Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SXPBX (DWS S&P 500 INDEX FUND CLASS B) | NA | -10.83% | 0.68% | 8.61% | 3.45% | NA | NA | … | … |
Data as of 12/29/2016, Common starting date is 03/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SXPBX (DWS S&P 500 INDEX 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 | -10.83 | 0.68 | 8.61 | 3.45 | NA | NA | … | … | -9.34 | 0.05 | 12.04 | 30.50 | 14.45 | 0.73 | 13.66 | 24.88 | -37.90 | 4.12 | 14.08 | 2.84 |
| Sharpe Ratio | NA | -1.50 | 0.05 | 0.72 | 0.14 | NA | NA | … | … | -1.32 | 0.00 | 1.06 | 2.75 | 1.14 | 0.03 | 0.75 | 0.91 | -0.94 | 0.07 | 1.07 | 0.11 |
| Standard Deviation(%) | NA | 7.34 | 11.90 | 11.95 | 20.83 | NA | NA | … | … | 7.22 | 15.50 | 11.39 | 11.08 | 12.77 | 23.32 | 18.06 | 27.26 | 40.99 | 16.03 | 10.08 | 10.41 |
| Draw Down(%) | NA | 10.83 | 12.56 | 12.56 | 56.10 | NA | NA | … | … | 9.34 | 12.15 | 7.37 | 5.69 | 9.79 | 19.13 | 15.85 | 27.35 | 48.40 | 10.01 | 7.64 | 7.62 |
| Yield(%) | 0.00 | 0.00 | 3.03 | 3.03 | 1.67 | 1.35 | 1.01 | … | … | 0.00 | 3.14 | 5.79 | 0.67 | 1.09 | 0.70 | 0.64 | 1.13 | 0.74 | 0.55 | 0.60 | 0.11 |
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 |
|---|---|---|---|---|
| SXPBX (DWS S&P 500 INDEX FUND CLASS B) |
-16.30%
Feb 2006 – Feb 2009 |
-2.49%
Sep 2006 – Sep 2011 |
3.58%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SXPBX (DWS S&P 500 INDEX FUND CLASS B) |
23.96%
Feb 2009 – Feb 2012 |
21.38%
Feb 2009 – Feb 2014 |
6.82%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart