Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SKSTX (Deutsche Enhanced Commodity Strategy Fun) | NA | 1.50% | 12.17% | 4.99% | NA | NA | NA | … | … |
Data as of 10/05/2022, Common starting date is 06/06/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKSTX (Deutsche Enhanced Commodity Strategy Fun) | 06/06/2017 | 10/05/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.50 | 1.50 | 12.17 | 4.99 | NA | NA | NA | … | … | 7.11 | -9.97 | -1.99 | 1.91 | -20.72 | 7.77 |
| Sharpe Ratio | NA | 0.04 | 0.70 | 0.30 | NA | NA | NA | … | … | 0.36 | -0.26 | -0.18 | 0.06 | -1.80 | 1.83 |
| Standard Deviation(%) | NA | 22.17 | 16.70 | 14.21 | NA | NA | NA | … | … | 23.76 | 38.34 | 12.55 | 8.37 | 12.23 | 7.24 |
| Draw Down(%) | NA | 19.95 | 22.71 | 32.72 | NA | NA | NA | … | … | 19.95 | 33.87 | 22.71 | 8.88 | 24.78 | 3.66 |
| Yield(%) | 0.00 | 34.65 | 24.58 | 13.97 | 7.23 | 4.82 | 3.62 | … | … | 36.35 | 38.84 | 1.15 | 1.38 | 9.31 | 0.07 |
Data as of 10/05/2022, Common starting date is 06/06/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKSTX (Deutsche Enhanced Commodity Strategy Fun) |
-6.15%
Oct 2017 – Oct 2020 |
5.04%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKSTX (Deutsche Enhanced Commodity Strategy Fun) |
18.12%
May 2019 – May 2022 |
7.54%
Jul 2017 – Jul 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart