Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| University of Illinois Supplemental 403(b) Retirement Plan TIAA-CREF Tactical Asset Allocation Moderate | NA | -1.27% | 3.20% | 2.54% | 3.33% | 6.58% | 6.50% | … | … |
Data as of 10/31/2023, Common starting date is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| University of Illinois Supplemental 403(b) Retirement Plan 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 (%) | -0.48 | -1.27 | 3.20 | 2.54 | 3.33 | 6.58 | 6.50 | … | … | 0.07 | 9.75 | -13.46 | 14.17 | 2.90 | 13.61 | -2.64 | 10.56 | 7.22 | -1.54 | 2.76 | 13.20 | 11.54 | 5.16 | 13.54 | 23.06 | -5.40 | 9.40 | 17.47 | 1.20 | 11.18 | 14.99 | -8.23 | -3.54 |
| Sharpe Ratio | NA | 0.23 | 0.08 | 0.29 | 0.38 | NA | NA | … | … | -0.03 | 0.66 | -1.48 | 1.34 | 0.21 | 2.47 | -0.50 | 1.80 | 1.37 | -0.23 | 0.46 | 1.77 | 2.57 | 0.55 | 1.12 | 2.30 | -1.02 | 0.62 | 1.96 | -0.16 | 1.31 | 2.58 | -1.47 | -1.17 |
| Standard Deviation(%) | NA | 8.37 | 9.66 | 9.78 | 8.20 | NA | NA | … | … | 8.45 | 8.34 | 10.05 | 10.57 | 12.88 | 4.94 | 7.92 | 5.52 | 5.11 | 6.82 | 5.92 | 7.45 | 4.47 | 9.32 | 12.07 | 9.99 | 6.21 | 10.35 | 7.26 | 6.09 | 7.79 | 5.54 | 6.34 | 5.00 |
| Draw Down(%) | NA | 6.63 | 15.76 | 19.75 | 19.75 | NA | NA | … | … | 2.07 | 6.63 | 15.65 | 4.66 | 19.75 | 2.24 | 8.63 | 3.70 | 3.66 | 8.44 | 4.85 | 6.91 | 3.22 | 8.65 | 8.50 | 4.91 | 11.48 | 7.75 | 6.62 | 5.01 | 9.33 | 2.72 | 12.10 | 8.34 |
| Yield(%) | NA | 3.20 | 4.27 | 4.80 | 3.82 | NA | NA | … | … | 0.00 | 3.39 | 2.97 | 6.45 | 6.64 | 4.72 | 2.32 | 0.37 | 4.31 | 3.44 | 3.73 | 2.87 | 4.77 | 2.76 | 3.09 | 4.37 | 1.86 | 6.10 | 5.71 | 4.32 | 3.65 | 1.37 | 0.11 | 1.84 |
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 |
|---|---|---|---|---|
| University of Illinois Supplemental 403(b) Retirement Plan TIAA-CREF Tactical Asset Allocation Moder |
-0.05%
Jul 2001 – Jul 2004 |
2.08%
Sep 2018 – Sep 2023 |
3.33%
Oct 2013 – Oct 2023 |
5.87%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| University of Illinois Supplemental 403(b) Retirement Plan TIAA-CREF Tactical Asset Allocation Moder |
16.08%
Apr 2009 – Apr 2012 |
13.80%
Feb 2009 – Feb 2014 |
10.30%
Apr 2003 – Apr 2013 |
9.02%
Nov 2002 – Nov 2017 |
Annualized Rolling Returns Comparison Chart