Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TBAAX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND A) | NA | 7.87% | 6.43% | 5.23% | 6.29% | 3.75% | NA | … | … |
Data as of 11/24/2021, Common starting date is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBAAX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND A) | 12/28/2004 | 11/24/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.87 | 6.43 | 5.23 | 6.29 | 3.75 | NA | … | … | 6.17 | 1.13 | 13.34 | -4.65 | 7.74 | 7.98 | -2.54 | 4.47 | 13.27 | 10.76 | 1.19 | 10.33 | 24.36 | -30.17 | 3.31 | 9.77 | 5.83 | 0.08 |
| Sharpe Ratio | NA | 2.01 | 0.59 | 0.55 | 0.75 | NA | NA | … | … | 1.77 | 0.05 | 2.82 | -1.09 | 2.43 | 1.13 | -0.32 | 0.76 | 2.08 | 1.39 | 0.08 | 0.97 | 1.44 | -1.36 | 0.02 | 0.81 | 0.59 | 2.50 |
| Standard Deviation(%) | NA | 3.91 | 10.09 | 8.24 | 7.78 | NA | NA | … | … | 3.87 | 16.39 | 4.23 | 5.47 | 2.94 | 6.86 | 7.97 | 5.88 | 6.35 | 7.79 | 14.04 | 10.56 | 16.90 | 22.87 | 11.50 | 8.00 | 6.16 | 2.34 |
| Draw Down(%) | NA | 1.74 | 24.57 | 24.57 | 24.57 | NA | NA | … | … | 1.74 | 24.57 | 2.51 | 9.20 | 1.76 | 5.43 | 8.47 | 5.18 | 5.48 | 6.85 | 12.90 | 8.92 | 17.36 | 35.46 | 9.31 | 8.08 | 4.36 | 0.10 |
| Yield(%) | 0.00 | 2.51 | 3.43 | 3.64 | 3.81 | 2.83 | 2.54 | … | … | 1.14 | 3.48 | 4.46 | 3.83 | 3.70 | 3.15 | 1.50 | 2.13 | 2.04 | 5.34 | 1.92 | 2.74 | 3.65 | 2.76 | 2.28 | 1.38 | 0.84 | 0.18 |
Data as of 11/24/2021, Common starting date is 12/28/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBAAX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND A) |
-11.82%
Feb 2006 – Feb 2009 |
-1.04%
May 2007 – May 2012 |
2.73%
Oct 2007 – Oct 2017 |
3.01%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBAAX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND A) |
18.28%
Feb 2009 – Feb 2012 |
14.78%
Feb 2009 – Feb 2014 |
8.87%
Feb 2009 – Feb 2019 |
4.30%
Jan 2005 – Jan 2020 |
Annualized Rolling Returns Comparison Chart