Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SELRX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS R) | NA | 3.92% | -0.53% | 0.90% | NA | NA | NA | … | … |
Data as of 11/17/2017, Common starting date is 05/03/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SELRX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS R) | 05/03/2012 | 11/17/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.10 | 3.92 | -0.53 | 0.90 | NA | NA | NA | … | … | 2.01 | 4.56 | -6.82 | 3.26 | 0.38 | 3.92 |
| Sharpe Ratio | NA | 0.75 | -0.14 | 0.17 | NA | NA | NA | … | … | 0.37 | 0.74 | -1.21 | 0.80 | 0.09 | 1.58 |
| Standard Deviation(%) | NA | 4.48 | 5.44 | 4.87 | NA | NA | NA | … | … | 4.48 | 5.82 | 5.67 | 4.05 | 4.02 | 3.80 |
| Draw Down(%) | NA | 3.62 | 11.95 | 13.06 | NA | NA | NA | … | … | 3.62 | 4.83 | 9.36 | 4.71 | 6.34 | 2.89 |
| Yield(%) | 0.00 | 2.53 | 2.36 | 2.10 | 1.08 | 0.72 | 0.54 | … | … | 0.00 | 2.61 | 2.24 | 2.74 | 1.61 | 1.66 |
Data as of 11/17/2017, Common starting date is 05/03/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SELRX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS R) |
-1.89%
Jan 2013 – Jan 2016 |
1.34%
Sep 2012 – Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SELRX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS R) |
2.17%
Jun 2012 – Jun 2015 |
1.75%
Jun 2012 – Jun 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart