Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan TIAA-CREF Plan Tactical Asset Allocation Moderate | NA | -3.69% | 5.42% | 6.33% | 5.00% | 5.82% | 6.78% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan TIAA-CREF Plan 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 (%) | -1.21 | -3.69 | 5.42 | 6.33 | 5.00 | 5.82 | 6.78 | … | … | 1.47 | 11.60 | -15.57 | 16.63 | 23.99 | 15.56 | -4.45 | 10.40 | 4.76 | -4.03 | 5.18 | 15.19 | 6.75 | -0.54 | 7.71 | 12.30 | -4.74 | 8.64 | 15.23 | 11.63 | 13.66 | 21.35 | -3.99 | 2.31 |
| Sharpe Ratio | NA | 0.14 | 0.09 | 0.62 | 0.45 | NA | NA | … | … | 0.10 | 0.66 | -1.38 | 1.11 | 1.68 | 1.45 | -0.50 | 1.21 | 0.43 | -0.43 | 0.51 | 2.14 | 0.97 | -0.05 | 0.61 | 1.29 | -1.85 | 0.57 | 1.37 | 1.41 | 1.30 | 3.31 | -1.07 | 0.01 |
| Standard Deviation(%) | NA | 10.83 | 12.71 | 12.67 | 11.39 | NA | NA | … | … | 11.35 | 11.05 | 12.28 | 15.02 | 14.16 | 9.77 | 11.52 | 8.05 | 10.54 | 9.41 | 10.09 | 7.09 | 6.90 | 10.39 | 12.52 | 9.47 | 3.05 | 9.90 | 8.73 | 6.71 | 9.75 | 6.24 | 4.76 | 0.05 |
| Draw Down(%) | NA | 10.96 | 16.85 | 16.85 | 16.85 | NA | NA | … | … | 2.65 | 10.96 | 16.85 | 7.18 | 9.97 | 6.75 | 13.28 | 5.80 | 8.44 | 9.95 | 8.17 | 4.60 | 6.30 | 11.02 | 11.24 | 5.27 | 5.14 | 6.58 | 11.10 | 4.91 | 7.49 | 2.16 | 6.82 | 0.00 |
| Yield(%) | NA | 4.26 | 5.99 | 4.88 | 3.87 | NA | NA | … | … | 0.00 | 4.56 | 4.66 | 9.04 | 3.10 | 3.50 | 2.86 | 0.11 | 2.95 | 3.65 | 4.57 | 4.11 | 2.85 | 1.35 | 1.10 | 0.80 | 0.76 | 6.41 | 6.63 | 4.30 | 1.61 | 1.44 | 1.29 | 2.31 |
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 |
|---|---|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan TIAA-CREF Plan Tactical Asset Allocation Moderate |
0.72%
Oct 2013 – Oct 2016 |
2.10%
Feb 2015 – Feb 2020 |
4.40%
Apr 2010 – Apr 2020 |
5.45%
Dec 2007 – Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Kansas Board of Regents Mandatory Retirement Plan TIAA-CREF Plan Tactical Asset Allocation Moderate |
18.67%
Dec 2018 – Dec 2021 |
14.69%
Oct 2002 – Oct 2007 |
9.50%
Apr 2003 – Apr 2013 |
8.40%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart