Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TSMYX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND Y) | NA | 140.80% | 30.40% | 23.59% | 12.72% | 12.61% | NA | 8.92% |
Data as of 12/14/2023, AR inception is 12/28/2005
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TSMYX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND Y) | 12/28/2005 | 12/14/2023 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.08 | 140.80 | 30.40 | 23.59 | 12.72 | 12.61 | NA | 8.92 | 146.91 | -16.34 | 5.39 | 13.23 | 18.35 | -7.69 | 14.21 | 2.75 | -2.75 | 5.20 | 17.58 | 13.74 | -0.16 | 12.23 | 26.58 | -39.92 | 3.34 | 13.33 | -0.99 |
Sharpe Ratio | NA | 1.69 | 0.60 | 0.58 | 0.43 | NA | NA | 0.31 | 1.86 | -1.17 | 0.68 | 0.68 | 2.47 | -0.97 | 3.36 | 0.27 | -0.27 | 0.66 | 2.18 | 1.37 | -0.01 | 0.84 | 1.15 | -1.25 | 0.02 | 0.99 | -21.73 |
Standard Deviation(%) | NA | 80.81 | 47.63 | 38.02 | 27.53 | NA | NA | 23.91 | 82.59 | 15.19 | 7.93 | 19.16 | 6.86 | 9.32 | 4.06 | 9.30 | 10.30 | 7.83 | 8.05 | 10.09 | 19.54 | 14.50 | 22.97 | 32.68 | 14.88 | 10.18 | 3.41 |
Draw Down(%) | NA | 8.47 | 23.60 | 23.89 | 23.89 | NA | NA | 56.94 | 8.47 | 21.83 | 4.67 | 23.89 | 3.45 | 14.75 | 1.26 | 9.17 | 11.14 | 6.67 | 6.60 | 8.97 | 17.50 | 12.09 | 22.64 | 44.91 | 11.49 | 10.29 | 0.99 |
Yield(%) | 0.00 | 3.24 | 4.12 | 4.63 | 4.88 | 6.23 | 3.41 | 4.01 | 1.26 | 4.52 | 5.93 | 3.35 | 4.61 | 7.80 | 5.40 | 6.56 | 3.96 | 6.06 | 2.43 | 4.97 | 1.69 | 1.65 | 3.17 | 1.46 | 1.12 | 0.84 | 0.37 |
Data as of 12/14/2023, AR inception is 12/28/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TSMYX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND Y) |
-16.71%
Feb 2006 - Feb 2009 |
-3.74%
May 2007 - May 2012 |
1.92%
May 2007 - May 2017 |
1.81%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TSMYX (TOUCHSTONE DYNAMIC GLOBAL ALLOCATION FUND Y) |
21.55%
Feb 2009 - Feb 2012 |
17.74%
Feb 2009 - Feb 2014 |
10.28%
Feb 2009 - Feb 2019 |
6.65%
Nov 2008 - Nov 2023 |
Annualized Rolling Returns Comparison Chart