Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSVOX (Touchstone Small Cap Val Opportunities Z) | NA | 18.72% | -0.63% | -0.06% | NA | NA | NA | 8.20% |
Data as of 07/22/2011, AR inception is 03/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSVOX (Touchstone Small Cap Val Opportunities Z) | 03/21/2002 | 07/22/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.72 | -0.63 | -0.06 | NA | NA | NA | 8.20 | -5.64 | 25.82 | 18.48 | -34.15 | -1.04 | 12.80 | 9.71 | 23.72 | 54.47 | -6.23 |
| Sharpe Ratio | NA | 1.10 | -0.02 | -0.03 | NA | NA | NA | 0.28 | -0.76 | 0.96 | 0.54 | -0.85 | -0.22 | 0.65 | 0.54 | 1.62 | 3.95 | -0.42 |
| Standard Deviation(%) | NA | 16.95 | 33.92 | 29.08 | NA | NA | NA | 23.58 | 13.05 | 26.83 | 33.94 | 41.08 | 18.40 | 14.74 | 13.85 | 14.05 | 13.63 | 21.48 |
| Draw Down(%) | NA | 9.25 | 50.43 | 57.64 | NA | NA | NA | 57.64 | 9.25 | 22.93 | 28.29 | 46.13 | 14.09 | 13.85 | 8.79 | 11.00 | 11.68 | 25.40 |
| Yield(%) | 0.00 | 0.40 | 0.18 | 2.55 | 4.38 | 2.92 | 2.19 | 4.86 | 0.00 | 0.40 | 0.00 | 0.21 | 9.11 | 2.69 | 1.74 | 11.00 | 2.48 | 0.00 |
Data as of 07/22/2011, AR inception is 03/21/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSVOX (Touchstone Small Cap Val Opportunities Z) |
-18.24%
Feb 2006 - Feb 2009 |
-5.41%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSVOX (Touchstone Small Cap Val Opportunities Z) |
35.34%
Mar 2003 - Mar 2006 |
21.02%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart