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 Strategic Asset Allocation – Optimal Moderate | NA | 25.69% | 1.85% | 6.59% | 6.29% | 7.14% | 6.09% | … | … |
Data as of 10/31/2024, 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 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 (%) | -1.14 | 25.69 | 1.85 | 6.59 | 6.29 | 7.14 | 6.09 | … | … | 0.07 | 8.37 | 13.23 | -15.64 | 5.67 | 21.48 | 21.02 | -4.66 | 11.46 | 4.47 | 0.84 | 7.58 | 13.77 | 9.30 | -0.87 | 10.83 | 24.26 | -25.90 | 4.73 | 11.52 | 7.28 | 10.42 | 20.91 | -8.72 | -2.29 |
| Sharpe Ratio | NA | 0.34 | -0.23 | 0.25 | 0.41 | NA | NA | … | … | 0.00 | 0.21 | 0.94 | -1.23 | 0.60 | 1.05 | 2.69 | -0.63 | 2.38 | 0.50 | 0.09 | 1.17 | 2.00 | 1.19 | -0.06 | 0.84 | 1.24 | -1.09 | 0.17 | 1.22 | 0.84 | 1.39 | 2.08 | -0.80 | -0.48 |
| Standard Deviation(%) | NA | 8.41 | 10.90 | 13.07 | 10.80 | NA | NA | … | … | 7.38 | 8.54 | 9.59 | 13.80 | 9.43 | 20.18 | 7.28 | 9.54 | 4.55 | 8.59 | 8.75 | 6.48 | 6.87 | 7.78 | 14.68 | 12.75 | 19.56 | 24.53 | 9.98 | 6.74 | 6.11 | 6.83 | 9.70 | 12.29 | 9.50 |
| Draw Down(%) | NA | 5.00 | 22.48 | 24.40 | 24.40 | NA | NA | … | … | 0.60 | 5.00 | 9.62 | 22.97 | 6.59 | 24.40 | 3.30 | 11.51 | 2.64 | 8.72 | 7.96 | 4.58 | 5.28 | 6.64 | 13.78 | 9.52 | 16.22 | 35.43 | 6.44 | 6.99 | 3.70 | 5.70 | 8.75 | 18.86 | 14.52 |
| Yield(%) | NA | 3.18 | 2.77 | 2.61 | 3.08 | NA | NA | … | … | NA | 0.70 | 3.09 | 2.88 | 1.60 | 2.68 | 3.50 | 5.01 | 0.49 | 3.23 | 4.73 | 3.51 | 1.34 | 1.30 | 0.93 | 0.82 | 0.93 | 1.92 | 4.44 | 4.04 | 3.23 | 2.64 | 1.25 | 1.38 | 3.28 |
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 |
|---|---|---|---|---|
| State University of New York at Albany TIAA-CREF Strategic Asset Allocation – Optimal Moderate |
-9.13%
Feb 2006 – Feb 2009 |
-2.37%
Feb 2004 – Feb 2009 |
3.99%
Feb 2006 – Feb 2016 |
3.96%
Sep 2007 – Sep 2022 |
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 Strategic Asset Allocation – Optimal Moderate |
17.45%
Feb 2009 – Feb 2012 |
14.38%
Feb 2009 – Feb 2014 |
9.55%
Feb 2009 – Feb 2019 |
8.74%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart