Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TBACX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND C) | NA | 7.82% | 5.89% | 4.59% | 5.60% | 3.04% | NA | … | … |
Data as of 11/24/2021, Common starting date is 12/28/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBACX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND C) | 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 | 7.82 | 5.89 | 4.59 | 5.60 | 3.04 | NA | … | … | 6.23 | 0.51 | 12.50 | -5.33 | 6.94 | 7.35 | -3.22 | 3.60 | 12.45 | 9.92 | 0.42 | 9.64 | 23.36 | -30.72 | 2.50 | 8.96 | 5.07 | 0.21 |
| Sharpe Ratio | NA | 2.02 | 0.54 | 0.47 | 0.66 | NA | NA | … | … | 1.80 | 0.02 | 2.60 | -1.21 | 2.11 | 1.04 | -0.41 | 0.61 | 1.97 | 1.26 | 0.03 | 0.91 | 1.38 | -1.38 | -0.05 | 0.70 | 0.47 | 8.24 |
| Standard Deviation(%) | NA | 3.86 | 10.08 | 8.24 | 7.78 | NA | NA | … | … | 3.83 | 16.36 | 4.27 | 5.48 | 3.00 | 6.82 | 7.98 | 5.92 | 6.31 | 7.86 | 14.10 | 10.52 | 16.82 | 22.87 | 11.46 | 8.08 | 6.19 | 2.12 |
| Draw Down(%) | NA | 1.73 | 24.65 | 24.65 | 24.65 | NA | NA | … | … | 1.73 | 24.65 | 2.57 | 9.87 | 1.83 | 5.51 | 8.72 | 5.23 | 5.50 | 6.95 | 13.10 | 9.12 | 17.50 | 35.89 | 9.34 | 8.18 | 4.45 | 0.08 |
| Yield(%) | 0.00 | 1.80 | 2.56 | 2.79 | 2.82 | 2.08 | 1.83 | … | … | 0.61 | 2.74 | 3.29 | 3.05 | 2.86 | 2.55 | 0.73 | 1.10 | 1.26 | 4.53 | 1.17 | 1.98 | 2.85 | 1.64 | 2.04 | 0.68 | 0.27 | 0.11 |
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 |
|---|---|---|---|---|
| TBACX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND C) |
-12.49%
Feb 2006 – Feb 2009 |
-1.80%
May 2007 – May 2012 |
1.97%
Oct 2007 – Oct 2017 |
2.25%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBACX (TOUCHSTONE DYNAMIC DIVERSIFIED INCOME FUND C) |
17.41%
Feb 2009 – Feb 2012 |
13.93%
Feb 2009 – Feb 2014 |
8.08%
Feb 2009 – Feb 2019 |
3.53%
Jan 2005 – Jan 2020 |
Annualized Rolling Returns Comparison Chart