Find A Portfolio/Ticker
Comparison Box
SKIRX: DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 6.08 0.02(0.33%) March 21
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (75%) |
| Start Date: | 02/15/2005 |
| Last Dividend Date: | 12/16/2024 |
| 12-Mo. Yield | 2.99% |
| Expenses | 1.89% |
| Sign up to get fund ranking change alerts | |
Performance Analytics (As of 03/21/2025)
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/15/2005 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.8 | 8.2 | 9.4 | -2.7 | 13.3 | 2.5 | 1.2 | 0.6 | 0.9 | 2.6 | -5.2 | 8.4 | 30.4 | -1.7 | 2.7 | -11.6 | 1.5 | 10.9 | -16.9 | -6.3 | -7.1 | -1.2 | -8.5 | 19.5 | 27.2 | -49.3 | 35.4 | 1.6 | 16.4 |
| Sharpe Ratio | NA | 3.92 | 0.28 | -0.53 | 0.75 | 0.06 | NA | NA | -0.02 | -0.41 | -1.05 | 0.32 | 1.94 | -0.15 | 0.16 | -1.31 | 0.11 | 0.8 | -1.76 | -0.95 | -1.16 | -0.13 | -0.54 | 1.16 | 0.93 | -1.15 | 1.92 | -0.09 | 0.98 |
| Draw Down(%) | NA | 4.2 | 10.8 | 24.3 | 24.3 | 34.0 | NA | NA | 67.5 | 10.8 | 9.1 | 20.8 | 10.2 | 22.7 | 8.3 | 16.1 | 10.1 | 8.6 | 18.0 | 13.3 | 9.2 | 9.6 | 20.7 | 13.9 | 21.6 | 62.0 | 11.3 | 19.2 | 11.3 |
| Standard Deviation(%) | NA | 10.3 | 10.5 | 13.3 | 14.3 | 12.6 | NA | NA | 17.2 | 9.7 | 9.1 | 22.0 | 15.7 | 12.6 | 8.4 | 9.8 | 8.1 | 13.3 | 9.6 | 6.7 | 6.1 | 9.9 | 15.9 | 16.7 | 29.1 | 43.5 | 17.0 | 18.2 | 17.0 |
| Treynor Ratio | NA | 0.6 | 0.05 | -0.12 | 0.17 | 0.01 | NA | NA | 0.0 | -0.07 | -0.2 | 0.1 | 0.43 | -0.04 | 0.02 | -0.22 | 0.02 | 0.15 | -0.36 | -0.17 | -0.16 | -0.02 | -0.12 | 0.26 | 0.3 | -0.5 | 0.44 | -0.02 | 0.0 |
| Alpha | NA | 0.1 | 0.02 | -0.01 | 0.0 | 0.0 | NA | NA | 0.0 | -0.01 | -0.02 | -0.02 | 0.01 | 0.01 | -0.02 | -0.02 | -0.01 | -0.01 | -0.01 | 0.02 | -0.02 | -0.01 | -0.03 | 0.04 | 0.04 | -0.1 | 0.04 | 0.0 | NA |
| Beta | NA | 0.67 | 0.59 | 0.61 | 0.63 | 0.61 | NA | NA | 0.72 | 0.55 | 0.47 | 0.72 | 0.71 | 0.5 | 0.55 | 0.58 | 0.58 | 0.69 | 0.47 | 0.38 | 0.45 | 0.53 | 0.7 | 0.74 | 0.92 | 1.01 | 0.74 | 0.74 | NA |
| RSquared | NA | 0.63 | 0.63 | 0.67 | 0.72 | 0.75 | NA | NA | 0.63 | 0.63 | 0.69 | 0.75 | 0.79 | 0.75 | 0.78 | 0.74 | 0.79 | 0.86 | 0.77 | 0.43 | 0.6 | 0.62 | 0.83 | 0.75 | 0.75 | 0.67 | 0.6 | 0.57 | 0.0 |
| Yield(%) | N/A | 0.0 | 3.0 | 10.8 | 19.0 | 7.0 | 19.5 | 7.7 | N/A | 3.0 | 1.8 | 36.8 | 39.3 | 1.5 | 1.8 | 9.6 | 0.4 | 7.3 | 0.3 | 3.4 | 0.7 | 1.8 | 15.1 | 0.0 | 1.2 | 33.7 | 0.2 | 2.6 | 1.4 |
| Dividend Growth(%) | N/A | -100.0 | 56.0 | -15.3 | 218.0 | 33.0 | N/A | N/A | N/A | 56.0 | -96.5 | -15.8 | 2490.1 | -15.1 | -85.6 | 2212.7 | -94.0 | 1672.3 | -90.8 | 2037.5 | -60.0 | -91.0 | N/A | -100.0 | -99.3 | 20211.5 | -91.6 | 116.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/15/2005
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See COMMODITIES BROAD BASKET Asset Class Trend Rankings |
Top Rated Funds in COMMODITIES BROAD BASKET
Best Mutual Funds
- GSCCX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS C SHARES) 0.37% (91%)
- PCRIX (COMMODITYREALRETURN STRATEGY FUND INSTITUTIONAL) 0.0% (78%)
- SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) 0.33% (75%)
- SKSRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S) 0.33% (74%)
- CRSOX (CREDIT SUISSE COMMODITY RETURN STRATEGY FUND CLASS I) 0.41% (73%)
- ARCIX (AQR RISK-BALANCED COMMODITIES STRATEGY FUND CLASS I) 0.63% (72%)
- PCLDX (PIMCO COMMODITIESPLUS STRATEGY FUND CLASS D) (71%)
- GCCIX (GOLDMAN SACHS COMMODITY STRATEGY FUND INSTITUTIONAL SHARES) 0.44% (71%)
- GCCTX (GOLDMAN SACHS COMMODITY STRATEGY FUND CLASS IR) 0.44% (69%)
- PCRPX (PIMCO COMMODITYREALRETURN STRATEGY FUND CLASS P) 0.0% (68%)
Best ETFs
- GSG (iShares S&P GSCI Commodity Indexed Trust) 0.45% (100%)
- DBC (Invesco DB Commodity Index Tracking Fund) 0.58% (94%)
- GSP (iPath S&P GSCI Total Return ETN) (92%)
- DJP (iPath Bloomberg Commodity Index Total Return ETN) 0.66% (86%)
- GCC (WisdomTree Enhanced Commodity Strategy Fund) 1.02% (85%)
- RJI (ELEMENTS Linked to the Rogers International Commodity Index - Total Return) (69%)
- UCI (UBS ETRACS CMCI Total Return ETN) (66%)
- USCI (United States Commodity Index Fund) 0.66% (49%)
- GSC (Goldman Sachs Small Cap Core Equity ETF) (37%)
- BCM (iPath® Pure Beta Broad Commodity ETN) (35%)
Latest Articles Related to SKIRX
Register for FREE
No Credit Card Required
Or Start FREE 30-day trial now >>
Or Start FREE 30-day trial now >>
