Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIAA-CREF Global Equity Index Option | NA | 32.29% | 5.52% | 11.40% | 10.00% | 11.35% | 8.64% | … | … |
Data as of 10/31/2024, Common starting date is 10/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIAA-CREF Global Equity Index Option | 10/05/2002 | 01/08/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.59 | 32.29 | 5.52 | 11.40 | 10.00 | 11.35 | 8.64 | … | … | 0.63 | 12.43 | 22.86 | -18.13 | 22.59 | 15.40 | 27.80 | -7.75 | 17.83 | 8.91 | 4.19 | 8.19 | 27.71 | 17.37 | -2.51 | 15.17 | 28.46 | -38.86 | 5.40 | 19.11 | 7.39 | 12.00 | 23.38 | 10.80 |
| Sharpe Ratio | NA | 0.58 | 0.05 | 0.37 | 0.49 | NA | NA | … | … | 0.05 | 0.48 | 1.46 | -0.86 | 1.76 | 0.47 | 2.05 | -0.62 | 2.44 | 0.65 | 0.29 | 0.76 | 2.41 | 1.28 | -0.10 | 0.79 | 0.97 | -0.94 | 0.15 | 1.52 | 0.58 | 1.08 | 1.48 | 0.49 |
| Standard Deviation(%) | NA | 12.09 | 16.60 | 20.11 | 16.85 | NA | NA | … | … | 10.79 | 12.15 | 12.78 | 22.70 | 12.82 | 32.06 | 12.89 | 14.71 | 7.06 | 13.46 | 14.60 | 10.78 | 11.47 | 13.53 | 25.05 | 19.17 | 29.26 | 42.13 | 16.11 | 10.39 | 8.93 | 10.29 | 15.33 | 21.82 |
| Draw Down(%) | NA | 7.65 | 25.44 | 34.50 | 34.50 | NA | NA | … | … | 0.73 | 7.65 | 11.23 | 26.40 | 5.53 | 34.50 | 5.79 | 18.30 | 3.42 | 11.70 | 12.52 | 7.98 | 7.53 | 11.31 | 21.85 | 15.64 | 28.73 | 50.91 | 10.39 | 9.96 | 6.15 | 7.69 | 13.20 | 5.76 |
| Yield(%) | NA | 3.47 | 4.85 | 4.29 | 3.96 | NA | NA | … | … | NA | 0.05 | 3.74 | 4.26 | 6.52 | 2.31 | 4.85 | 3.75 | 0.01 | 2.93 | 8.07 | 4.11 | 3.82 | 3.58 | 2.97 | 2.03 | 2.24 | 2.16 | 4.55 | 4.48 | 3.30 | 1.57 | 0.00 | 0.00 |
Data as of 10/31/2024, Common starting date is 10/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Global Equity Index Option |
-16.27%
Feb 2006 – Feb 2009 |
-6.58%
Feb 2004 – Feb 2009 |
5.28%
Feb 2006 – Feb 2016 |
5.67%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Global Equity Index Option |
25.60%
Feb 2009 – Feb 2012 |
22.45%
Feb 2009 – Feb 2014 |
14.94%
Feb 2009 – Feb 2019 |
13.70%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart