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 Strategic Asset Allocation – Optimal Moderate | NA | 2.31% | 3.29% | 8.95% | 5.94% | 7.32% | 6.22% | … | … |
Data as of 03/31/2025, 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 Strategic Asset Allocation – Optimal 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 (%) | -1.45 | 2.31 | 3.29 | 8.95 | 5.94 | 7.32 | 6.22 | … | … | 3.72 | 7.57 | 12.85 | -13.55 | 8.82 | 18.56 | 19.74 | -5.01 | 10.19 | 5.84 | 2.51 | 7.20 | 13.67 | 13.66 | 1.31 | 16.17 | 23.75 | -26.67 | 3.03 | 11.56 | 6.24 | 11.55 | 19.44 | -6.64 | 13.22 |
| Sharpe Ratio | NA | 0.16 | 0.29 | 0.46 | 0.48 | NA | NA | … | … | 0.19 | 0.49 | 1.04 | -1.08 | 0.92 | 1.04 | 2.67 | -0.70 | 1.90 | 0.68 | 0.30 | 1.12 | 1.84 | 1.83 | 0.09 | 1.35 | 1.27 | -1.23 | -0.01 | 1.11 | 0.64 | 1.54 | 2.22 | -0.62 | 0.84 |
| Standard Deviation(%) | NA | 10.29 | 10.68 | 10.71 | 10.39 | NA | NA | … | … | 12.75 | 8.08 | 8.87 | 13.81 | 9.59 | 17.69 | 6.83 | 9.09 | 5.00 | 8.28 | 8.33 | 6.42 | 7.42 | 7.45 | 14.53 | 11.91 | 18.63 | 22.53 | 9.06 | 7.32 | 6.18 | 6.87 | 8.43 | 12.48 | 12.89 |
| Draw Down(%) | NA | 12.47 | 12.52 | 19.97 | 22.76 | NA | NA | … | … | 10.40 | 5.63 | 7.66 | 19.97 | 5.67 | 22.76 | 2.94 | 11.80 | 2.94 | 7.41 | 7.15 | 4.34 | 6.69 | 5.81 | 13.57 | 8.20 | 17.82 | 36.34 | 6.57 | 7.10 | 4.33 | 6.79 | 7.32 | 19.42 | 10.74 |
| Yield(%) | NA | 3.79 | 4.58 | 3.67 | 3.46 | NA | NA | … | … | NA | 0.76 | 3.58 | 3.83 | 5.48 | 2.01 | 2.75 | 3.89 | 0.18 | 4.30 | 4.41 | 3.77 | 3.65 | 3.05 | 3.21 | 1.72 | 0.75 | 1.17 | 3.13 | 4.26 | 4.14 | 1.26 | 1.28 | 0.95 | 7.30 |
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 |
|---|---|---|---|---|
| The University of North Carolina System Optional Retirement Plan TIAA-CREF Strategic Asset Allocatio |
-10.83%
Feb 2006 – Feb 2009 |
-3.35%
Feb 2004 – Feb 2009 |
4.91%
Feb 2006 – Feb 2016 |
4.92%
Sep 2007 – Sep 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 Strategic Asset Allocatio |
21.13%
Feb 2009 – Feb 2012 |
17.31%
Feb 2009 – Feb 2014 |
10.97%
Feb 2009 – Feb 2019 |
9.84%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart