Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Oregon University System ORP (Optional Retirement Plan) TIAA-CREF Plan Tactical Asset Allocation Moderate | NA | -5.66% | -2.38% | 5.88% | 5.50% | 7.22% | 6.83% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Oregon University System ORP (Optional Retirement Plan) TIAA-CREF Plan Tactical Asset Allocation Moderate | 12/31/2000 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 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 (%) | -0.84 | -5.66 | -2.38 | 5.88 | 5.50 | 7.22 | 6.83 | … | … | -0.78 | 1.38 | 7.22 | -15.93 | 17.71 | 10.88 | 22.49 | -4.19 | 10.24 | 12.64 | 4.16 | 6.56 | 14.59 | 12.45 | 4.39 | 19.14 | 14.37 | -3.86 | 5.08 | 9.71 | -3.37 | 8.27 | 17.73 | 4.60 | -0.98 |
| Sharpe Ratio | NA | -0.61 | -0.22 | 0.22 | 0.39 | NA | NA | … | … | -0.17 | -0.22 | 0.39 | -1.18 | 1.52 | 0.55 | 3.46 | -0.58 | 1.69 | 1.42 | 0.44 | 0.86 | 1.74 | 1.64 | 0.27 | 1.42 | 1.32 | -0.62 | 0.19 | 0.78 | -0.66 | 0.87 | 1.79 | 0.83 | -1.26 |
| Standard Deviation(%) | NA | 11.31 | 11.21 | 11.42 | 11.28 | NA | NA | … | … | 12.14 | 10.01 | 9.25 | 14.68 | 11.64 | 19.32 | 6.07 | 9.63 | 5.66 | 8.77 | 9.31 | 7.64 | 8.38 | 7.56 | 16.20 | 13.45 | 10.83 | 7.75 | 10.19 | 8.11 | 8.48 | 8.37 | 9.50 | 4.16 | 2.70 |
| Draw Down(%) | NA | 18.35 | 18.35 | 20.81 | 23.82 | NA | NA | … | … | 11.81 | 10.71 | 9.93 | 20.79 | 5.67 | 23.82 | 2.08 | 11.48 | 2.66 | 7.00 | 8.42 | 5.96 | 8.21 | 5.17 | 13.35 | 8.91 | 6.00 | 10.97 | 7.00 | 5.64 | 7.04 | 9.07 | 6.06 | 2.60 | 3.88 |
| Yield(%) | NA | 3.89 | 5.49 | 4.56 | 4.54 | NA | NA | … | … | NA | 1.14 | 3.84 | 6.52 | 5.36 | 2.15 | 4.15 | 3.03 | 7.49 | 4.88 | 4.81 | 2.85 | 8.39 | 4.08 | 2.88 | 1.09 | 0.24 | 0.04 | 3.58 | 1.54 | 0.46 | 0.02 | 0.00 | 0.04 | 2.22 |
Data as of 03/31/2025, 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 |
|---|---|---|---|---|
| Oregon University System ORP (Optional Retirement Plan) TIAA-CREF Plan Tactical Asset Allocation Mod |
-2.96%
Dec 2021 – Dec 2024 |
1.32%
Mar 2004 – Mar 2009 |
5.50%
Mar 2015 – Mar 2025 |
6.91%
Apr 2010 – Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Oregon University System ORP (Optional Retirement Plan) TIAA-CREF Plan Tactical Asset Allocation Mod |
17.07%
Apr 2009 – Apr 2012 |
14.29%
Jun 2009 – Jun 2014 |
10.87%
Apr 2009 – Apr 2019 |
9.53%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart