C000162573 Performance — TIAA-CREF Quant Large-Cap Value Fund, Advisor Class
Data updated: 2021-01-14
C000162573 returned −9.96% over one year to Oct 2020. Over one year the fund trailed its US Large Value category average: $100 grew to $90, against $97 for the category. Volatility over the past 12 months was 25.75% a year. In the 12 months to Oct 2020 the fund lost a net $1.7B, and assets reached $718.91M.
C000162573 Growth of $100
What $100 invested in TIAA-CREF Quant Large-Cap Value Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Large Value category average over the same months.
| Period | C000162573 | Category average |
|---|---|---|
| 1 year (Nov 2019 – Oct 2020) | $90 | $97 |
| Since data start (Aug 2019 – Oct 2020) | $91 | $98 |
C000162573 Trailing Returns
Total returns to Oct 2020, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −9.96% |
C000162573 Annual Returns
Calendar-year total returns of TIAA-CREF Quant Large-Cap Value Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2020 (Jan–Oct) | −14.86% |
| 2019 (Aug–Dec) | +7.31% |
C000162573 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020 | −2.8% | −9.7% | −17.6% | +11.6% | +3.3% | −0.9% | +3.8% | +3.6% | −2.8% | −1.5% | — | — |
| 2019 | — | — | — | — | — | — | — | −3.3% | +3.5% | +1.4% | +3.0% | +2.7% |
C000162573 Risk
Risk measures from monthly returns over Nov 2019 – Oct 2020.
- 1-year volatility (annualised): 25.75%
- Best month: +11.61% (Apr 2020)
- Worst month: −17.62% (Mar 2020)
C000162573 Fund Flows
Monthly money in and out of TIAA-CREF Quant Large-Cap Value Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.7B
- 12-month gross sales (incl. reinvestments): $566.6M
- Sales ÷ redemptions: 0.25×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Oct 2020 | $1.9M | $645.9M | −$644.0M |
| Sep 2020 | $132.7M | $4.1M | $128.7M |
| Aug 2020 | $240K | $104.7M | −$104.5M |
| Jul 2020 | $48.1M | $14.9M | $33.3M |
| Jun 2020 | $91.6M | $11.7M | $79.9M |
| May 2020 | $2.2M | $39.5M | −$37.3M |
| Apr 2020 | $18.9M | $7.9M | $11.0M |
| Mar 2020 | $51.3M | $16.2M | $35.1M |
| Feb 2020 | $10.1M | $6.2M | $3.8M |
| Jan 2020 | $4.5M | $27.7M | −$23.2M |
| Dec 2019 | $201.6M | $569.1M | −$367.5M |
| Nov 2019 | $3.2M | $825.7M | −$822.5M |
C000162573 Assets Under Management
Net assets of TIAA-CREF Quant Large-Cap Value Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2020-10-31 | $718.91M |
| 2020-07-31 | $1.32B |
| 2020-04-30 | $1.17B |
| 2020-01-31 | $1.35B |
| 2019-10-31 | $2.68B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.