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TIAA-CREF Lifecycle 2025 Retirement (TCLFX)
On
Jan 6
:
9.88
0.01
(0.10%)
MORE ON TCLFX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
10.78%
Worst 1 Yr Total Return
(2008)
:
-33.48%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCLFX
Category
Alpha (against Standard Index)
-3.91
-4.05
Beta (against Standard Index)
1.28
1.39
Mean Annual Return
-3.56
-0.19
R-squared (against Standard Index)
98
96.97
Standard Deviation
17.19
18.82
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-4.55
N/A
5 Years
Statistic
TCLFX
Category
Alpha (against Standard Index)
-3.52
-2.91
Beta (against Standard Index)
1.26
1.26
Mean Annual Return
1.43
0.25
R-squared (against Standard Index)
97
96.47
Standard Deviation
13.79
13.92
Sharpe Ratio
-0.04
N/A
Treynor Ratio
-1.24
N/A
10 Years
Statistic
TCLFX
Category
Alpha (against Standard Index)
N/A
N/A
Beta (against Standard Index)
N/A
N/A
Mean Annual Return
N/A
N/A
R-squared (against Standard Index)
N/A
N/A
Standard Deviation
N/A
N/A
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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