Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OUTCX (DWS S&P 500 Plus C) | NA | -10.45% | 7.05% | -3.42% | 2.11% | NA | NA | … | … |
Data as of 06/01/2012, Common starting date is 07/20/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OUTCX (DWS S&P 500 Plus C) | 07/20/2001 | 06/01/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.45 | 7.05 | -3.42 | 2.11 | NA | NA | … | … | -6.52 | -1.40 | 11.45 | 25.55 | -33.34 | 5.76 | 15.08 | 2.78 | 9.46 | 25.48 | -23.67 | -4.34 |
| Sharpe Ratio | NA | -0.37 | 0.30 | -0.14 | 0.03 | NA | NA | … | … | -0.60 | -0.06 | 0.59 | 0.94 | -0.89 | 0.17 | 1.19 | 0.06 | 0.78 | 1.47 | -0.98 | -0.59 |
| Standard Deviation(%) | NA | 28.69 | 23.01 | 28.19 | 23.23 | NA | NA | … | … | 24.84 | 23.69 | 19.16 | 27.11 | 38.47 | 15.90 | 9.94 | 10.46 | 10.88 | 16.83 | 25.30 | 19.43 |
| Draw Down(%) | NA | 18.62 | 21.07 | 52.17 | 52.17 | NA | NA | … | … | 15.71 | 21.07 | 18.86 | 27.51 | 44.61 | 9.38 | 7.70 | 7.18 | 7.50 | 13.96 | 33.96 | 19.93 |
| Yield(%) | 0.00 | 0.51 | 1.12 | 2.16 | 1.99 | 1.16 | 0.87 | … | … | 0.00 | 0.52 | 0.45 | 2.18 | 0.63 | 8.85 | 3.29 | 0.19 | 0.32 | 0.19 | 0.00 | 0.00 |
Data as of 06/01/2012, Common starting date is 07/20/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OUTCX (DWS S&P 500 Plus C) |
-13.94%
Feb 2006 – Feb 2009 |
-6.32%
Feb 2004 – Feb 2009 |
1.65%
Aug 2001 – Aug 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OUTCX (DWS S&P 500 Plus C) |
22.34%
Feb 2009 – Feb 2012 |
13.43%
Sep 2002 – Sep 2007 |
3.45%
Apr 2002 – Apr 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart