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TIAA-CREF Mid-Cap Growth Retail (TCMGX)
On
Dec 1
:
14.18
0.25
(1.79%)
MORE ON TCMGX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
17.24%
Worst 1 Yr Total Return
(2008)
:
-46.38%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TCMGX
Category
Alpha (against Standard Index)
3.96
3.31
Beta (against Standard Index)
1.13
1.09
Mean Annual Return
-5.17
-0.23
R-squared (against Standard Index)
85
84.23
Standard Deviation
23.87
23.37
Sharpe Ratio
-0.20
N/A
Treynor Ratio
-6.72
N/A
5 Years
Statistic
TCMGX
Category
Alpha (against Standard Index)
2.29
2.25
Beta (against Standard Index)
1.16
1.13
Mean Annual Return
1.62
0.31
R-squared (against Standard Index)
83
81.04
Standard Deviation
20.14
20.00
Sharpe Ratio
0.04
N/A
Treynor Ratio
-1.21
N/A
10 Years
Statistic
TCMGX
Category
Alpha (against Standard Index)
N/A
4.42
Beta (against Standard Index)
N/A
1.13
Mean Annual Return
N/A
0.37
R-squared (against Standard Index)
N/A
60.91
Standard Deviation
N/A
23.71
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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