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TIAA-CREF Mid-Cap Value Retire (TRVRX)
On
Dec 4
:
14.09
0.14
(1.00%)
MORE ON TRVRX
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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:
4
Number of Years Down:
1
Best 1 Yr Total Return
(2004)
:
25.21%
Worst 1 Yr Total Return
(2008)
:
-40.75%
RISK (MODERN PORTFOLIO THEORY) STATISTICS
3 Years
Statistic
TRVRX
Category
Alpha (against Standard Index)
2.96
2.32
Beta (against Standard Index)
1.16
1.15
Mean Annual Return
-6.22
-0.35
R-squared (against Standard Index)
94
90.18
Standard Deviation
23.38
23.68
Sharpe Ratio
-0.26
N/A
Treynor Ratio
-7.42
N/A
5 Years
Statistic
TRVRX
Category
Alpha (against Standard Index)
4.10
2.22
Beta (against Standard Index)
1.18
1.16
Mean Annual Return
3.62
0.30
R-squared (against Standard Index)
93
89.12
Standard Deviation
19.41
19.61
Sharpe Ratio
0.13
N/A
Treynor Ratio
0.50
N/A
10 Years
Statistic
TRVRX
Category
Alpha (against Standard Index)
N/A
7.83
Beta (against Standard Index)
N/A
0.94
Mean Annual Return
N/A
0.70
R-squared (against Standard Index)
N/A
72.23
Standard Deviation
N/A
17.96
Sharpe Ratio
N/A
N/A
Treynor Ratio
N/A
N/A
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