Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSOYX (TOUCHSTONE SMALL CAP VALUE OPPORTUNITIES FUND Y) | NA | 5.26% | 7.86% | 3.91% | 10.87% | NA | NA | 9.18% |
Data as of 12/28/2018, AR inception is 12/10/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSOYX (TOUCHSTONE SMALL CAP VALUE OPPORTUNITIES FUND Y) | 12/10/2008 | 12/28/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.26 | 7.86 | 3.91 | 10.87 | NA | NA | 9.18 | 5.87 | 2.94 | 16.16 | -10.58 | 6.45 | 46.55 | 14.82 | -7.38 | 16.50 | 20.82 | -8.93 |
| Sharpe Ratio | NA | 0.34 | 0.49 | 0.23 | 0.52 | NA | NA | 0.42 | 0.39 | 0.19 | 0.85 | -0.65 | 0.41 | 3.32 | 0.93 | -0.23 | 0.71 | 0.67 | -0.93 |
| Standard Deviation(%) | NA | 11.64 | 14.60 | 15.10 | 20.32 | NA | NA | 21.20 | 11.64 | 12.36 | 18.74 | 16.20 | 15.54 | 14.00 | 16.02 | 32.11 | 23.23 | 30.85 | 87.35 |
| Draw Down(%) | NA | 8.74 | 18.71 | 30.74 | 30.74 | NA | NA | 32.90 | 8.74 | 10.32 | 17.12 | 18.34 | 11.57 | 5.84 | 11.50 | 27.43 | 20.66 | 28.74 | 16.47 |
| Yield(%) | 0.00 | 12.50 | 5.02 | 6.23 | 10.36 | 5.93 | 4.44 | 8.89 | 12.46 | 0.00 | 0.18 | 6.65 | 13.32 | 21.59 | 14.74 | 0.00 | 0.00 | 0.22 | 0.13 |
Data as of 12/28/2018, AR inception is 12/10/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSOYX (TOUCHSTONE SMALL CAP VALUE OPPORTUNITIES FUND Y) |
-1.15%
Aug 2014 - Aug 2017 |
4.36%
Nov 2013 - Nov 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSOYX (TOUCHSTONE SMALL CAP VALUE OPPORTUNITIES FUND Y) |
22.69%
Sep 2011 - Sep 2014 |
22.25%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart