Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TCFIX (Touchstone Intermediate Fixed Inc Instl) | NA | 2.48% | 4.01% | 0.67% | 1.99% | 3.52% | NA | 3.81% |
Data as of 01/15/2013, AR inception is 10/22/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCFIX (Touchstone Intermediate Fixed Inc Instl) | 10/22/1997 | 01/15/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.48 | 4.01 | 0.67 | 1.99 | 3.52 | NA | 3.81 | 0.00 | 2.93 | 4.74 | 5.57 | -4.48 | -3.63 | 4.02 | 2.83 | 2.08 | 3.81 | 1.68 | 10.35 | 7.37 | 12.34 | -1.93 | 7.94 | 2.98 |
| Sharpe Ratio | NA | 1.45 | 1.30 | 0.09 | 0.19 | NA | NA | 0.45 | 0.00 | 1.61 | 1.40 | 1.50 | -0.69 | -0.59 | 0.24 | -0.14 | -0.03 | 0.65 | 0.19 | 1.98 | 0.99 | 2.12 | -1.19 | 1.03 | 3.08 |
| Standard Deviation(%) | NA | 1.75 | 3.03 | 5.13 | 4.65 | NA | NA | 4.60 | NA | 1.80 | 3.36 | 3.66 | 6.62 | 7.67 | 4.18 | 3.31 | 3.09 | 4.43 | 5.18 | 4.66 | 5.18 | 3.92 | 4.31 | 4.50 | 4.26 |
| Draw Down(%) | NA | 1.09 | 3.35 | 13.79 | 13.79 | NA | NA | 13.79 | 0.00 | 1.09 | 1.72 | 3.35 | 9.51 | 13.15 | 3.33 | 2.53 | 2.43 | 4.57 | 5.55 | 2.46 | 4.08 | 2.56 | 3.89 | 3.08 | 0.80 |
| Yield(%) | 0.00 | 1.58 | 2.67 | 1.90 | 3.02 | 3.99 | 3.15 | 4.20 | 0.00 | 1.59 | 3.68 | 2.66 | 0.75 | 1.62 | 2.38 | 3.85 | 6.01 | 5.58 | 4.32 | 5.41 | 5.43 | 5.85 | 5.24 | 7.58 | 1.74 |
Data as of 01/15/2013, AR inception is 10/22/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCFIX (Touchstone Intermediate Fixed Inc Instl) |
-1.43%
Dec 2006 - Dec 2009 |
0.08%
Mar 2004 - Mar 2009 |
1.90%
Dec 2002 - Dec 2012 |
3.61%
Dec 1997 - Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCFIX (Touchstone Intermediate Fixed Inc Instl) |
10.00%
Dec 1999 - Dec 2002 |
7.22%
Feb 1998 - Feb 2003 |
5.05%
Nov 1997 - Nov 2007 |
3.67%
Nov 1997 - Nov 2012 |
Annualized Rolling Returns Comparison Chart