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TIAA-CREF Mid-Cap Growth Instl (TRPWX)
On
Dec 24
:
15.07
0.08
(0.53%)
MORE ON TRPWX
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Research Reports
Risk
As of 30-Nov-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Above average
Number of Years Up:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2007)
:
17.35%
Worst 1 Yr Total Return
(2008)
:
-46.25%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRPWX
Category
Alpha (against Standard Index)
2.66
2.05
Beta (against Standard Index)
1.11
1.08
Mean Annual Return
-4.83
-0.20
R-squared (against Standard Index)
85
84.21
Standard Deviation
23.90
23.41
Sharpe Ratio
-0.18
N/A
Treynor Ratio
-6.38
N/A
5 Years
Statistic
TRPWX
Category
Alpha (against Standard Index)
2.11
1.56
Beta (against Standard Index)
1.15
1.11
Mean Annual Return
1.92
0.29
R-squared (against Standard Index)
83
80.86
Standard Deviation
20.13
19.91
Sharpe Ratio
0.05
N/A
Treynor Ratio
-0.93
N/A
10 Years
Statistic
TRPWX
Category
Alpha (against Standard Index)
N/A
3.33
Beta (against Standard Index)
N/A
1.11
Mean Annual Return
N/A
0.32
R-squared (against Standard Index)
N/A
61.70
Standard Deviation
N/A
23.38
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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