CREF GROWTH ACCOUNT CLASS R3

Publish date: 2024-07-18
Alpha 1 Year0.51 Alpha 10 Years-1.22 Alpha 15 Years-1.14 Alpha 20 Years-0.86 Alpha 3 Years-2.65 Alpha 5 Years-2.05 Average Gain 1 Year5.94 Average Gain 10 Years4.29 Average Gain 15 Years4.14 Average Gain 20 Years3.96 Average Gain 3 Years5.52 Average Gain 5 Years5.49 Average Loss 1 Year-3.17 Average Loss 10 Years-4.02 Average Loss 15 Years-3.64 Average Loss 20 Years-3.64 Average Loss 3 Years-5.32 Average Loss 5 Years-4.79 Batting Average 1 Year58.33 Batting Average 10 Years46.67 Batting Average 15 Years47.22 Batting Average 20 Years47.92 Batting Average 3 Years41.67 Batting Average 5 Years45.00 Beta 1 Year1.03 Beta 10 Years1.02 Beta 15 Years1.02 Beta 20 Years1.02 Beta 3 Years1.00 Beta 5 Years1.01 Capture Ratio Down 1 Year114.84 Capture Ratio Down 10 Years105.55 Capture Ratio Down 15 Years106.00 Capture Ratio Down 20 Years105.27 Capture Ratio Down 3 Years106.22 Capture Ratio Down 5 Years104.22 Capture Ratio Up 1 Year107.07 Capture Ratio Up 10 Years99.07 Capture Ratio Up 15 Years100.03 Capture Ratio Up 20 Years100.56 Capture Ratio Up 3 Years98.10 Capture Ratio Up 5 Years97.36 Correlation 1 Year99.59 Correlation 10 Years99.37 Correlation 15 Years99.46 Correlation 20 Years99.39 Correlation 3 Years99.29 Correlation 5 Years99.38 High 1 Year507.08 Information Ratio 1 Year0.29 Information Ratio 10 Years-0.71 Information Ratio 15 Years-0.60 Information Ratio 20 Years-0.43 Information Ratio 3 Years-1.00 Information Ratio 5 Years-0.95 Low 1 Year334.30 Maximum Loss 1 Year-7.61 Maximum Loss 10 Years-34.88 Maximum Loss 15 Years-34.88 Maximum Loss 20 Years-48.62 Maximum Loss 3 Years-34.88 Maximum Loss 5 Years-34.88 Performance Current Year18.49 Performance since Inception1,791.61 Risk adjusted Return 10 Years9.86 Risk adjusted Return 3 Years0.47 Risk adjusted Return 5 Years9.71 Risk adjusted Return Since Inception7.94 R-Squared (R²) 1 Year99.18 R-Squared (R²) 10 Years98.74 R-Squared (R²) 15 Years98.92 R-Squared (R²) 20 Years98.78 R-Squared (R²) 3 Years98.59 R-Squared (R²) 5 Years98.77 Sortino Ratio 1 Year3.14 Sortino Ratio 10 Years1.25 Sortino Ratio 15 Years1.50 Sortino Ratio 20 Years0.95 Sortino Ratio 3 Years0.47 Sortino Ratio 5 Years1.22 Tracking Error 1 Year2.16 Tracking Error 10 Years2.01 Tracking Error 15 Years1.78 Tracking Error 20 Years1.88 Tracking Error 3 Years2.59 Tracking Error 5 Years2.39 Trailing Performance 1 Month-3.05 Trailing Performance 1 Week1.16 Trailing Performance 1 Year27.56 Trailing Performance 10 Years300.35 Trailing Performance 2 Years53.23 Trailing Performance 3 Months10.00 Trailing Performance 3 Years22.08 Trailing Performance 4 Years65.03 Trailing Performance 5 Years111.18 Trailing Performance 6 Months14.66 Trailing Return 1 Month-3.05 Trailing Return 1 Year27.56 Trailing Return 10 Years14.88 Trailing Return 15 Years15.56 Trailing Return 2 Months4.10 Trailing Return 2 Years23.79 Trailing Return 20 Years11.61 Trailing Return 3 Months10.00 Trailing Return 3 Years6.88 Trailing Return 4 Years13.34 Trailing Return 5 Years16.13 Trailing Return 6 Months14.66 Trailing Return 6 Years14.90 Trailing Return 7 Years16.09 Trailing Return 8 Years16.39 Trailing Return 9 Months38.06 Trailing Return 9 Years14.50 Trailing Return Since Inception10.20 Trailing Return YTD - Year to Date18.49 Treynor Ratio 1 Year28.67 Treynor Ratio 10 Years12.82 Treynor Ratio 15 Years14.48 Treynor Ratio 20 Years9.33 Treynor Ratio 3 Years4.91 Treynor Ratio 5 Years14.68

ncG1vNJzZmilkae4psDSZ5muq5mjsrS%2FyKeqopyVp3uku8xona6mlKh8pL7En2Sgqp%2Bswal5wJyaqK2eqXqkuMCsqmaqY2LCtH2YbWtpcGFtgHY%3D