Finance Home - My Yahoo - Yahoo! - Help

Sunday, December 27, 2009, 12:36PM ET - U.S. Markets Closed. Dow  0.51% Nasdaq  0.71%

TIAA-CREF S&P 500 Index Instl (TISPX)

On Dec 24: 12.66   0.07 (0.56%)

MORE ON TISPX

Quotes Summary Historical Prices Charts Interactive Basic Chart Basic Tech. Analysis News & Info Headlines Message Board Fund Profile Performance Holdings Risk Purchase Info Analyst Research Reports

Risk  As of 30-Nov-09 Get Risk for:
RISK OVERVIEW   Morningstar Risk Rating: Average Number of Years Up: 4 Number of Years Down: 1 Best 1 Yr Total Return (2006): 15.70% Worst 1 Yr Total Return (2008): -36.92% RISK (MODERN PORTFOLIO THEORY) STATISTICS   3 Years Statistic TISPX Category Alpha (against Standard Index) -0.03 0.06 Beta (against Standard Index) 1.00 1.00 Mean Annual Return -5.80 -0.33 R-squared (against Standard Index) 99 95.82 Standard Deviation 19.84 20.42 Sharpe Ratio -0.31 N/A Treynor Ratio -8.09 N/A 5 Years Statistic TISPX Category Alpha (against Standard Index) -0.05 0.04 Beta (against Standard Index) 1.00 1.01 Mean Annual Return 0.67 0.17 R-squared (against Standard Index) 99 95.19 Standard Deviation 16.05 16.64 Sharpe Ratio -0.06 N/A Treynor Ratio -2.33 N/A 10 Years Statistic TISPX Category Alpha (against Standard Index) N/A 0.81 Beta (against Standard Index) N/A 0.96 Mean Annual Return N/A 0.14 R-squared (against Standard Index) N/A 91.13 Standard Deviation N/A 16.39 Sharpe Ratio N/A N/A Treynor Ratio N/A N/A
Add to Portfolio     Set Alert     Email to a Friend Get Risk for Another Symbol: Symbol Lookup • Help with Risk Statistics • Planning Center