Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TSMCX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND C) | NA | 8.31% | -1.01% | 3.54% | 2.83% | 5.55% | NA | … | … |
Data as of 11/28/2023, Common starting date is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSMCX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND C) | 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 (%) | 0.28 | 8.31 | -1.01 | 3.54 | 2.83 | 5.55 | NA | … | … | 8.83 | -17.17 | 4.34 | 12.27 | 17.01 | -8.56 | 13.11 | 1.99 | -3.81 | 4.21 | 16.49 | 12.55 | -1.23 | 11.16 | 25.40 | -40.75 | 2.18 | 12.09 | 6.46 | 0.22 |
| Sharpe Ratio | NA | 0.45 | -0.27 | 0.17 | 0.18 | NA | NA | … | … | 0.63 | -1.23 | 0.54 | 0.62 | 2.28 | -1.06 | 3.00 | 0.19 | -0.37 | 0.54 | 2.04 | 1.25 | -0.06 | 0.76 | 1.11 | -1.26 | -0.05 | 0.87 | 0.55 | 9.85 |
| Standard Deviation(%) | NA | 9.10 | 11.07 | 12.65 | 10.72 | NA | NA | … | … | 8.72 | 15.17 | 8.04 | 19.29 | 6.86 | 9.35 | 4.17 | 9.26 | 10.41 | 7.79 | 8.08 | 10.08 | 19.54 | 14.55 | 22.88 | 32.87 | 14.91 | 10.19 | 7.78 | 1.93 |
| Draw Down(%) | NA | 8.72 | 24.52 | 24.52 | 24.52 | NA | NA | … | … | 8.72 | 22.47 | 4.90 | 23.96 | 3.48 | 15.51 | 1.30 | 9.18 | 11.50 | 6.78 | 6.76 | 9.14 | 17.87 | 12.27 | 22.73 | 45.43 | 11.66 | 10.41 | 5.63 | 0.06 |
| Yield(%) | 0.00 | 5.06 | 4.27 | 4.81 | 4.14 | 4.97 | 2.88 | … | … | 0.51 | 5.23 | 4.97 | 2.47 | 3.29 | 7.05 | 4.45 | 5.99 | 3.29 | 5.16 | 1.53 | 3.44 | 0.59 | 0.63 | 2.04 | 0.60 | 1.49 | 0.03 | 0.00 | 0.04 |
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 |
|---|---|---|---|---|
| TSMCX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND C) |
-17.68%
Feb 2006 – Feb 2009 |
-4.78%
May 2007 – May 2012 |
0.89%
May 2007 – May 2017 |
0.78%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSMCX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND C) |
20.34%
Feb 2009 – Feb 2012 |
16.56%
Feb 2009 – Feb 2014 |
9.21%
Feb 2009 – Feb 2019 |
4.69%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison Chart