Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKBRX (DWS ENHANCED COMMODITY STRATEGY FUND CLASS B) | NA | -4.02% | -10.02% | -8.00% | -4.44% | NA | NA | … | … |
Data as of 12/29/2016, Common starting date is 03/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKBRX (DWS ENHANCED COMMODITY STRATEGY FUND CLASS B) | 03/01/2005 | 12/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.02 | -10.02 | -8.00 | -4.44 | NA | NA | … | … | -3.83 | -17.76 | -7.28 | -8.24 | -2.34 | -9.82 | 18.02 | 26.51 | -46.41 | 33.95 | 0.63 | 9.23 |
| Sharpe Ratio | NA | -1.09 | -1.42 | -1.05 | -0.25 | NA | NA | … | … | -1.06 | -1.83 | -1.08 | -1.27 | -0.24 | -0.62 | 1.07 | 0.90 | -1.11 | 1.83 | -0.15 | 0.51 |
| Standard Deviation(%) | NA | 3.89 | 7.17 | 7.71 | 19.47 | NA | NA | … | … | 3.81 | 9.70 | 6.73 | 6.52 | 10.07 | 15.90 | 16.82 | 29.20 | 42.41 | 16.99 | 18.23 | 17.22 |
| Draw Down(%) | NA | 5.29 | 32.78 | 38.52 | 63.21 | NA | NA | … | … | 5.10 | 18.53 | 13.87 | 10.04 | 10.19 | 21.14 | 13.85 | 21.50 | 60.72 | 11.40 | 19.50 | 11.40 |
| Yield(%) | 0.00 | 0.00 | 0.86 | 2.59 | 5.53 | 4.12 | 3.09 | … | … | 0.00 | 0.00 | 2.60 | 0.17 | 1.25 | 14.47 | 0.00 | 0.04 | 34.18 | 0.00 | 1.84 | 0.00 |
Data as of 12/29/2016, Common starting date is 03/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKBRX (DWS ENHANCED COMMODITY STRATEGY FUND CLASS B) |
-14.10%
Jan 2006 – Jan 2009 |
-12.14%
Jun 2008 – Jun 2013 |
-5.44%
Apr 2006 – Apr 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKBRX (DWS ENHANCED COMMODITY STRATEGY FUND CLASS B) |
22.82%
May 2005 – May 2008 |
6.80%
Feb 2009 – Feb 2014 |
-0.73%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart