Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRVIX (Touchstone Large Cap Relative Value Inst) | NA | 13.67% | 9.86% | NA | NA | NA | NA | … | … |
Data as of 06/12/2013, Common starting date is 10/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRVIX (Touchstone Large Cap Relative Value Inst) | 10/02/2009 | 06/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.67 | 9.86 | NA | NA | NA | NA | … | … | 8.24 | 10.01 | -5.36 | 18.22 | 8.31 |
| Sharpe Ratio | NA | 1.19 | 0.52 | NA | NA | NA | NA | … | … | 2.52 | 0.71 | -0.21 | 0.92 | 2.02 |
| Standard Deviation(%) | NA | 11.43 | 18.70 | NA | NA | NA | NA | … | … | 7.73 | 14.21 | 25.31 | 19.79 | 18.93 |
| Draw Down(%) | NA | 9.01 | 23.72 | NA | NA | NA | NA | … | … | 3.45 | 11.06 | 23.72 | 16.47 | 7.34 |
| Yield(%) | 0.00 | 1.67 | 2.85 | 1.94 | 0.97 | 0.65 | 0.49 | … | … | 0.00 | 2.03 | 4.52 | 1.24 | 0.22 |
Data as of 06/12/2013, Common starting date is 10/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRVIX (Touchstone Large Cap Relative Value Inst) |
7.17%
Dec 2009 – Dec 2012 |
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 |
|---|---|---|---|---|
| TRVIX (Touchstone Large Cap Relative Value Inst) |
10.09%
Jan 2010 – Jan 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart