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 Strategic Asset Allocation – Optimal Moderate | NA | -0.34% | 1.55% | 8.08% | 4.65% | 6.67% | 5.23% | … | … |
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 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 (%) | -2.05 | -0.34 | 1.55 | 8.08 | 4.65 | 6.67 | 5.23 | … | … | 1.90 | 8.12 | 11.31 | -14.68 | 12.14 | 15.92 | 16.33 | -6.51 | 7.49 | 6.80 | -0.39 | 10.66 | 14.80 | 12.02 | 2.66 | 18.13 | 21.88 | -26.86 | 1.36 | 8.54 | 0.30 | 8.34 | 15.01 | 1.11 | 2.31 |
| Sharpe Ratio | NA | 0.12 | 0.18 | 0.38 | 0.34 | NA | NA | … | … | 0.04 | 0.50 | 0.80 | -1.09 | 1.16 | 0.82 | 1.74 | -0.81 | 1.35 | 0.80 | -0.05 | 1.67 | 1.95 | 1.67 | 0.17 | 1.45 | 1.06 | -1.14 | -0.19 | 0.68 | -0.25 | 0.94 | 1.47 | -4.84 | -2.43 |
| Standard Deviation(%) | NA | 12.23 | 11.66 | 11.63 | 11.33 | NA | NA | … | … | 15.07 | 8.95 | 9.59 | 14.85 | 10.45 | 19.16 | 8.51 | 9.80 | 5.07 | 8.28 | 8.92 | 6.38 | 7.58 | 7.15 | 15.25 | 12.40 | 20.46 | 24.48 | 9.29 | 7.52 | 7.92 | 7.80 | 9.70 | 0.01 | 0.05 |
| Draw Down(%) | NA | 16.92 | 16.92 | 20.32 | 23.85 | NA | NA | … | … | 12.94 | 7.65 | 9.53 | 19.52 | 5.20 | 23.85 | 4.01 | 14.16 | 2.41 | 8.29 | 7.30 | 4.15 | 6.31 | 5.49 | 14.08 | 9.05 | 19.74 | 37.93 | 6.33 | 5.67 | 5.11 | 8.18 | 7.37 | 0.00 | 0.00 |
| Yield(%) | NA | 3.90 | 5.10 | 4.49 | 3.80 | NA | NA | … | … | NA | 0.75 | 3.63 | 6.09 | 4.30 | 5.29 | 1.72 | 3.73 | 0.18 | 4.58 | 4.69 | 2.57 | 4.01 | 3.40 | 2.99 | 1.12 | 0.40 | 0.64 | 1.17 | 1.14 | 0.00 | 0.00 | 0.03 | 1.11 | 2.31 |
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 Strategic Asset Allocation – |
-12.38%
Feb 2006 – Feb 2009 |
-6.03%
Feb 2004 – Feb 2009 |
3.42%
Sep 2001 – Sep 2011 |
4.29%
Mar 2005 – Mar 2020 |
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 Strategic Asset Allocation – |
21.70%
Feb 2009 – Feb 2012 |
17.48%
Feb 2009 – Feb 2014 |
10.84%
Feb 2009 – Feb 2019 |
9.39%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart