Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIAA-CREF Employee Retirement Plan Strategic Asset Allocation – Optimal Moderate | NA | 23.96% | 1.98% | 6.32% | 6.15% | 7.56% | 5.70% | … | … |
Data as of 10/31/2024, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIAA-CREF Employee Retirement Plan Strategic Asset Allocation – Optimal Moderate | 12/31/2000 | 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 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.03 | 23.96 | 1.98 | 6.32 | 6.15 | 7.56 | 5.70 | … | … | 0.09 | 6.66 | 10.16 | -13.73 | 8.92 | 17.49 | 17.99 | -4.52 | 10.16 | 4.93 | 3.23 | 5.54 | 13.04 | 14.43 | 0.52 | 15.06 | 19.70 | -29.59 | 5.47 | 11.67 | 3.47 | 9.61 | 15.88 | -13.26 | 3.16 |
| Sharpe Ratio | NA | 0.10 | -0.29 | 0.22 | 0.39 | NA | NA | … | … | 0.01 | 0.01 | 0.65 | -1.11 | 0.93 | 0.89 | 2.14 | -0.62 | 2.01 | 0.57 | 0.37 | 0.86 | 1.72 | 1.79 | 0.03 | 1.30 | 0.96 | -1.26 | 0.26 | 1.18 | 0.20 | 1.14 | 1.49 | -0.96 | 0.33 |
| Standard Deviation(%) | NA | 8.18 | 10.61 | 12.68 | 10.56 | NA | NA | … | … | 6.38 | 8.27 | 9.16 | 13.63 | 9.58 | 19.32 | 7.73 | 9.47 | 4.75 | 8.30 | 8.57 | 6.45 | 7.54 | 8.04 | 14.65 | 11.53 | 20.41 | 24.28 | 9.61 | 7.10 | 6.36 | 7.60 | 10.21 | 14.94 | 2.55 |
| Draw Down(%) | NA | 6.02 | 19.67 | 22.43 | 22.43 | NA | NA | … | … | 0.52 | 6.02 | 8.77 | 20.46 | 5.45 | 22.43 | 3.10 | 11.91 | 2.43 | 6.87 | 7.29 | 4.80 | 6.95 | 6.26 | 13.51 | 8.27 | 20.79 | 39.44 | 6.67 | 7.87 | 4.53 | 7.91 | 7.54 | 20.86 | 2.46 |
| Yield(%) | NA | 5.85 | 4.60 | 4.67 | 3.72 | NA | NA | … | … | NA | 0.76 | 5.64 | 3.59 | 3.70 | 7.26 | 2.08 | 4.35 | 0.19 | 2.59 | 4.30 | 2.67 | 3.51 | 4.28 | 2.88 | 1.54 | 0.63 | 1.18 | 3.48 | 5.03 | 4.24 | 1.15 | 0.03 | 0.41 | 2.26 |
Data as of 10/31/2024, 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 |
|---|---|---|---|---|
| TIAA-CREF Employee Retirement Plan Strategic Asset Allocation – Optimal Moderate |
-11.98%
Feb 2006 – Feb 2009 |
-5.18%
Feb 2004 – Feb 2009 |
2.23%
Sep 2001 – Sep 2011 |
4.07%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIAA-CREF Employee Retirement Plan Strategic Asset Allocation – Optimal Moderate |
20.56%
Feb 2009 – Feb 2012 |
16.66%
Feb 2009 – Feb 2014 |
10.59%
Feb 2009 – Feb 2019 |
9.24%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart