Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TBAIX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND INSTITUTIONAL) | NA | -0.91% | 6.69% | 6.44% | 3.93% | 3.41% | NA | … | … |
Data as of 11/20/2015, Common starting date is 03/13/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBAIX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND INSTITUTIONAL) | 03/13/1997 | 11/20/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.63 | -0.91 | 6.69 | 6.44 | 3.93 | 3.41 | NA | … | … | -1.35 | 2.35 | 11.08 | 5.31 | -0.75 | 7.49 | 20.19 | -32.84 | 0.99 | 8.31 | 4.97 | -11.97 | 23.20 | -9.24 | -5.21 | 10.13 | 14.87 | 29.27 | 29.16 |
| Sharpe Ratio | NA | -0.32 | 0.46 | 0.37 | 0.03 | NA | NA | … | … | -0.17 | 0.38 | 1.73 | 0.62 | -0.05 | 0.69 | 1.19 | -1.47 | -0.18 | 0.63 | 0.45 | -0.11 | 2.09 | -0.72 | -0.56 | 0.31 | 0.73 | 1.78 | 2.18 |
| Standard Deviation(%) | NA | 8.97 | 7.43 | 9.35 | 12.59 | NA | NA | … | … | 8.98 | 6.10 | 6.40 | 8.51 | 14.27 | 10.67 | 16.92 | 22.92 | 11.52 | 8.03 | 6.20 | 37.92 | 10.76 | 14.44 | 13.65 | 19.41 | 15.97 | 14.61 | 15.57 |
| Draw Down(%) | NA | 8.98 | 8.98 | 13.39 | 48.40 | NA | NA | … | … | 8.98 | 5.38 | 5.50 | 6.78 | 13.39 | 9.27 | 17.28 | 35.87 | 9.29 | 8.06 | 4.51 | 17.92 | 7.68 | 19.82 | 17.82 | 13.71 | 12.37 | 13.42 | 10.29 |
| Yield(%) | 0.00 | 1.98 | 3.25 | 3.12 | 2.70 | 2.08 | 1.29 | … | … | 0.79 | 2.39 | 2.32 | 5.60 | 2.18 | 3.02 | 3.91 | 3.13 | 2.60 | 1.62 | 1.04 | 0.22 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/20/2015, Common starting date is 03/13/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBAIX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND INSTITUTIONAL) |
-11.65%
Feb 2006 – Feb 2009 |
-0.83%
May 2007 – May 2012 |
3.52%
Sep 2005 – Sep 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBAIX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND INSTITUTIONAL) |
18.59%
Feb 2009 – Feb 2012 |
15.09%
Feb 2009 – Feb 2014 |
5.18%
Oct 2004 – Oct 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart