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    TIAA-CREF Small-Cap Equity Retail (TCSEX)

    15.36 Up 0.14(0.92%) May 27

    Risk as of Apr 29, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down4
    Best 1 Yr Total Return(Dec 30, 2003):47.15%
    Worst 1 Yr Total Return(Dec 30, 2008):-32.89%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTCSEXCategory
    Alpha (against Standard Index)-2.49-3.80
    Beta (against Standard Index)1.061.06
    Mean Annual Return0.800.69
    R-squared (against Standard Index)69.0059.18
    Standard Deviation14.5415.82
    Sharpe Ratio0.650.53
    Treynor Ratio8.286.86
    5 Years
    StatisticTCSEXCategory
    Alpha (against Standard Index)-5.44-6.12
    Beta (against Standard Index)1.221.19
    Mean Annual Return0.690.61
    R-squared (against Standard Index)81.2173.26
    Standard Deviation16.5817.04
    Sharpe Ratio0.500.43
    Treynor Ratio5.795.08
    10 Years
    StatisticTCSEXCategory
    Alpha (against Standard Index)-2.17-1.55
    Beta (against Standard Index)1.181.15
    Mean Annual Return0.580.61
    R-squared (against Standard Index)84.9979.04
    Standard Deviation19.6119.78
    Sharpe Ratio0.300.32
    Treynor Ratio3.473.94