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TIAA-CREF Enh Intl Eq Idx Inst (TFIIX)
On
Feb 9
:
6.26
0.13
(2.12%)
MORE ON TFIIX
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Research Reports
Risk
As of 31-Jan-10
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Number of Years Up:
1
Number of Years Down:
1
Best 1 Yr Total Return
(2009)
:
26.95%
Worst 1 Yr Total Return
(2008)
:
-43.45%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TFIIX
Category
Alpha (against Standard Index)
N/A
-0.14
Beta (against Standard Index)
N/A
1.02
Mean Annual Return
N/A
-0.44
R-squared (against Standard Index)
N/A
95.93
Standard Deviation
N/A
24.90
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
5 Years
Statistic
TFIIX
Category
Alpha (against Standard Index)
N/A
0.02
Beta (against Standard Index)
N/A
1.02
Mean Annual Return
N/A
0.42
R-squared (against Standard Index)
N/A
95.63
Standard Deviation
N/A
20.47
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
10 Years
Statistic
TFIIX
Category
Alpha (against Standard Index)
N/A
-0.60
Beta (against Standard Index)
N/A
1.00
Mean Annual Return
N/A
0.20
R-squared (against Standard Index)
N/A
92.81
Standard Deviation
N/A
18.54
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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