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TIAA-CREF Lifecycle 2035 Retire (TCLRX)
On
Dec 8
:
9.46
0.09
(0.94%)
MORE ON TCLRX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
1
Best 1 Yr Total Return
(2006)
:
12.47%
Worst 1 Yr Total Return
(2008)
:
-38.18%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCLRX
Category
Alpha (against Standard Index)
-4.87
-4.35
Beta (against Standard Index)
1.47
1.51
Mean Annual Return
-5.79
-0.29
R-squared (against Standard Index)
97
97.06
Standard Deviation
19.63
20.20
Sharpe Ratio
-0.33
N/A
Treynor Ratio
-5.57
N/A
5 Years
Statistic
TCLRX
Category
Alpha (against Standard Index)
-4.21
-2.97
Beta (against Standard Index)
1.45
1.41
Mean Annual Return
0.63
0.26
R-squared (against Standard Index)
97
97.00
Standard Deviation
15.84
15.43
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-1.65
N/A
10 Years
Statistic
TCLRX
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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