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CUSIP
194408167
Issuer
TIAA
Inception Date
Apr 24, 2015
Index Tracked
MSCI ACWI NR USD
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

QCGLIX Performance Chart

CREF Global Equities Account - R3 (QCGLIX) is up 12.7% since the beginning of the year. QCGLIX is currently trading at $478 per share.


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S&P 500 Index

Returns By Period

CREF Global Equities Account - R3 (QCGLIX) has returned 12.67% so far this year and 30.60% over the past 12 months.


CREF Global Equities Account - R3

1D
0.48%
1M
5.45%
YTD
12.67%
6M
13.16%
1Y
30.60%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QCGLIX Monthly Returns History

Based on dividend-adjusted daily data since Dec 27, 2024, QCGLIX's average daily return is +0.09%, while the average monthly return is +1.76%. At this rate, an investment would double in approximately 3.3 years.

Historically, 83% of months were positive and 17% were negative. The best month was Apr 2026 with a return of +10.0%, while the worst month was Mar 2026 at -6.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, QCGLIX closed higher 58% of trading days. The best single day was Apr 10, 2025 with a return of +5.5%, while the worst single day was Apr 3, 2025 at -4.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.31%1.13%-6.59%10.04%4.41%0.48%12.67%
20251.78%-0.62%-5.11%0.57%6.38%4.94%1.22%2.49%3.51%3.06%0.14%0.54%20.08%

Benchmark Metrics

CREF Global Equities Account - R3 has an annualized alpha of 10.41%, beta of 0.66, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 03, 2025.

  • This fund captured 103.41% of S&P 500 Index gains but only 76.07% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 10.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.66 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
10.41%
Beta
0.66
0.53
Upside Capture
103.41%
Downside Capture
76.07%

Expense Ratio

QCGLIX has an expense ratio of 0.24%, which is considered low.


Return for Risk

Risk / Return Rank

QCGLIX ranks 66 for risk / return — better than 66% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


QCGLIX Risk / Return Rank: 6666
Overall Rank
QCGLIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
QCGLIX Sortino Ratio Rank: 6161
Sortino Ratio Rank
QCGLIX Omega Ratio Rank: 6262
Omega Ratio Rank
QCGLIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
QCGLIX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for CREF Global Equities Account - R3 (QCGLIX) and compare them to S&P 500 Index.


QCGLIXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.41

2.39

+0.02

Sortino ratio

Return per unit of downside risk

3.29

3.25

+0.04

Omega ratio

Gain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratio

Return relative to maximum drawdown

3.12

3.11

0.00

Martin ratio

Return relative to average drawdown

13.91

14.38

-0.47

Dividends

Dividend History


CREF Global Equities Account - R3 doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the CREF Global Equities Account - R3. 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 CREF Global Equities Account - R3 was 18.15%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-18.15%Apr 2025
1mo 18d1mo 29d
3mo 17dFeb 2025 - Jun 2025
2026 correction2026
-10.29%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026
2025 pullback2025
-4.89%Nov 2025
21d20d
1mo 11dOct 2025 - Dec 2025
2025 pullback2025
-3.30%Oct 2025
1d10d
11dOct 2025 - Oct 2025
2025 pullback2025
-2.81%Aug 2025
4d11d
15dJul 2025 - Aug 2025

Drawdown Indicators


QCGLIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.15%

-56.78%

+38.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-9.10%

-1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.22%

-10.72%

+8.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

1.97%

+0.32%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with QCGLIX

Add CREF Global Equities Account - R3 to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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