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TIAA-CREF Social Choice Eq Retire (TRSCX)

16.92 Up 0.09(0.53%) Aug 19

Risk as of Jul 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up9
Number of Years Down2
Best 1 Yr Total Return(Dec 30, 2013):33.89%
Worst 1 Yr Total Return(Dec 30, 2008):-36.30%
Risk (Modern Portfolio Theory) Statistics 
3 Years
Alpha (against Standard Index)-1.40-2.13
Beta (against Standard Index)1.051.05
Mean Annual Return1.311.25
R-squared (against Standard Index)97.3695.16
Standard Deviation12.9413.08
Sharpe Ratio1.211.15
Treynor Ratio15.2414.59
5 Years
Alpha (against Standard Index)-0.69-1.58
Beta (against Standard Index)1.021.02
Mean Annual Return1.351.28
R-squared (against Standard Index)97.8595.73
Standard Deviation13.6513.81
Sharpe Ratio1.181.11
Treynor Ratio15.9115.01
10 Years
Alpha (against Standard Index)-0.01-0.44
Beta (against Standard Index)1.031.01
Mean Annual Return0.750.70
R-squared (against Standard Index)98.3695.06
Standard Deviation15.2215.24
Sharpe Ratio0.490.45
Treynor Ratio6.365.91