Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TFEIX (Touchstone Focused Equity Inst) | NA | 32.75% | 14.07% | NA | NA | NA | NA | 13.24% |
Data as of 05/20/2013, AR inception is 01/12/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TFEIX (Touchstone Focused Equity Inst) | 01/12/2010 | 05/20/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 2.20 | 32.75 | 14.07 | NA | NA | NA | NA | 13.24 | 16.08 | 20.72 | -12.89 | 18.97 |
Sharpe Ratio | NA | 2.43 | 0.67 | NA | NA | NA | NA | 0.57 | 3.75 | 1.39 | -0.46 | 1.03 |
Standard Deviation(%) | NA | 14.34 | 20.99 | NA | NA | NA | NA | 20.71 | 12.78 | 14.98 | 28.19 | 18.88 |
Draw Down(%) | NA | 7.17 | 29.61 | NA | NA | NA | NA | 29.61 | 4.22 | 11.84 | 29.61 | 16.83 |
Yield(%) | 0.00 | 0.89 | 3.29 | 1.93 | 0.97 | 0.64 | 0.48 | 3.22 | 0.00 | 0.92 | 3.24 | 5.01 |
Data as of 05/20/2013, AR inception is 01/12/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TFEIX (Touchstone Focused Equity Inst) |
8.41%
Apr 2010 - Apr 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TFEIX (Touchstone Focused Equity Inst) |
9.62%
Feb 2010 - Feb 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart