Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TYDBX (Touchstone High Yield Bond B) | NA | 49.19% | 4.39% | 4.46% | NA | NA | NA | 5.27% |
Data as of 03/05/2010, AR inception is 05/10/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TYDBX (Touchstone High Yield Bond B) | 05/10/2001 | 03/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 49.19 | 4.39 | 4.46 | NA | NA | NA | 5.27 | 0.73 | 51.54 | -25.68 | 1.65 | 6.60 | 2.51 | 8.62 | 18.76 | -1.25 | -6.05 |
| Sharpe Ratio | NA | 11.06 | 0.47 | 0.47 | NA | NA | NA | 0.66 | 2.84 | 8.39 | -2.89 | -0.42 | 1.92 | 0.14 | 3.22 | 5.74 | -0.50 | -1.99 |
| Standard Deviation(%) | NA | 4.44 | 6.95 | 5.58 | NA | NA | NA | 4.92 | 1.51 | 6.13 | 9.19 | 3.31 | 1.72 | 2.40 | 2.38 | 3.15 | 4.68 | 5.74 |
| Draw Down(%) | NA | 1.44 | 31.92 | 31.92 | NA | NA | NA | 31.92 | 0.46 | 6.63 | 31.75 | 6.05 | 2.45 | 4.55 | 4.36 | 3.83 | 11.63 | 9.24 |
| Yield(%) | 0.00 | 9.82 | 6.95 | 6.63 | 5.16 | 3.44 | 2.58 | 6.45 | 0.61 | 10.80 | 8.00 | 6.94 | 7.06 | 6.52 | 7.24 | 8.51 | 2.84 | 0.00 |
Data as of 03/05/2010, AR inception is 05/10/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYDBX (Touchstone High Yield Bond B) |
-7.60%
Nov 2005 - Nov 2008 |
-2.34%
Nov 2003 - Nov 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TYDBX (Touchstone High Yield Bond B) |
11.56%
Sep 2002 - Sep 2005 |
9.02%
Oct 2002 - Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart