Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRSVX (TIAA-CREF Small-Cap Val Idx Retire) | NA | -24.18% | -10.67% | -0.57% | NA | NA | NA | … | … |
Data as of 07/28/2009, Common starting date is 12/20/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRSVX (TIAA-CREF Small-Cap Val Idx Retire) | 12/20/2002 | 07/28/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -24.18 | -10.67 | -0.57 | NA | NA | NA | … | … | -1.86 | -28.67 | -9.94 | 22.82 | 4.35 | 21.93 | 34.30 | -1.53 |
| Sharpe Ratio | NA | -0.43 | -0.33 | -0.08 | NA | NA | NA | … | … | -0.07 | -0.61 | -0.61 | 1.20 | 0.14 | 1.28 | 1.81 | -3.40 |
| Standard Deviation(%) | NA | 56.63 | 37.80 | 31.47 | NA | NA | NA | … | … | 45.64 | 48.48 | 21.29 | 16.38 | 15.83 | 16.43 | 18.53 | 14.23 |
| Draw Down(%) | NA | 56.33 | 61.49 | 61.49 | NA | NA | NA | … | … | 36.94 | 48.28 | 18.71 | 11.84 | 9.96 | 11.38 | 12.40 | 2.33 |
| Yield(%) | 0.00 | 3.21 | 7.04 | 9.85 | 6.61 | 4.40 | 3.30 | … | … | 0.00 | 3.02 | 7.98 | 11.16 | 11.65 | 14.66 | 0.00 | 0.00 |
Data as of 07/28/2009, Common starting date is 12/20/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRSVX (TIAA-CREF Small-Cap Val Idx Retire) |
-18.62%
Feb 2006 – Feb 2009 |
-6.81%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRSVX (TIAA-CREF Small-Cap Val Idx Retire) |
26.87%
Mar 2003 – Mar 2006 |
13.28%
Jan 2003 – Jan 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart