Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRVYX (Touchstone Large Cap Relative Value Y) | NA | 13.56% | 9.72% | NA | NA | NA | NA | … | … |
Data as of 06/12/2013, Common starting date is 10/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRVYX (Touchstone Large Cap Relative Value Y) | 10/02/2009 | 06/12/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.56 | 9.72 | NA | NA | NA | NA | … | … | 8.15 | 9.86 | -5.51 | 18.06 | 8.27 |
| Sharpe Ratio | NA | 1.18 | 0.51 | NA | NA | NA | NA | … | … | 2.49 | 0.70 | -0.22 | 0.91 | 2.02 |
| Standard Deviation(%) | NA | 11.41 | 18.63 | NA | NA | NA | NA | … | … | 7.73 | 14.13 | 25.21 | 19.85 | 18.86 |
| Draw Down(%) | NA | 8.98 | 23.79 | NA | NA | NA | NA | … | … | 3.45 | 11.02 | 23.79 | 16.55 | 7.34 |
| Yield(%) | 0.00 | 1.56 | 2.70 | 1.83 | 0.92 | 0.61 | 0.46 | … | … | 0.00 | 1.88 | 4.37 | 1.09 | 0.18 |
Data as of 06/12/2013, Common starting date is 10/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRVYX (Touchstone Large Cap Relative Value Y) |
7.02%
Dec 2009 – Dec 2012 |
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 |
|---|---|---|---|---|
| TRVYX (Touchstone Large Cap Relative Value Y) |
9.93%
Jan 2010 – Jan 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart