Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIAA-CREF Fixed Income Option | NA | 10.45% | -1.25% | 0.48% | 1.50% | 2.51% | 2.89% | … | … |
Data as of 10/31/2024, Common starting date is 10/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIAA-CREF Fixed Income 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 (%) | -0.10 | 10.45 | -1.25 | 0.48 | 1.50 | 2.51 | 2.89 | … | … | -0.28 | 1.65 | 5.68 | -11.60 | -0.49 | 7.04 | 8.76 | -1.04 | 1.32 | 3.80 | -0.23 | 5.37 | -2.87 | 5.58 | 8.69 | 6.70 | 9.82 | -0.04 | 6.30 | 3.18 | 1.06 | 4.32 | 5.12 | 1.90 |
| Sharpe Ratio | NA | -0.98 | -0.91 | -0.45 | -0.08 | NA | NA | … | … | -0.13 | -1.08 | 0.23 | -1.92 | -0.16 | 1.53 | 2.52 | -0.97 | 0.27 | 1.18 | -0.07 | 1.96 | -0.83 | 2.05 | 2.08 | 1.70 | 2.11 | -0.15 | 0.86 | -0.03 | -0.33 | 0.78 | 0.97 | 0.41 |
| Standard Deviation(%) | NA | 4.52 | 5.97 | 5.22 | 4.25 | NA | NA | … | … | 2.62 | 4.56 | 6.34 | 6.77 | 3.11 | 4.43 | 2.92 | 2.41 | 2.54 | 3.05 | 3.80 | 2.74 | 3.48 | 2.70 | 4.16 | 3.89 | 4.61 | 6.22 | 3.86 | 3.34 | 3.32 | 4.31 | 4.59 | 4.08 |
| Draw Down(%) | NA | 3.89 | 13.71 | 15.68 | 15.68 | NA | NA | … | … | 0.48 | 3.73 | 5.89 | 14.77 | 2.98 | 7.36 | 1.83 | 3.35 | 2.00 | 3.49 | 2.95 | 1.56 | 5.84 | 1.35 | 1.72 | 3.57 | 2.79 | 8.55 | 2.46 | 2.68 | 2.65 | 4.76 | 5.40 | 2.31 |
| Yield(%) | NA | 3.80 | 3.34 | 2.89 | 2.57 | NA | NA | … | … | NA | 1.31 | 3.18 | 3.50 | 2.37 | 2.01 | 2.78 | 2.36 | 0.55 | 2.82 | 2.40 | 3.15 | 2.66 | 3.53 | 4.23 | 3.80 | 3.95 | 4.09 | 4.34 | 4.18 | 3.85 | 4.01 | 4.01 | 1.04 |
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 Fixed Income Option |
-4.17%
Oct 2020 – Oct 2023 |
-0.31%
Oct 2017 – Oct 2022 |
0.63%
Oct 2012 – Oct 2022 |
2.42%
Dec 2009 – Dec 2024 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Fixed Income Option |
10.40%
Oct 2008 – Oct 2011 |
7.06%
Oct 2008 – Oct 2013 |
5.28%
Nov 2002 – Nov 2012 |
4.12%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart