Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TDEYX (TOUCHSTONE DYNAMIC EQUITY FUND Y) | NA | -3.40% | -1.28% | 3.34% | 3.02% | 4.88% | 2.77% | 1.98% |
Data as of 01/02/2024, AR inception is 12/28/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDEYX (TOUCHSTONE DYNAMIC EQUITY FUND Y) | 12/28/1984 | 01/02/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.30 | -3.40 | -1.28 | 3.34 | 3.02 | 4.88 | 2.77 | 1.98 | -3.58 | -3.58 | -9.41 | 9.12 | 10.24 | 12.45 | -10.03 | 7.59 | 5.31 | 7.11 | 3.95 | 19.21 | 6.93 | 8.17 | 6.41 | 4.78 | -33.79 | -3.39 | 8.69 | 12.50 | 6.80 | 23.14 | -12.21 | -2.44 | -8.06 | 1.07 | -4.71 | -8.65 | 10.02 | 21.52 | -4.50 | 2.60 | -0.33 | 6.50 | -4.68 | 12.04 | 9.68 | -14.09 | -5.06 | 7.63 | 2.29 |
| Sharpe Ratio | NA | -0.73 | -0.24 | 0.11 | 0.14 | NA | NA | -0.01 | -0.73 | -0.73 | -0.56 | 0.75 | 0.34 | 1.22 | -0.80 | 1.30 | 0.59 | 0.61 | 0.46 | 2.35 | 0.74 | 0.44 | 0.46 | 0.33 | -1.19 | -0.44 | 0.64 | 1.15 | 0.61 | 2.27 | -0.78 | -0.31 | -0.68 | -0.10 | -0.23 | -0.42 | 0.65 | 3.22 | -0.62 | 0.08 | -0.31 | 0.24 | -0.81 | 0.67 | 0.38 | -0.77 | -0.57 | 0.08 | NA |
| Standard Deviation(%) | NA | 10.78 | 14.51 | 17.67 | 14.41 | NA | NA | 16.38 | 10.78 | 10.97 | 19.22 | 12.14 | 29.08 | 9.03 | 14.25 | 5.39 | 8.72 | 11.59 | 8.64 | 8.15 | 9.34 | 18.39 | 13.71 | 14.14 | 29.20 | 14.72 | 8.51 | 8.95 | 9.64 | 9.88 | 17.10 | 15.69 | 17.76 | 22.30 | 35.55 | 28.84 | 9.93 | 5.48 | 11.93 | 6.93 | 8.78 | 11.48 | 12.19 | 9.45 | 13.07 | 23.33 | 16.03 | 30.27 | 0.00 |
| Draw Down(%) | NA | 10.77 | 21.02 | 29.45 | 29.45 | NA | NA | 48.77 | 10.77 | 10.77 | 18.60 | 8.08 | 29.45 | 4.91 | 17.40 | 2.69 | 5.96 | 9.13 | 6.94 | 3.52 | 6.44 | 13.99 | 10.66 | 12.43 | 40.20 | 15.20 | 7.14 | 4.44 | 7.68 | 5.89 | 20.50 | 17.15 | 13.08 | 18.52 | 38.48 | 23.42 | 6.27 | 1.86 | 12.47 | 4.71 | 6.39 | 5.71 | 11.41 | 5.44 | 5.38 | 25.78 | 12.07 | 12.79 | 0.00 |
| Yield(%) | 0.00 | 2.81 | 9.34 | 10.13 | 6.05 | 6.14 | 3.99 | 2.65 | 0.00 | 2.81 | 20.80 | 3.84 | 4.04 | 19.86 | 0.92 | 1.95 | 0.64 | 0.16 | 0.74 | 0.04 | 0.93 | 0.00 | 0.00 | 0.00 | 0.00 | 1.18 | 0.26 | 2.55 | 1.73 | 0.92 | 0.91 | 0.70 | 0.59 | 0.72 | 0.45 | 0.90 | 1.52 | 2.13 | 2.60 | 2.73 | 2.35 | 3.39 | 3.67 | 4.23 | 3.57 | 3.33 | 3.02 | 3.21 | 0.80 |
Data as of 01/02/2024, AR inception is 12/28/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDEYX (TOUCHSTONE DYNAMIC EQUITY FUND Y) |
-17.12%
Jun 2007 - Jun 2010 |
-10.43%
Sep 1997 - Sep 2002 |
-3.63%
Jun 1999 - Jun 2009 |
-1.72%
Sep 1996 - Sep 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDEYX (TOUCHSTONE DYNAMIC EQUITY FUND Y) |
15.90%
Sep 2002 - Sep 2005 |
11.11%
Jun 2002 - Jun 2007 |
7.78%
Aug 2011 - Aug 2021 |
5.27%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart