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    TIAA-CREF Small-Cap Equity Retail (TCSEX)

    17.73 Down 0.01(0.06%) May 21

    Risk as of Apr 29, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up9
    Number of Years Down3
    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)-1.93-3.48
    Beta (against Standard Index)1.111.13
    Mean Annual Return1.321.21
    R-squared (against Standard Index)67.6268.56
    Standard Deviation12.8313.00
    Sharpe Ratio1.231.12
    Treynor Ratio14.4613.00
    5 Years
    StatisticTCSEXCategory
    Alpha (against Standard Index)-3.99-4.24
    Beta (against Standard Index)1.251.21
    Mean Annual Return1.151.08
    R-squared (against Standard Index)84.3483.14
    Standard Deviation17.6217.16
    Sharpe Ratio0.780.76
    Treynor Ratio10.3810.07
    10 Years
    StatisticTCSEXCategory
    Alpha (against Standard Index)-0.39-0.24
    Beta (against Standard Index)1.211.17
    Mean Annual Return0.860.85
    R-squared (against Standard Index)84.1082.56
    Standard Deviation19.4018.98
    Sharpe Ratio0.460.47
    Treynor Ratio6.086.30