Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TSBA (Touchstone Bank) | NA | 87.17% | 10.91% | 4.42% | 7.84% | 9.59% | 5.06% | … | … |
Data as of 10/01/2024, Common starting date is 07/11/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSBA (Touchstone Bank) | 07/11/2000 | 10/01/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.71 | 87.17 | 10.91 | 4.42 | 7.84 | 9.59 | 5.06 | … | … | 65.75 | -2.98 | -18.05 | 31.54 | -29.32 | 8.91 | -0.90 | 27.94 | 6.35 | 4.89 | 22.07 | 29.40 | 3.12 | 4.46 | 40.63 | -24.47 | -28.30 | -9.23 | 27.36 | -3.11 | -20.03 | 26.60 | 45.08 | 16.67 | 7.46 |
| Sharpe Ratio | NA | 2.38 | 0.30 | 0.08 | 0.28 | NA | NA | … | … | 2.59 | -0.28 | -1.13 | 1.47 | -0.73 | 1.09 | -0.15 | 1.35 | 0.48 | 0.36 | 0.84 | 0.96 | 0.09 | 0.10 | 0.68 | -0.28 | -0.29 | -0.35 | 0.73 | -0.19 | -0.43 | 0.70 | 1.20 | 1.10 | 0.61 |
| Standard Deviation(%) | NA | 34.13 | 25.01 | 28.07 | 22.83 | NA | NA | … | … | 34.57 | 25.66 | 17.24 | 21.43 | 40.13 | 6.89 | 14.73 | 20.30 | 12.86 | 13.39 | 26.23 | 30.73 | 36.30 | 43.22 | 59.39 | 87.45 | 102.12 | 35.41 | 33.29 | 28.41 | 48.25 | 36.97 | 36.53 | 13.26 | 19.94 |
| Draw Down(%) | NA | 9.41 | 41.63 | 41.92 | 42.75 | NA | NA | … | … | 6.19 | 28.51 | 27.03 | 9.76 | 40.28 | 3.92 | 12.05 | 11.04 | 7.41 | 5.53 | 12.50 | 17.80 | 21.00 | 34.23 | 26.57 | 41.25 | 51.82 | 24.59 | 16.00 | 13.68 | 31.48 | 18.35 | 25.00 | 4.76 | 5.26 |
| Yield(%) | 0.00 | 6.02 | 3.16 | 2.48 | 3.67 | 5.19 | 2.90 | … | … | 5.33 | 3.37 | 2.52 | 2.97 | 2.06 | 2.20 | 2.13 | 2.67 | 2.76 | 2.81 | 3.27 | 4.18 | 3.99 | 3.86 | 5.40 | 3.86 | 2.63 | 2.36 | 2.38 | 2.24 | 1.60 | 1.73 | 2.14 | 0.00 | 0.00 |
Data as of 10/01/2024, Common starting date is 07/11/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSBA (Touchstone Bank) |
-21.08%
Dec 2006 – Dec 2009 |
-14.57%
Feb 2004 – Feb 2009 |
-1.50%
Sep 2003 – Sep 2013 |
1.94%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSBA (Touchstone Bank) |
30.60%
Sep 2000 – Sep 2003 |
19.25%
Sep 2011 – Sep 2016 |
14.17%
Nov 2009 – Nov 2019 |
9.29%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart