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TIAA-CREF Real Estate Sec Retire (TRRSX)
On
Dec 8
:
7.75
0.04
(0.51%)
MORE ON TRRSX
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Research Reports
Risk
As of 31-Oct-09
Get
Risk
for:
RISK OVERVIEW
Morningstar Risk Rating:
Average
Number of Years Up:
3
Number of Years Down:
2
Best 1 Yr Total Return
(2006)
:
32.84%
Worst 1 Yr Total Return
(2008)
:
-38.76%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRRSX
Category
Alpha (against Standard Index)
-0.83
0.21
Beta (against Standard Index)
1.62
1.63
Mean Annual Return
-17.02
-0.83
R-squared (against Standard Index)
66
67.53
Standard Deviation
38.61
38.84
Sharpe Ratio
-0.34
N/A
Treynor Ratio
-12.03
N/A
5 Years
Statistic
TRRSX
Category
Alpha (against Standard Index)
1.96
2.84
Beta (against Standard Index)
1.59
1.61
Mean Annual Return
-2.25
0.30
R-squared (against Standard Index)
66
66.12
Standard Deviation
31.22
31.52
Sharpe Ratio
-0.01
N/A
Treynor Ratio
-3.31
N/A
10 Years
Statistic
TRRSX
Category
Alpha (against Standard Index)
N/A
10.64
Beta (against Standard Index)
N/A
0.89
Mean Annual Return
N/A
0.94
R-squared (against Standard Index)
N/A
35.37
Standard Deviation
N/A
24.16
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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