Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TDSIX (Touchstone Diversified Small Cap Gr Y) | NA | 14.96% | 9.16% | 17.27% | NA | NA | NA | 6.77% |
Data as of 01/29/2014, AR inception is 09/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDSIX (Touchstone Diversified Small Cap Gr Y) | 09/08/2006 | 01/29/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.96 | 9.16 | 17.27 | NA | NA | NA | 6.77 | 0.00 | 22.69 | 9.46 | -3.23 | 26.55 | 27.04 | -42.58 | 17.14 | 12.58 |
| Sharpe Ratio | NA | 1.29 | 0.44 | 0.75 | NA | NA | NA | 0.22 | 0.00 | 1.91 | 0.57 | -0.11 | 1.17 | 0.92 | -1.08 | 0.76 | 2.94 |
| Standard Deviation(%) | NA | 11.56 | 21.24 | 22.87 | NA | NA | NA | 25.55 | NA | 11.87 | 16.56 | 30.67 | 22.67 | 29.36 | 40.30 | 18.65 | 14.72 |
| Draw Down(%) | NA | 5.65 | 26.78 | 26.78 | NA | NA | NA | 57.42 | 0.00 | 5.65 | 14.35 | 26.78 | 17.99 | 23.93 | 53.75 | 9.71 | 3.14 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.21 | 0.81 | 0.61 | 1.73 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 10.78 | 0.00 |
Data as of 01/29/2014, AR inception is 09/08/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDSIX (Touchstone Diversified Small Cap Gr Y) |
-11.32%
Aug 2007 - Aug 2010 |
-2.43%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDSIX (Touchstone Diversified Small Cap Gr Y) |
25.81%
Feb 2009 - Feb 2012 |
17.05%
Nov 2008 - Nov 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart