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TIAA-CREF Growth & Income Instl (TIGRX)
On
Dec 1
:
8.10
0.11
(1.38%)
MORE ON TIGRX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Below average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
18.93%
Worst 1 Yr Total Return
(2008)
:
-34.97%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TIGRX
Category
Alpha (against Standard Index)
4.92
0.38
Beta (against Standard Index)
0.92
1.00
Mean Annual Return
-1.50
-0.41
R-squared (against Standard Index)
97
95.50
Standard Deviation
18.37
20.09
Sharpe Ratio
-0.12
N/A
Treynor Ratio
-4.24
N/A
5 Years
Statistic
TIGRX
Category
Alpha (against Standard Index)
3.50
0.26
Beta (against Standard Index)
0.93
1.01
Mean Annual Return
4.15
0.16
R-squared (against Standard Index)
96
94.84
Standard Deviation
15.10
16.47
Sharpe Ratio
0.15
N/A
Treynor Ratio
1.21
N/A
10 Years
Statistic
TIGRX
Category
Alpha (against Standard Index)
1.34
0.84
Beta (against Standard Index)
0.96
0.97
Mean Annual Return
0.54
0.11
R-squared (against Standard Index)
97
91.16
Standard Deviation
15.73
16.35
Sharpe Ratio
-0.07
N/A
Treynor Ratio
-2.52
N/A
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