Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CIJLX (Touchstone JSAM Institutional Lg Cp Val) | NA | 158.45% | -26.70% | NA | NA | NA | NA | … | … |
Data as of 03/05/2010, Common starting date is 06/24/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIJLX (Touchstone JSAM Institutional Lg Cp Val) | 06/24/2005 | 03/05/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 158.45 | -26.70 | NA | NA | NA | NA | … | … | 14.56 | 60.51 | -71.72 | -26.26 | 17.36 | 1.84 |
| Sharpe Ratio | NA | 3.68 | -0.51 | NA | NA | NA | NA | … | … | 6.59 | 1.17 | -1.02 | -1.28 | 1.21 | 0.11 |
| Standard Deviation(%) | NA | 42.98 | 54.19 | NA | NA | NA | NA | … | … | 18.49 | 51.62 | 70.85 | 22.95 | 11.68 | 10.13 |
| Draw Down(%) | NA | 16.12 | 86.84 | NA | NA | NA | NA | … | … | 1.12 | 37.07 | 79.88 | 38.13 | 11.72 | 7.85 |
| Yield(%) | 0.00 | 0.40 | 3.89 | 4.03 | 2.01 | 1.34 | 1.01 | … | … | 0.00 | 0.27 | 1.28 | 10.48 | 7.20 | 0.00 |
Data as of 03/05/2010, Common starting date is 06/24/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIJLX (Touchstone JSAM Institutional Lg Cp Val) |
-41.91%
Feb 2006 – Feb 2009 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIJLX (Touchstone JSAM Institutional Lg Cp Val) |
-15.86%
Jul 2005 – Jul 2008 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart