Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSEAX (Touchstone Market Neutral Equity A) | NA | -4.54% | -1.33% | NA | NA | NA | NA | -2.53% |
Data as of 04/02/2013, AR inception is 10/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSEAX (Touchstone Market Neutral Equity A) | 10/02/2009 | 04/02/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.54 | -1.33 | NA | NA | NA | NA | -2.53 | -0.11 | -6.08 | 2.17 | -3.88 | 0.50 |
| Sharpe Ratio | NA | -1.13 | -0.36 | NA | NA | NA | NA | -0.55 | -0.16 | -1.44 | 0.51 | -1.03 | 0.51 |
| Standard Deviation(%) | NA | 4.06 | 4.03 | NA | NA | NA | NA | 4.05 | 3.12 | 4.30 | 4.23 | 3.84 | 3.92 |
| Draw Down(%) | NA | 6.00 | 8.33 | NA | NA | NA | NA | 9.23 | 1.28 | 7.23 | 2.78 | 4.58 | 1.57 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/02/2013, AR inception is 10/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSEAX (Touchstone Market Neutral Equity A) |
-2.66%
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 |
|---|---|---|---|---|
| TSEAX (Touchstone Market Neutral Equity A) |
-1.40%
Mar 2010 - Mar 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart