Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSDGX (Touchstone Short Duration Fixed Income Z) | NA | 1.49% | 1.73% | 2.50% | 2.54% | NA | NA | 1.96% |
Data as of 05/20/2013, AR inception is 02/24/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSDGX (Touchstone Short Duration Fixed Income Z) | 02/24/1999 | 05/20/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.49 | 1.73 | 2.50 | 2.54 | NA | NA | 1.96 | 0.21 | 1.96 | 1.49 | 2.48 | 4.86 | 2.52 | 4.91 | 4.04 | 1.52 | 2.13 | -0.79 | 1.29 | 1.21 | 1.85 | -2.01 |
| Sharpe Ratio | NA | 1.67 | 1.39 | 1.12 | 0.66 | NA | NA | 0.21 | 0.75 | 1.87 | 1.18 | 1.57 | 2.58 | 0.35 | 0.81 | 0.37 | -0.39 | 0.57 | -0.77 | 0.14 | -0.55 | -1.71 | -3.21 |
| Standard Deviation(%) | NA | 0.86 | 1.21 | 2.09 | 2.20 | NA | NA | 2.04 | 0.70 | 1.03 | 1.24 | 1.52 | 1.84 | 4.50 | 2.35 | 1.99 | 1.65 | 2.07 | 1.93 | 1.45 | 2.05 | 1.29 | 1.74 |
| Draw Down(%) | NA | 0.28 | 0.78 | 3.40 | 3.40 | NA | NA | 3.40 | 0.20 | 0.34 | 0.41 | 0.78 | 0.81 | 3.40 | 1.21 | 0.68 | 1.19 | 1.60 | 1.96 | 0.89 | 2.05 | 1.13 | 2.30 |
| Yield(%) | 0.00 | 1.69 | 2.24 | 2.48 | 2.81 | 1.91 | 1.43 | 2.05 | 0.52 | 1.85 | 2.29 | 2.95 | 2.64 | 3.56 | 4.48 | 3.92 | 3.69 | 2.98 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/20/2013, AR inception is 02/24/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSDGX (Touchstone Short Duration Fixed Income Z) |
0.23%
Mar 1999 - Mar 2002 |
0.45%
May 1999 - May 2004 |
1.78%
Mar 1999 - Mar 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSDGX (Touchstone Short Duration Fixed Income Z) |
4.65%
May 2006 - May 2009 |
3.96%
Oct 2005 - Oct 2010 |
2.57%
Apr 2003 - Apr 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart