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TIAA-CREF Lifecycle 2020 Retire (TCLTX)
On
Dec 1
:
10.04
0.11
(1.11%)
MORE ON TCLTX
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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)
:
10.26%
Worst 1 Yr Total Return
(2008)
:
-30.34%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCLTX
Category
Alpha (against Standard Index)
-3.09
-3.26
Beta (against Standard Index)
1.16
1.21
Mean Annual Return
-3.06
-0.18
R-squared (against Standard Index)
98
95.60
Standard Deviation
15.46
16.29
Sharpe Ratio
-0.28
N/A
Treynor Ratio
-4.70
N/A
5 Years
Statistic
TCLTX
Category
Alpha (against Standard Index)
-2.91
-2.86
Beta (against Standard Index)
1.15
1.15
Mean Annual Return
1.78
0.22
R-squared (against Standard Index)
98
94.31
Standard Deviation
12.49
12.71
Sharpe Ratio
-0.03
N/A
Treynor Ratio
-1.09
N/A
10 Years
Statistic
TCLTX
Category
Alpha (against Standard Index)
N/A
-3.40
Beta (against Standard Index)
N/A
1.12
Mean Annual Return
N/A
0.17
R-squared (against Standard Index)
N/A
95.65
Standard Deviation
N/A
11.43
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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