Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TSMAX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND A) | NA | 9.15% | -0.25% | 4.32% | 3.59% | 6.35% | NA | … | … |
Data as of 11/28/2023, Common starting date is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSMAX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND A) | 12/28/2004 | 11/28/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.36 | 9.15 | -0.25 | 4.32 | 3.59 | 6.35 | NA | … | … | 9.66 | -16.58 | 5.11 | 13.09 | 17.96 | -7.91 | 13.97 | 2.59 | -3.08 | 5.06 | 17.23 | 13.40 | -0.36 | 11.92 | 26.38 | -40.19 | 3.10 | 12.96 | 7.20 | 0.19 |
| Sharpe Ratio | NA | 0.54 | -0.21 | 0.23 | 0.25 | NA | NA | … | … | 0.73 | -1.19 | 0.64 | 0.67 | 2.42 | -0.99 | 3.25 | 0.26 | -0.30 | 0.65 | 2.11 | 1.33 | -0.02 | 0.81 | 1.15 | -1.23 | 0.01 | 0.95 | 0.65 | 7.49 |
| Standard Deviation(%) | NA | 9.13 | 11.04 | 12.58 | 10.67 | NA | NA | … | … | 8.73 | 15.16 | 7.95 | 19.10 | 6.85 | 9.30 | 4.12 | 9.32 | 10.37 | 7.80 | 8.14 | 10.09 | 19.46 | 14.54 | 22.96 | 33.44 | 14.92 | 10.24 | 7.80 | 2.16 |
| Draw Down(%) | NA | 8.54 | 23.89 | 23.90 | 23.90 | NA | NA | … | … | 8.54 | 22.01 | 4.77 | 23.90 | 3.48 | 14.98 | 1.27 | 9.16 | 11.21 | 6.72 | 6.65 | 8.96 | 17.58 | 12.10 | 22.68 | 45.64 | 11.49 | 10.33 | 5.53 | 0.08 |
| Yield(%) | 0.00 | 5.59 | 4.42 | 5.22 | 4.63 | 5.84 | 3.48 | … | … | 1.07 | 4.34 | 5.73 | 3.14 | 4.39 | 7.62 | 5.19 | 6.43 | 3.75 | 5.84 | 2.18 | 4.60 | 1.41 | 1.47 | 2.92 | 1.25 | 1.18 | 0.61 | 0.29 | 0.10 |
Data as of 11/28/2023, Common starting date is 12/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSMAX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND A) |
-16.96%
Feb 2006 – Feb 2009 |
-3.99%
May 2007 – May 2012 |
1.66%
Oct 2007 – Oct 2017 |
1.55%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSMAX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND A) |
21.24%
Feb 2009 – Feb 2012 |
17.45%
Feb 2009 – Feb 2014 |
10.02%
Feb 2009 – Feb 2019 |
5.49%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart