Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OUTDX (DWS S&P 500 Plus A) | NA | -13.46% | 6.37% | -3.49% | 2.42% | NA | NA | … | … |
Data as of 06/01/2012, Common starting date is 07/20/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OUTDX (DWS S&P 500 Plus A) | 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 | -13.46 | 6.37 | -3.49 | 2.42 | NA | NA | … | … | -10.05 | -0.66 | 12.29 | 26.54 | -32.81 | 6.49 | 15.89 | 3.62 | 10.18 | 26.45 | -23.34 | -4.35 |
| Sharpe Ratio | NA | -0.40 | 0.24 | -0.13 | 0.04 | NA | NA | … | … | -0.71 | -0.03 | 0.64 | 0.98 | -0.87 | 0.22 | 1.27 | 0.14 | 0.85 | 1.54 | -0.96 | -0.59 |
| Standard Deviation(%) | NA | 33.60 | 25.98 | 30.53 | 25.57 | NA | NA | … | … | 31.65 | 23.71 | 19.21 | 27.13 | 38.53 | 15.91 | 9.96 | 10.47 | 10.90 | 16.73 | 25.33 | 19.51 |
| Draw Down(%) | NA | 19.08 | 20.82 | 51.63 | 51.63 | NA | NA | … | … | 19.08 | 20.82 | 18.74 | 27.49 | 44.23 | 9.33 | 7.59 | 7.10 | 7.18 | 13.92 | 33.56 | 19.93 |
| Yield(%) | 0.00 | 1.25 | 1.70 | 2.53 | 2.48 | 1.45 | 1.09 | … | … | 0.00 | 1.28 | 0.44 | 2.94 | 1.04 | 9.28 | 3.75 | 0.65 | 0.74 | 0.74 | 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 |
|---|---|---|---|---|
| OUTDX (DWS S&P 500 Plus A) |
-13.26%
Feb 2006 – Feb 2009 |
-5.62%
Feb 2004 – Feb 2009 |
2.17%
May 2002 – May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OUTDX (DWS S&P 500 Plus A) |
23.23%
Feb 2009 – Feb 2012 |
14.18%
Sep 2002 – Sep 2007 |
4.19%
Apr 2002 – Apr 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart