Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TBAYX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND Y) | NA | 8.00% | 6.67% | 5.47% | 6.54% | 4.01% | NA | … | … |
Data as of 11/24/2021, Common starting date is 12/28/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBAYX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND Y) | 12/28/2005 | 11/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 8.00 | 6.67 | 5.47 | 6.54 | 4.01 | NA | … | … | 6.30 | 1.34 | 13.58 | -4.40 | 8.06 | 8.17 | -2.28 | 4.72 | 13.54 | 11.10 | 1.35 | 10.72 | 24.64 | -29.97 | 3.59 | 10.02 | -1.06 |
| Sharpe Ratio | NA | 2.08 | 0.61 | 0.58 | 0.79 | NA | NA | … | … | 1.85 | 0.07 | 2.88 | -1.05 | 2.51 | 1.15 | -0.29 | 0.80 | 2.12 | 1.43 | 0.09 | 1.01 | 1.45 | -1.34 | 0.05 | 0.84 | -12.90 |
| Standard Deviation(%) | NA | 3.83 | 10.09 | 8.24 | 7.78 | NA | NA | … | … | 3.78 | 16.43 | 4.22 | 5.46 | 2.97 | 6.87 | 7.95 | 5.87 | 6.36 | 7.79 | 14.10 | 10.57 | 16.95 | 22.96 | 11.47 | 8.05 | 5.94 |
| Draw Down(%) | NA | 1.66 | 24.51 | 24.51 | 24.51 | NA | NA | … | … | 1.66 | 24.51 | 2.51 | 8.94 | 1.75 | 5.42 | 8.41 | 5.11 | 5.47 | 6.75 | 12.82 | 8.86 | 17.34 | 35.32 | 9.22 | 8.15 | 1.06 |
| Yield(%) | 0.00 | 2.66 | 3.65 | 3.87 | 4.09 | 3.06 | 2.55 | … | … | 1.22 | 3.73 | 4.70 | 4.06 | 3.94 | 3.34 | 1.75 | 2.39 | 2.31 | 5.58 | 2.17 | 3.00 | 3.92 | 3.13 | 2.32 | 1.62 | 0.26 |
Data as of 11/24/2021, Common starting date is 12/28/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBAYX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND Y) |
-11.58%
Feb 2006 – Feb 2009 |
-0.78%
May 2007 – May 2012 |
2.98%
Oct 2007 – Oct 2017 |
4.05%
Jan 2006 – Jan 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBAYX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND Y) |
18.60%
Feb 2009 – Feb 2012 |
15.07%
Feb 2009 – Feb 2014 |
9.15%
Feb 2009 – Feb 2019 |
4.55%
Jun 2006 – Jun 2021 |
Annualized Rolling Returns Comparison Chart