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TCIEX: TIAA-CREF INTERNATIONAL EQUITY INDEX FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 24.45 0.06(0.25%) April 25
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (84%) |
Start Date: | 10/03/2002 |
Last Dividend Date: | 12/06/2024 |
12-Mo. Yield | 3.10% |
Expenses | 0.30% |
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Performance Analytics (As of 04/25/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/03/2002 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.6 | 11.1 | 12.2 | 9.6 | 12.0 | 5.4 | 6.0 | 5.3 | 6.9 | 3.7 | 18.2 | -14.2 | 11.3 | 8.1 | 21.8 | -13.2 | 25.3 | 1.2 | -0.5 | -5.5 | 22.0 | 19.1 | -12.1 | 7.6 | 29.6 | -42.2 | 11.1 | 22.8 | 10.7 | 16.1 | 34.6 | 5.2 |
Sharpe Ratio | NA | 1.73 | 0.35 | 0.31 | 0.57 | 0.22 | NA | NA | 0.29 | -0.23 | 1.09 | -0.72 | 0.89 | 0.26 | 1.93 | -1.11 | 3.34 | 0.06 | -0.03 | -0.48 | 1.68 | 1.14 | -0.44 | 0.37 | 1.03 | -1.01 | 0.48 | 1.45 | 0.8 | 1.17 | 2.33 | 1.03 |
Draw Down(%) | NA | 13.6 | 13.6 | 19.4 | 29.3 | 33.6 | NA | NA | 60.6 | 9.9 | 11.4 | 28.5 | 6.6 | 33.5 | 7.8 | 21.5 | 2.1 | 12.7 | 16.5 | 13.7 | 10.0 | 16.3 | 25.5 | 19.5 | 29.5 | 53.7 | 12.1 | 15.0 | 7.3 | 9.3 | 16.2 | 5.3 |
Standard Deviation(%) | NA | 21.5 | 16.5 | 16.5 | 16.4 | 16.9 | NA | NA | 19.3 | 12.8 | 12.9 | 21.8 | 12.7 | 30.1 | 10.6 | 13.2 | 7.4 | 17.8 | 15.6 | 11.4 | 13.0 | 16.8 | 27.8 | 20.5 | 28.6 | 42.4 | 16.9 | 13.6 | 10.7 | 13.0 | 14.6 | 21.7 |
Treynor Ratio | NA | 0.52 | 0.07 | 0.05 | 0.1 | 0.04 | NA | NA | 0.06 | -0.03 | 0.14 | -0.15 | 0.11 | 0.1 | 0.21 | -0.15 | 0.25 | 0.01 | -0.01 | -0.05 | 0.21 | 0.19 | -0.12 | 0.08 | 0.3 | -0.43 | 0.09 | 0.21 | 0.11 | 0.19 | 0.36 | 0.21 |
Alpha | NA | 0.05 | 0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 |
Beta | NA | 0.71 | 0.86 | 0.95 | 0.97 | 0.93 | NA | NA | 0.96 | 1.03 | 0.99 | 1.01 | 0.99 | 0.78 | 0.98 | 0.98 | 0.99 | 1.01 | 1.01 | 1.01 | 1.02 | 1.01 | 1.01 | 0.94 | 0.98 | 1.0 | 0.93 | 0.91 | 0.78 | 0.81 | 0.95 | 1.04 |
RSquared | NA | 0.52 | 0.72 | 0.9 | 0.93 | 0.8 | NA | NA | 0.89 | 0.99 | 0.99 | 0.99 | 0.99 | 0.5 | 0.96 | 0.99 | 0.97 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 1.0 | 0.95 | 0.96 | 0.95 | 0.86 | 0.82 | 0.55 | 0.72 | 0.84 | 0.98 |
Yield(%) | N/A | 0.0 | 3.1 | 3.1 | 3.7 | 3.0 | 3.5 | 3.3 | N/A | 3.2 | 3.6 | 2.3 | 3.3 | 2.1 | 3.6 | 2.8 | 3.4 | 3.0 | 3.0 | 3.8 | 3.3 | 3.4 | 2.6 | 2.2 | 2.7 | 2.4 | 3.6 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 1.5 | 11.5 | 9.9 | 39.1 | N/A | N/A | N/A | 1.5 | 27.7 | -22.3 | 66.3 | -32.4 | 6.3 | 3.2 | 14.7 | -4.9 | -28.4 | 32.0 | 9.0 | 14.2 | 26.3 | 3.0 | -36.6 | -29.3 | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/03/2002
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