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Friday, December 4, 2009, 11:09PM ET - U.S. Markets Closed. Dow Up 0.22% Nasdaq Up 0.98%
TIAA-CREF S&P 500 Index Retire (TRSPX)On Dec 4: 12.59  Up 0.07 (0.56%)  
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Risk  As of 31-Oct-09Get Risk for:
RISK OVERVIEW 
Morningstar Risk Rating:Average
Number of Years Up:4
Number of Years Down:1
Best 1 Yr Total Return (2006):15.36%
Worst 1 Yr Total Return (2008):-37.10%
RISK (MODERN PORTFOLIO THEORY) STATISTICS 
3 Years
StatisticTRSPXCategory
Alpha (against Standard Index)-0.270.38
Beta (against Standard Index)1.001.00
Mean Annual Return-7.25-0.41
R-squared (against Standard Index)9995.50
Standard Deviation19.5220.09
Sharpe Ratio-0.41N/A
Treynor Ratio-9.69N/A
5 Years
StatisticTRSPXCategory
Alpha (against Standard Index)-0.330.26
Beta (against Standard Index)1.001.01
Mean Annual Return0.010.16
R-squared (against Standard Index)9994.84
Standard Deviation15.9116.47
Sharpe Ratio-0.11N/A
Treynor Ratio-3.02N/A
10 Years
StatisticTRSPXCategory
Alpha (against Standard Index)N/A0.84
Beta (against Standard Index)N/A0.97
Mean Annual ReturnN/A0.11
R-squared (against Standard Index)N/A91.16
Standard DeviationN/A16.35
Sharpe RatioN/AN/A
Treynor RatioN/AN/A

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