Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KDSIX (DEUTSCHE SMALL CAP VALUE FUND INSTITUTIONAL CLASS) | NA | -25.42% | -6.74% | 1.11% | 2.97% | 8.59% | NA | … | … |
Data as of 02/23/2018, Common starting date is 10/18/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KDSIX (DEUTSCHE SMALL CAP VALUE FUND INSTITUTIONAL CLASS) | 10/18/2002 | 02/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -25.42 | -6.74 | 1.11 | 2.97 | 8.59 | NA | … | … | -31.47 | 9.50 | 17.19 | -7.07 | 0.88 | 35.32 | 16.23 | -9.94 | 19.81 | 30.80 | -29.33 | 2.83 | 24.25 | 10.11 | 25.85 | 42.96 | 4.01 |
| Sharpe Ratio | NA | -0.80 | -0.30 | 0.02 | 0.12 | NA | NA | … | … | -1.17 | 0.72 | 0.99 | -0.43 | 0.06 | 2.61 | 1.02 | -0.33 | 0.95 | 0.92 | -0.80 | -0.02 | 1.36 | 0.57 | 1.97 | 3.00 | 1.35 |
| Standard Deviation(%) | NA | 32.80 | 23.29 | 20.28 | 24.83 | NA | NA | … | … | 79.78 | 12.33 | 17.23 | 16.67 | 14.75 | 13.53 | 16.05 | 30.68 | 20.79 | 33.26 | 37.75 | 17.50 | 15.38 | 13.66 | 12.62 | 14.09 | 15.59 |
| Draw Down(%) | NA | 34.07 | 34.07 | 34.07 | 53.28 | NA | NA | … | … | 33.30 | 5.20 | 14.66 | 16.77 | 13.19 | 6.31 | 13.09 | 30.65 | 18.77 | 34.87 | 46.03 | 13.16 | 13.85 | 8.93 | 9.09 | 10.81 | 5.12 |
| Yield(%) | 0.00 | 7.54 | 5.44 | 14.13 | 9.09 | 15.62 | 11.59 | … | … | 0.00 | 7.55 | 0.33 | 8.81 | 10.18 | 53.46 | 3.63 | 2.58 | 1.00 | 0.95 | 1.89 | 10.96 | 6.99 | 10.78 | 0.00 | 1.16 | 0.00 |
Data as of 02/23/2018, Common starting date is 10/18/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDSIX (DEUTSCHE SMALL CAP VALUE FUND INSTITUTIONAL CLASS) |
-13.73%
Feb 2006 – Feb 2009 |
-1.86%
Feb 2004 – Feb 2009 |
4.53%
Jan 2006 – Jan 2016 |
10.99%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDSIX (DEUTSCHE SMALL CAP VALUE FUND INSTITUTIONAL CLASS) |
34.00%
Mar 2003 – Mar 2006 |
22.71%
Feb 2009 – Feb 2014 |
13.39%
Mar 2003 – Mar 2013 |
11.15%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart