TIAA-CREF Quant Small-Cap Equity Advisor (TSCHX)

10.06 -0.32  -3.08% Apr 3 USD
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Key Stats

Net Asset Value 10.06
Turnover Ratio 98.00%
1 Year Fund Level Flows -621.26M

Performance & Returns

  Total Return Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -30.81% -28.63% 72
3M -38.96% -35.91% 65
6M -33.18% -28.83% 71
YTD -39.21% -35.91% 66
1Y -35.69% -30.91% 72
3Y -9.27% -8.49% 56
5Y -2.80% -2.86% --
10Y 5.69% 5.29% --
15Y 4.69% 4.64% --
20Y -- 5.72% --
As of April 3, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.14% 1.14% 0.00%
Stock 98.86% 98.86% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 31, 2020

Region Exposure

Americas 99.97%
North America 99.45%
Latin America 0.52%
Greater Europe 0.03%
United Kingdom 0.00%
Europe Developed 0.03%
Europe Emerging 0.00%
Africa/Middle East 0.00%
Greater Asia 0.00%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 0.00%
Market Classification
% Developed Markets 100.0%
% Emerging Markets 0.04%
As of Jan. 31, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 4.53%
Communication Services 2.98%
Consumer Cyclical 6.43%
Consumer Defensive 5.88%
Energy 3.60%
Financial Services 15.99%
Healthcare 18.02%
Industrials 17.76%
Real Estate 9.22%
Technology 12.80%
Utilities 2.80%
As of Jan. 31, 2020

Stock Market Capitalization

Giant 0.00%
Large 0.00%
Medium 19.66%
Small 67.57%
Micro 12.77%
As of Jan. 31, 2020

Stock Style Exposure

Large Cap Value 0.00%
Large Cap Blend 0.00%
Large Cap Growth 0.00%
Mid Cap Value 5.34%
Mid Cap Blend 8.57%
Mid Cap Growth 6.34%
Small Cap Value 20.45%
Small Cap Blend 32.69%
Small Cap Growth 26.61%
As of Jan. 31, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Federal Home Loan Banks 0.01% 1.13% -- --
POR Portland General Electric Co 1.04% 46.31 -4.48%
EGP EastGroup Properties Inc 1.00% 94.04 -2.31%
ESNT Essent Group Ltd 0.94% 21.55 -10.36%
EXPO Exponent Inc 0.90% 70.64 -1.98%
PSB PS Business Parks Inc 0.90% 120.52 -0.17%
RDN Radian Group Inc 0.90% 9.70 -15.58%
TTEK Tetra Tech Inc 0.88% 71.90 +1.74%
WD Walker & Dunlop Inc 0.85% 24.85 -19.99%
FR First Industrial Realty Trust Inc 0.84% 30.73 -1.06%
As of Jan. 31, 2020
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Basic Info

Investment Strategy
The investment seeks a favorable long-term total return, mainly through capital appreciation, primarily from equity securities of smaller domestic companies. Under normal circumstances, the fund invests at least 80% of its assets in small-cap equity securities. A small-cap equity security is a security within the capitalization range of the companies included in the fund's benchmark index, the Russell 2000® Index, at the time of purchase. It invests primarily in equity securities of smaller domestic companies across a wide range of sectors, growth rates and valuations.
General
Security Type Mutual Fund
Oldest Share Symbol TISEX
Equity Style Small Cap/Blend
Fixed Income Style --
Broad Asset Class US Equity
Broad Category Equity
Category Name Small Blend
Prospectus Objective Small Company
Fund Owner Firm Name TIAA Investments
Benchmark Index
Russell 2000 TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Adam Cao 13.17 yrs
Max Kozlov 1.00 yrs
Pei Chen 4.00 yrs

Share Classes

Symbol Share Class
TCSEX Adv
TISEX Inst
TRSEX Retirement
TSCWX Other
TSRPX Other

Net Fund Flows

1M 107.17M
3M -13.28M
6M -313.14M
YTD -13.28M
1Y -621.26M
3Y -1.190B
5Y -1.271B
10Y -450.50M
As of March 31, 2020

Risk Info

Beta (5Y) 1.287
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.3546
Daily Value at Risk (VaR) 1% (All) 3.77%
Monthly Value at Risk (VaR) 1% (All) 27.02%

Fundamentals

Dividend Yield TTM (4-3-20) 1.49%
30-Day SEC Yield --
7-Day SEC Yield --
Weighted Average PE Ratio 17.64
Weighted Average Price to Sales Ratio 1.023
Weighted Average Price to Book Ratio 2.105
Weighted Median ROE 7.10%
Weighted Median ROA 0.24%
Forecasted Dividend Yield 1.16%
Forecasted PE Ratio 14.89
Forecasted Price to Sales Ratio 0.9196
Forecasted Price to Book Ratio 1.885
Number of Holdings 402
As of Jan. 31, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 11.42%
Forecasted Book Value Growth 6.37%
Forecasted Cash Flow Growth 19.02%
Forecasted Earnings Growth 15.95%
Forecasted Revenue Growth 5.12%
As of Jan. 31, 2020

Comparables

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Attributes

Purchase Details
Open to New Investors No
Open to Existing Investors Yes
Minimum Initial Investment 0.00 USD
Minimum Subsequent Investment 0.00 USD
Fees
Actual 12B-1 Fee --
Actual Management Fee 0.40%
Administration Fee --
Performance Fee --
Switching Fee --
Transaction Fee --
Maximum Front Load --
Maximum Deferred Load --
Maximum Redemption Fee --
Key Dates
Inception Date 12/4/2015
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 3/1/2020
Attributes
Exchange Traded Share No
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund No
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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