PortfoliosLab logoPortfoliosLab logo
ISIN
US8863158379
Issuer
BlackRock
Inception Date
Mar 30, 2006
Min. Investment
$2,000,000
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

TIMIX Performance Chart

TIAA-CREF Managed Allocation Fund (TIMIX) is up 6.2% since the beginning of the year. TIMIX is currently trading at $14 per share. Investors who bought $1,000 worth of TIMIX shares 5 years ago would now be looking at an investment worth $1,353.


Loading charts...

S&P 500 Index

Returns By Period

TIAA-CREF Managed Allocation Fund (TIMIX) has returned 6.20% so far this year and 17.29% over the past 12 months. Over the last ten years, TIMIX has returned 8.32% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


TIAA-CREF Managed Allocation Fund

1D
0.86%
1M
1.74%
YTD
6.20%
6M
6.20%
1Y
17.29%
3Y*
12.70%
5Y*
6.23%
10Y*
8.32%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIMIX Monthly Returns History

Based on dividend-adjusted daily data since Apr 4, 2006, TIMIX's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +8.3%, while the worst month was Oct 2008 at -13.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TIMIX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -7.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.81%1.34%-5.35%5.80%2.19%0.57%6.20%
20252.26%0.32%-2.72%0.24%3.33%3.50%0.38%2.21%2.45%1.53%0.36%0.35%14.98%
20240.34%2.56%2.49%-3.18%3.20%1.67%1.77%1.82%1.37%-2.01%2.68%-2.46%10.47%
20235.60%-2.38%2.20%1.11%-0.82%3.79%2.22%-1.91%-3.50%-2.22%6.99%4.73%16.25%
2022-4.25%-2.57%0.11%-6.39%0.17%-6.36%5.58%-3.03%-7.36%3.87%6.06%-2.92%-16.83%
2021-0.59%1.70%1.10%3.17%0.91%1.17%0.69%1.43%-3.01%2.98%-2.16%2.35%9.96%

Benchmark Metrics

TIAA-CREF Managed Allocation Fund has an annualized alpha of 0.92%, beta of 0.59, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since April 04, 2006.

  • This fund participated in 70.47% of S&P 500 Index downside but only 64.26% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.59 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
0.92%
Beta
0.59
0.93
Upside Capture
64.26%
Downside Capture
70.47%

Expense Ratio

TIMIX has an expense ratio of 0.00%, meaning no management fees are charged.


Return for Risk

Risk / Return Rank

TIMIX ranks 50 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


TIMIX Risk / Return Rank: 5050
Overall Rank
TIMIX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TIMIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
TIMIX Omega Ratio Rank: 5252
Omega Ratio Rank
TIMIX Calmar Ratio Rank: 4141
Calmar Ratio Rank
TIMIX Martin Ratio Rank: 5353
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 TIAA-CREF Managed Allocation Fund (TIMIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TIMIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.36

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

2.32

2.78

-0.47

Martin ratioReturn relative to average drawdown

10.21

12.44

-2.22

Dividends

Dividend History

TIAA-CREF Managed Allocation Fund provided a 6.44% dividend yield over the last twelve months, with an annual payout of $0.90 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.90$0.97$0.55$0.32$0.82$1.54$1.16$0.73$0.71$0.33$0.56$0.54

Dividend yield

6.44%7.33%4.43%2.78%7.92%11.50%8.51%5.66%6.31%2.56%4.92%4.80%

Monthly Dividends

The table displays the monthly dividend distributions for TIAA-CREF Managed Allocation Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.07$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.77$0.97
2024$0.00$0.00$0.06$0.00$0.00$0.07$0.00$0.00$0.07$0.00$0.00$0.36$0.55
2023$0.00$0.00$0.05$0.00$0.00$0.05$0.00$0.00$0.06$0.00$0.00$0.16$0.32
2022$0.00$0.00$0.02$0.00$0.00$0.04$0.00$0.00$0.05$0.00$0.00$0.71$0.82
2021$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$0.04$0.00$0.00$1.42$1.54

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the TIAA-CREF Managed Allocation Fund. 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 TIAA-CREF Managed Allocation Fund was 41.37%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-41.37%Mar 2009
1y 4mo1y 11mo
3y 3moNov 2007 - Feb 2011
COVID crash2020
-24.64%Mar 2020
1mo 2d4mo 8d
5mo 10dFeb 2020 - Jul 2020
Bear market2022
-23.58%Oct 2022
11mo 9d1y 5mo
2y 4moNov 2021 - Mar 2024
2011 correction2011
-13.83%Oct 2011
5mo 4d4mo 3d
9mo 7dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-13.68%Dec 2018
10mo 29d4mo 7d
1y 3moJan 2018 - Apr 2019

Drawdown Indicators


TIMIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.37%

-56.78%

+15.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.45%

-9.10%

+1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-10.44%

-18.90%

+8.46%

Max Drawdown (5Y)

Largest decline over 5 years

-23.58%

-25.43%

+1.85%

Max Drawdown (10Y)

Largest decline over 10 years

-24.64%

-33.92%

+9.28%

Current Drawdown

Current decline from peak

-0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-5.45%

-10.71%

+5.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.03%

-0.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with TIMIX

Add TIAA-CREF Managed Allocation Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with TIMIX