Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KDCSX (DEUTSCHE LARGE CAP VALUE FUND CLASS S) | NA | 8.47% | -0.82% | 5.51% | 3.36% | NA | NA | … | … |
Data as of 02/23/2017, Common starting date is 12/21/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KDCSX (DEUTSCHE LARGE CAP VALUE FUND CLASS S) | 12/21/2004 | 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 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.97 | 8.47 | -0.82 | 5.51 | 3.36 | NA | NA | … | … | -0.97 | -3.84 | -7.09 | 10.31 | 31.15 | 9.92 | -0.05 | 10.76 | 25.32 | -35.43 | 12.62 | 15.91 | 2.20 | 0.85 |
| Sharpe Ratio | NA | 0.73 | -0.05 | 0.41 | 0.15 | NA | NA | … | … | -2.69 | -0.28 | -0.43 | 0.88 | 2.86 | 0.86 | 0.00 | 0.68 | 0.99 | -0.92 | 0.63 | 1.26 | 0.00 | 6.00 |
| Standard Deviation(%) | NA | 11.32 | 14.30 | 13.30 | 20.15 | NA | NA | … | … | 2.57 | 14.62 | 16.73 | 11.68 | 10.87 | 11.51 | 20.41 | 15.80 | 25.60 | 39.39 | 15.25 | 10.03 | 10.01 | 5.66 |
| Draw Down(%) | NA | 7.70 | 26.77 | 26.77 | 50.69 | NA | NA | … | … | 0.97 | 16.49 | 16.78 | 9.04 | 4.78 | 9.98 | 18.12 | 13.46 | 23.83 | 47.79 | 8.31 | 7.99 | 7.64 | 0.49 |
| Yield(%) | 0.00 | 2.14 | 11.43 | 10.68 | 6.89 | 5.88 | 4.41 | … | … | 0.00 | 1.91 | 8.00 | 26.60 | 9.68 | 2.29 | 1.79 | 2.03 | 2.34 | 3.05 | 19.81 | 11.35 | 6.23 | 0.00 |
Data as of 02/23/2017, Common starting date is 12/21/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDCSX (DEUTSCHE LARGE CAP VALUE FUND CLASS S) |
-11.26%
Feb 2006 – Feb 2009 |
-1.35%
May 2007 – May 2012 |
3.55%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDCSX (DEUTSCHE LARGE CAP VALUE FUND CLASS S) |
20.16%
Feb 2009 – Feb 2012 |
18.57%
Feb 2009 – Feb 2014 |
7.38%
May 2005 – May 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart