Simulated Performance for TIAA CREF INVESTMENT MANAGEMENT LLC
| Reporting Period | Quarterly Simulated Performance | Quarterly Hit Rate | Annual Simulated Performance | Annual Hit Rate | Annual Simulated Performance Decile | Annual Simulated Performance Hedge Funds Decile | Annual Simulated Performance Quant Decile | Annual Simulated Performance Fundamental Decile |
|---|---|---|---|---|---|---|---|---|
| June 30, 2013 | 6.13 % | 0.73 | 23.71 % | 0.79 | ||||
| Sept. 30, 2013 | 10.14 % | 0.75 | 17.33 % | 0.62 | ||||
| Dec. 31, 2013 | 1.53 % | 0.53 | 12.42 % | 0.59 | ||||
| March 31, 2014 | 4.95 % | 0.58 | 13.39 % | 0.60 | ||||
| June 30, 2014 | 0.40 % | 0.29 | 8.40 % | 0.57 | ||||
| Sept. 30, 2014 | 5.01 % | 0.73 | -0.12 % | 0.50 | ||||
| Dec. 31, 2014 | 2.38 % | 0.58 | 1.04 % | 0.43 | ||||
| March 31, 2015 | 0.50 % | 0.48 | -0.72 % | 0.39 | ||||
| June 30, 2015 | -7.65 % | 0.23 | -0.46 % | 0.41 | ||||
| Sept. 30, 2015 | 6.36 % | 0.62 | 13.44 % | 0.68 | ||||
| Dec. 31, 2015 | 0.29 % | 0.50 | 12.55 % | 0.73 | ||||
| March 31, 2016 | 1.96 % | 0.59 | 17.43 % | 0.76 | ||||
| June 30, 2016 | 4.65 % | 0.70 | 19.16 % | 0.75 | ||||
| Sept. 30, 2016 | 1.00 % | 0.65 | 18.87 % | 0.72 | ||||
| Dec. 31, 2016 | 6.51 % | 0.56 | 22.04 % | 0.66 | ||||
| March 31, 2017 | 3.33 % | 0.59 | 15.47 % | 0.62 | ||||
| June 30, 2017 | 4.97 % | 0.67 | 15.96 % | 0.67 | ||||
| Sept. 30, 2017 | 6.61 % | 0.61 | 18.04 % | 0.62 | ||||
| Dec. 31, 2017 | -0.02 % | 0.43 | -6.29 % | 0.31 | ||||
| March 31, 2018 | 3.82 % | 0.66 | 11.16 % | 0.53 | ||||
| June 30, 2018 | 7.29 % | 0.56 | 8.15 % | 0.45 | ||||
| Sept. 30, 2018 | -15.44 % | 0.11 | 1.39 % | 0.43 | ||||
| Dec. 31, 2018 | 15.00 % | 0.82 | 31.50 % | 0.76 | ||||
| March 31, 2019 | 4.08 % | 0.57 | -9.42 % | 0.18 |