Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Arizona Board of Regents Optional Retirement Plan TIAA-CREF Strategic Asset Allocation – Optimal Moderate | NA | 4.84% | 4.43% | 8.92% | 5.40% | 6.72% | 6.22% | … | … |
Data as of 03/31/2025, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Arizona Board of Regents 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 (%) | -1.29 | 4.84 | 4.43 | 8.92 | 5.40 | 6.72 | 6.22 | … | … | 3.31 | 11.71 | 12.46 | -14.39 | 5.73 | 16.62 | 19.84 | -7.40 | 9.80 | 7.27 | -0.01 | 5.82 | 18.54 | 12.08 | 1.18 | 12.14 | 23.92 | -23.37 | 8.91 | 9.53 | 8.01 | 11.18 | 20.68 | -1.75 | 7.73 |
| Sharpe Ratio | NA | 0.47 | 0.39 | 0.45 | 0.40 | NA | NA | … | … | 0.16 | 1.04 | 0.95 | -1.08 | 0.57 | 0.85 | 2.59 | -0.89 | 1.63 | 0.82 | 0.00 | 0.84 | 2.74 | 1.63 | 0.08 | 1.00 | 1.43 | -1.13 | 0.66 | 0.78 | 0.96 | 1.34 | 1.99 | -0.23 | 0.60 |
| Standard Deviation(%) | NA | 10.08 | 10.86 | 11.00 | 10.98 | NA | NA | … | … | 12.68 | 7.75 | 9.27 | 14.62 | 9.94 | 19.24 | 7.10 | 9.84 | 5.61 | 8.59 | 8.73 | 6.90 | 6.75 | 7.39 | 14.17 | 12.09 | 16.61 | 21.46 | 8.70 | 7.83 | 6.00 | 7.60 | 10.05 | 12.46 | 8.84 |
| Draw Down(%) | NA | 10.24 | 12.35 | 21.38 | 24.05 | NA | NA | … | … | 9.75 | 3.89 | 9.29 | 21.38 | 5.90 | 24.05 | 3.91 | 14.20 | 3.10 | 6.89 | 7.57 | 4.83 | 5.31 | 5.66 | 13.02 | 9.59 | 16.90 | 32.91 | 6.43 | 8.95 | 4.30 | 6.73 | 5.89 | 16.11 | 9.78 |
| Yield(%) | NA | 3.62 | 4.71 | 4.01 | 3.57 | NA | NA | … | … | NA | 0.79 | 3.32 | 4.19 | 5.56 | 3.90 | 2.26 | 3.75 | 0.42 | 4.83 | 3.47 | 3.12 | 5.05 | 3.30 | 2.53 | 2.88 | 2.64 | 3.18 | 5.62 | 5.77 | 5.96 | 2.57 | 2.18 | 2.50 | 4.47 |
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 |
|---|---|---|---|---|
| Arizona Board of Regents Optional Retirement Plan TIAA-CREF Strategic Asset Allocation – Optimal Mod |
-7.60%
Feb 2006 – Feb 2009 |
-1.30%
Feb 2004 – Feb 2009 |
4.16%
Oct 2013 – Oct 2023 |
4.51%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Arizona Board of Regents Optional Retirement Plan TIAA-CREF Strategic Asset Allocation – Optimal Mod |
18.84%
Feb 2009 – Feb 2012 |
16.57%
Feb 2009 – Feb 2014 |
10.12%
Feb 2009 – Feb 2019 |
8.91%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart