Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TDH (Deutsche X-trackers 2020 Target Date) | NA | 6.84% | 12.15% | 8.12% | NA | NA | NA | … | … |
Data as of 05/18/2015, Common starting date is 10/19/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDH (Deutsche X-trackers 2020 Target Date) | 10/19/2007 | 05/18/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.30 | 6.84 | 12.15 | 8.12 | NA | NA | NA | … | … | 5.65 | 1.24 | 23.75 | 2.64 | 0.91 | 8.46 | 13.56 | -21.90 | -1.41 |
| Sharpe Ratio | NA | 0.29 | 0.47 | 0.34 | NA | NA | NA | … | … | 0.82 | 0.04 | 0.93 | 0.16 | 0.03 | 0.60 | 0.52 | -0.80 | -0.63 |
| Standard Deviation(%) | NA | 25.63 | 26.01 | 24.03 | NA | NA | NA | … | … | 19.32 | 32.58 | 25.48 | 15.80 | 25.86 | 13.94 | 25.78 | 28.41 | 14.80 |
| Draw Down(%) | NA | 8.67 | 12.07 | 12.34 | NA | NA | NA | … | … | 4.51 | 12.07 | 7.51 | 10.30 | 12.34 | 9.85 | 23.17 | 34.85 | 4.86 |
| Yield(%) | 0.00 | 0.90 | 1.25 | 1.60 | 1.13 | 0.75 | 0.56 | … | … | 0.00 | 0.90 | 1.10 | 1.32 | 1.62 | 2.47 | 2.54 | 2.40 | 0.44 |
Data as of 05/18/2015, Common starting date is 10/19/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDH (Deutsche X-trackers 2020 Target Date) |
-2.54%
Nov 2007 – Nov 2010 |
-0.53%
Nov 2007 – Nov 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDH (Deutsche X-trackers 2020 Target Date) |
12.86%
Feb 2009 – Feb 2012 |
13.40%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart