Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DDMAX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS A) | NA | -3.44% | -3.07% | -1.50% | -0.27% | NA | NA | … | … |
Data as of 02/23/2017, Common starting date is 10/24/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDMAX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS A) | 10/24/2006 | 02/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.44 | -3.07 | -1.50 | -0.27 | NA | NA | … | … | 0.00 | -6.09 | -0.24 | -2.56 | 2.63 | 0.53 | 0.64 | 2.60 | -1.96 | 6.80 | -3.84 | -2.89 |
| Sharpe Ratio | NA | -1.16 | -1.00 | -0.44 | -0.14 | NA | NA | … | … | 0.00 | -1.86 | -0.08 | -0.87 | 0.78 | 0.10 | 0.13 | 0.64 | -0.34 | 0.75 | -1.12 | -4.27 |
| Standard Deviation(%) | NA | 3.17 | 3.18 | 3.62 | 4.89 | NA | NA | … | … | NA | 3.38 | 3.47 | 2.96 | 3.31 | 4.90 | 4.83 | 3.96 | 6.01 | 7.83 | 6.16 | 4.27 |
| Draw Down(%) | NA | 4.30 | 9.94 | 10.25 | 10.25 | NA | NA | … | … | 0.00 | 7.15 | 2.01 | 3.69 | 2.97 | 3.75 | 4.03 | 3.69 | 6.50 | 7.92 | 7.99 | 2.89 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.29 | 1.82 | 1.24 | 0.93 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 11.56 | 0.00 | 0.00 | 0.87 | 0.90 | 3.76 | 1.83 | 1.07 |
Data as of 02/23/2017, Common starting date is 10/24/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDMAX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS A) |
-3.14%
Jan 2014 – Jan 2017 |
-1.41%
Jun 2011 – Jun 2016 |
-0.31%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDMAX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS A) |
3.33%
Oct 2007 – Oct 2010 |
1.90%
Jan 2008 – Jan 2013 |
-0.21%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart