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    TIAA-CREF Social Choice Eq Retail (TICRX)

    14.14 Down 0.40(2.75%) Sep 1

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up6
    Number of Years Down2
    Best 1 Yr Total Return(Dec 30, 2013):33.91%
    Worst 1 Yr Total Return(Dec 30, 2008):-36.24%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticTICRXCategory
    Alpha (against Standard Index)-1.03-0.72
    Beta (against Standard Index)1.031.00
    Mean Annual Return1.341.32
    R-squared (against Standard Index)95.6491.25
    Standard Deviation9.008.97
    Sharpe Ratio1.781.77
    Treynor Ratio16.3816.67
    5 Years
    StatisticTICRXCategory
    Alpha (against Standard Index)-2.04-1.77
    Beta (against Standard Index)1.031.03
    Mean Annual Return1.191.21
    R-squared (against Standard Index)97.4294.79
    Standard Deviation12.2512.42
    Sharpe Ratio1.161.17
    Treynor Ratio13.9214.29
    10 Years
    StatisticTICRXCategory
    Alpha (against Standard Index)-0.54-0.64
    Beta (against Standard Index)1.021.01
    Mean Annual Return0.680.67
    R-squared (against Standard Index)98.3194.98
    Standard Deviation15.2215.28
    Sharpe Ratio0.450.44
    Treynor Ratio5.785.67