Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| State University of New York at Albany TIAA-CREF Tactical Asset Allocation Moderate | NA | 4.11% | 5.31% | 8.78% | 7.87% | 10.08% | 9.04% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| State University of New York at Albany TIAA-CREF Tactical Asset Allocation Moderate | 12/31/2000 | 01/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -1.10 | 4.11 | 5.31 | 8.78 | 7.87 | 10.08 | 9.04 | … | … | 2.66 | 14.30 | -9.25 | 12.42 | 23.62 | 21.14 | -1.25 | 14.45 | 8.14 | 3.31 | 4.90 | 17.58 | 10.72 | 2.92 | 14.89 | 20.63 | -8.47 | 11.64 | 18.58 | 6.83 | 11.85 | 21.00 | -13.33 | -2.54 |
| Sharpe Ratio | NA | 0.90 | 0.37 | 0.72 | 0.72 | NA | NA | … | … | 0.23 | 1.02 | -0.85 | 1.15 | 1.06 | 2.81 | -0.25 | 2.79 | 0.91 | 0.33 | 0.61 | 2.29 | 1.24 | 0.17 | 0.96 | 1.36 | -0.55 | 0.55 | 1.56 | 0.58 | 1.43 | 2.98 | -1.30 | -0.61 |
| Standard Deviation(%) | NA | 10.02 | 11.08 | 13.48 | 11.28 | NA | NA | … | … | 10.48 | 9.84 | 12.55 | 10.79 | 22.00 | 7.03 | 10.23 | 4.95 | 8.73 | 9.98 | 7.97 | 7.66 | 8.61 | 17.06 | 15.46 | 15.13 | 17.20 | 15.70 | 9.81 | 8.04 | 7.62 | 6.81 | 11.09 | 7.98 |
| Draw Down(%) | NA | 7.92 | 16.23 | 23.21 | 23.21 | NA | NA | … | … | 2.47 | 7.92 | 16.23 | 7.23 | 23.21 | 3.94 | 11.82 | 2.21 | 7.83 | 7.97 | 5.87 | 7.60 | 7.80 | 14.12 | 11.22 | 8.34 | 18.83 | 11.19 | 10.18 | 6.60 | 8.12 | 3.24 | 21.54 | 11.48 |
| Yield(%) | NA | 2.40 | 2.52 | 3.26 | 3.48 | NA | NA | … | … | 0.00 | 2.58 | 2.06 | 2.96 | 3.28 | 5.82 | 2.61 | 5.75 | 3.42 | 3.28 | 3.55 | 1.16 | 1.86 | 1.49 | 1.34 | 1.51 | 3.60 | 4.53 | 5.35 | 5.29 | 4.38 | 0.88 | 1.51 | 2.83 |
Data as of 10/31/2023, 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 |
|---|---|---|---|---|
| State University of New York at Albany TIAA-CREF Tactical Asset Allocation Moderate |
0.15%
Jul 2001 – Jul 2004 |
4.78%
May 2001 – May 2006 |
7.34%
Sep 2001 – Sep 2011 |
7.20%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| State University of New York at Albany TIAA-CREF Tactical Asset Allocation Moderate |
18.96%
Dec 2018 – Dec 2021 |
14.92%
Oct 2002 – Oct 2007 |
11.44%
Sep 2011 – Sep 2021 |
10.63%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart