Target
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TCLNX TIAA-CREF Lifecycle 2030 Fund | Target Retirement Date | 0% |
VTHRX Vanguard Target Retirement 2030 Fund | Target Retirement Date, Diversified Portfolio | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Target, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jun 7, 2006, corresponding to the inception date of VTHRX
Returns By Period
As of Nov 13, 2024, the Target returned 11.71% Year-To-Date and 7.09% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Target | 11.45% | -0.73% | 5.68% | 18.69% | 7.21% | 7.06% |
| Portfolio components: | ||||||
TCLNX TIAA-CREF Lifecycle 2030 Fund | 11.09% | -0.76% | 4.73% | 17.21% | 6.97% | 6.89% |
VTHRX Vanguard Target Retirement 2030 Fund | 11.45% | -0.73% | 5.68% | 18.69% | 7.21% | 7.06% |
Monthly Returns
The table below presents the monthly returns of Target, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.31% | 2.34% | 2.29% | -2.97% | 3.20% | 1.27% | 2.21% | 1.93% | 1.91% | -2.18% | 11.45% | ||
| 2023 | 5.87% | -2.74% | 2.63% | 0.97% | -0.96% | 3.56% | 2.36% | -2.02% | -3.49% | -2.29% | 7.14% | 4.81% | 16.24% |
| 2022 | -3.75% | -2.19% | 0.22% | -6.37% | 0.32% | -5.96% | 5.47% | -3.58% | -7.49% | 3.69% | 6.53% | -3.32% | -16.28% |
| 2021 | -0.37% | 1.34% | 1.51% | 2.98% | 1.07% | 1.11% | 0.78% | 1.50% | -3.00% | 3.23% | -1.54% | 2.38% | 11.37% |
| 2020 | -0.25% | -4.68% | -10.36% | 8.05% | 3.63% | 2.33% | 3.85% | 3.71% | -1.85% | -1.51% | 8.53% | 3.41% | 14.11% |
| 2019 | 5.97% | 1.93% | 1.41% | 2.40% | -3.70% | 4.87% | 0.26% | -0.66% | 1.29% | 1.79% | 1.81% | 2.24% | 21.08% |
| 2018 | 3.54% | -3.16% | -0.83% | 0.24% | 0.78% | -0.24% | 2.11% | 0.93% | 0.03% | -5.58% | 1.37% | -4.77% | -5.85% |
| 2017 | 1.95% | 2.25% | 0.82% | 1.27% | 1.48% | 0.51% | 1.89% | 0.50% | 1.45% | 1.55% | 1.50% | 1.12% | 17.53% |
| 2016 | -3.75% | -0.45% | 5.72% | 1.03% | 0.53% | 0.35% | 3.21% | 0.30% | 0.47% | -1.75% | 0.72% | 1.47% | 7.84% |
| 2015 | -0.86% | 3.99% | -0.77% | 1.28% | 0.33% | -1.82% | 0.81% | -4.92% | -2.25% | 5.37% | -0.17% | -1.58% | -1.01% |
| 2014 | -2.42% | 3.89% | 0.36% | 0.50% | 1.84% | 1.81% | -1.43% | 2.74% | -2.43% | 1.66% | 1.43% | -0.76% | 7.17% |
| 2013 | 3.64% | 0.54% | 2.38% | 1.92% | 0.20% | -1.88% | 4.08% | -2.04% | 3.85% | 3.25% | 1.54% | 1.56% | 20.49% |
Expense Ratio
Target has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Target is 43, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
TCLNX TIAA-CREF Lifecycle 2030 Fund | 2.32 | 3.44 | 1.47 | 2.01 | 15.25 |
VTHRX Vanguard Target Retirement 2030 Fund | 2.41 | 3.50 | 1.47 | 2.23 | 14.61 |
Dividends
Dividend yield
Target provided a 2.32% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.32% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
| Portfolio components: | ||||||||||||
TCLNX TIAA-CREF Lifecycle 2030 Fund | 1.66% | 1.84% | 1.61% | 2.34% | 1.87% | 1.37% | 2.16% | 2.00% | 1.61% | 1.73% | 2.43% | 2.79% |
VTHRX Vanguard Target Retirement 2030 Fund | 2.32% | 2.59% | 2.05% | 2.14% | 1.63% | 2.38% | 2.49% | 1.99% | 1.97% | 2.15% | 1.92% | 1.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Target. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Target was 49.57%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.
The current Target drawdown is 0.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.57% | Nov 1, 2007 | 338 | Mar 9, 2009 | 540 | Apr 28, 2011 | 878 |
| -24.86% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -22.75% | Nov 9, 2021 | 235 | Oct 14, 2022 | 352 | Mar 12, 2024 | 587 |
| -17.33% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -13.43% | Jan 29, 2018 | 229 | Dec 24, 2018 | 81 | Apr 23, 2019 | 310 |
Volatility
Volatility Chart
The current Target volatility is 2.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| TCLNX | VTHRX | |
|---|---|---|
| TCLNX | 1.00 | 0.98 |
| VTHRX | 0.98 | 1.00 |