 4.30 | -1.17 | 5.00 | 14.58 | 8.87 | 6.00 | 11.19 | 13.14 | -3.60 | 5.15 | 16.58 | 0.87 | 10.36 | 12.24 | -0.57 | 0.12 |
| Sharpe Ratio | NA | 0.46 | 0.25 | 0.66 | 0.63 | NA | NA | … | … | -0.14 | 1.15 | -1.45 | 1.83 | 1.30 | 2.53 | -0.38 | 2.08 | 0.81 | -0.19 | 0.83 | 1.98 | 1.50 | 0.64 | 0.92 | 1.62 | -1.23 | 0.22 | 1.75 | -0.22 | 1.34 | 1.75 | -0.42 | -1.23 |
| Standard Deviation(%) | NA | 7.78 | 9.44 | 8.85 | 7.60 | NA | NA | … | … | 9.04 | 7.68 | 10.52 | 9.98 | 9.55 | 5.03 | 7.91 | 5.04 | 5.08 | 6.34 | 5.98 | 7.34 | 5.87 | 9.27 | 12.02 | 8.08 | 3.69 | 9.72 | 7.61 | 5.78 | 7.05 | 6.58 | 4.02 | 1.79 |
| Draw Down(%) | NA | 5.03 | 15.91 | 15.91 | 15.91 | NA | NA | … | … | 2.36 | 5.03 | 15.91 | 4.75 | 12.79 | 2.28 | 8.38 | 2.56 | 3.66 | 6.16 | 4.58 | 5.75 | 4.13 | 7.49 | 9.16 | 3.91 | 6.02 | 7.06 | 5.66 | 4.93 | 7.97 | 4.36 | 4.81 | 2.56 |
| Yield(%) | NA | 3.16 | 5.19 | 4.35 | 3.50 | NA | NA | … | … | 0.01 | 3.37 | 3.34 | 8.96 | 2.87 | 3.46 | 2.86 | 0.12 | 3.93 | 3.59 | 2.77 | 2.56 | 3.92 | 2.97 | 1.48 | 0.89 | 0.52 | 4.32 | 5.46 | 6.41 | 1.13 | 0.14 | 0.26 | 2.25 |
Data as of 10/31/2023, Common starting date is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan TIAA-CREF Tactical Asset Allocation |
2.48%
Feb 2014 – Feb 2017 |
3.36%
Mar 2015 – Mar 2020 |
5.25%
Oct 2013 – Oct 2023 |
6.10%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan TIAA-CREF Tactical Asset Allocation |
14.99%
Dec 2018 – Dec 2021 |
11.64%
Jun 2009 – Jun 2014 |
8.41%
Dec 2011 – Dec 2021 |
7.80%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart