TIABX Performance — Touchstone Anti-Benchmark International Core Equity Fund, Institutional Class
Data updated: 2023-02-27
TIABX returned −16.86% over one year to Dec 2022. The annualised 3-year return is −3.87%. The fund trailed its Japan Equity category average: $100 invested three years ago grew to $89, against $98 for the category, and to $83 over one year, against $85. Volatility over the past three years was 16.32% a year. In the 12 months to Dec 2022 the fund lost a net $1.9M, and assets reached $9.53M.
TIABX Growth of $100
What $100 invested in Touchstone Anti-Benchmark International Core Equity Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Japan Equity category average over the same months.
| Period | TIABX | Category average |
|---|---|---|
| 1 year (Jan 2022 – Dec 2022) | $83 | $85 |
| 3 years (Jan 2020 – Dec 2022) | $89 | $98 |
| Since data start (Jul 2019 – Dec 2022) | $96 | $107 |
TIABX Trailing Returns
Total returns to Dec 2022, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −16.86% |
| 3 years (annualised) | −3.87% |
TIABX Annual Returns
Calendar-year total returns of Touchstone Anti-Benchmark International Core Equity Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2022 | −16.86% |
| 2021 | −5.17% |
| 2020 | +12.69% |
| 2019 (Jul–Dec) | +8.37% |
TIABX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | −4.7% | −0.8% | −1.8% | −7.1% | +0.7% | −5.6% | +2.0% | −4.5% | −9.5% | +1.5% | +11.7% | +1.4% |
| 2021 | +0.3% | −1.8% | +1.2% | +1.9% | +1.1% | −1.0% | −0.2% | +2.8% | −4.3% | −0.6% | −3.9% | −0.5% |
| 2020 | −0.4% | −6.3% | −10.9% | +6.4% | +6.3% | +2.1% | +2.6% | +3.4% | −0.2% | −1.9% | +9.0% | +3.6% |
| 2019 | — | — | — | — | — | — | −0.5% | −0.3% | +2.0% | +3.8% | +0.3% | +2.9% |
TIABX Risk
Risk measures from monthly returns over Jan 2020 – Dec 2022.
- 3-year volatility (annualised): 16.32%
- 3-year Sharpe ratio: -0.51 (vs 4.5% risk-free rate)
- Best month: +11.74% (Nov 2022)
- Worst month: −10.92% (Mar 2020)
TIABX Fund Flows
Monthly money in and out of Touchstone Anti-Benchmark International Core Equity Fund, from SEC Form N-PORT.
- 12-month net flow: −$1.9M
- 12-month gross sales (incl. reinvestments): $434K
- Sales ÷ redemptions: 0.18×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Dec 2022 | $302K | $289K | $14K |
| Nov 2022 | $14K | $38K | −$24K |
| Oct 2022 | $0 | $38K | −$38K |
| Sep 2022 | $0 | $16K | −$16K |
| Aug 2022 | $35K | $26K | $9K |
| Jul 2022 | $0 | $5K | −$5K |
| Jun 2022 | $0 | $63K | −$63K |
| May 2022 | $0 | $1.3M | −$1.3M |
| Apr 2022 | $0 | $53K | −$53K |
| Mar 2022 | $79K | $254K | −$175K |
| Feb 2022 | $3K | $60K | −$57K |
| Jan 2022 | $1K | $182K | −$180K |
TIABX Assets Under Management
Net assets of Touchstone Anti-Benchmark International Core Equity Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2022-12-31 | $9.53M |
| 2022-09-30 | $8.60M |
| 2022-06-30 | $9.78M |
| 2022-03-31 | $12.63M |
| 2021-12-31 | $14.02M |
| 2021-09-30 | $39.51M |
| 2021-06-30 | $40.35M |
| 2021-03-31 | $39.66M |
| 2020-12-31 | $40.19M |
| 2020-09-30 | $37.12M |
| 2020-06-30 | $34.50M |
| 2020-03-31 | $32.55M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.