Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TDI (Touchstone Dynamic International ETF) | NA | 3.74% | 6.87% | 5.45% | 6.85% | 7.44% | NA | 7.40% |
Data as of 08/31/2021, AR inception is 04/13/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDI (Touchstone Dynamic International ETF) | 04/13/2005 | 08/31/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 3.74 | 6.87 | 5.45 | 6.85 | 7.44 | NA | 7.40 | 0.83 | -0.76 | 19.73 | -11.47 | 4.93 | -2.64 | 1.13 | 8.13 | -9.39 | 0.36 | 1.21 | 6.84 | 68.55 | -28.13 | -22.42 | 1.52 | -2.09 |
| Sharpe Ratio | NA | 0.23 | 0.19 | 0.18 | 0.33 | NA | NA | 0.30 | 0.08 | -0.02 | 1.36 | -1.00 | 0.49 | -0.24 | 0.12 | 1.06 | -0.80 | 0.04 | 0.06 | 0.43 | 2.38 | -0.75 | -1.47 | -0.14 | -0.49 |
| Standard Deviation(%) | NA | 15.99 | 33.17 | 26.42 | 19.68 | NA | NA | 21.26 | 16.45 | 53.68 | 13.59 | 12.83 | 8.75 | 11.64 | 8.86 | 7.68 | 11.76 | 7.34 | 21.10 | 15.83 | 28.77 | 38.83 | 17.37 | 12.87 | 10.71 |
| Draw Down(%) | NA | 10.56 | 52.65 | 52.65 | 52.65 | NA | NA | 54.30 | 10.56 | 52.65 | 10.45 | 16.06 | 5.49 | 12.78 | 5.59 | 3.91 | 11.99 | 4.34 | 18.89 | 11.27 | 27.05 | 53.35 | 27.66 | 10.78 | 11.88 |
| Yield(%) | 0.00 | 6.34 | 6.52 | 6.12 | 6.57 | 6.71 | 5.36 | 6.69 | 3.18 | 6.21 | 7.22 | 6.58 | 6.75 | 6.49 | 6.58 | 7.12 | 6.52 | 6.49 | 6.56 | 7.02 | 11.20 | 8.50 | 6.64 | 6.70 | 4.94 |
Data as of 08/31/2021, AR inception is 04/13/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDI (Touchstone Dynamic International ETF) |
-14.37%
Nov 2005 - Nov 2008 |
3.20%
Mar 2015 - Mar 2020 |
5.38%
Mar 2010 - Mar 2020 |
7.24%
Jun 2005 - Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDI (Touchstone Dynamic International ETF) |
38.64%
Nov 2008 - Nov 2011 |
23.61%
Nov 2008 - Nov 2013 |
14.48%
Nov 2008 - Nov 2018 |
8.50%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart