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SKSRX: DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS S (MUTUAL FUND)
Basic Info 6.06 0.02(0.33%) March 21
| Asset Class: | COMMODITIES BROAD BASKET |
| MyPlanIQ Rating: | (74%) |
| Start Date: | 02/28/2005 |
| Last Dividend Date: | 12/16/2024 |
| 12-Mo. Yield | 2.87% |
| Expenses | 1.89% |
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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 02/28/2005 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.8 | 8.0 | 9.2 | -2.9 | 13.2 | 2.3 | 1.0 | 0.5 | 0.6 | 2.5 | -5.3 | 8.2 | 30.3 | -1.9 | 2.5 | -11.7 | 1.4 | 10.7 | -17.0 | -6.5 | -7.2 | -1.3 | -8.7 | 18.9 | 27.5 | -49.4 | 35.3 | 1.6 | 10.6 |
| Sharpe Ratio | NA | 3.68 | 0.25 | -0.53 | 0.74 | 0.05 | NA | NA | -0.04 | -0.41 | -1.06 | 0.31 | 1.94 | -0.17 | 0.13 | -1.34 | 0.1 | 0.79 | -1.77 | -0.97 | -1.19 | -0.14 | -0.55 | 1.11 | 0.93 | -1.16 | 1.92 | -0.09 | 0.6 |
| Draw Down(%) | NA | 4.2 | 10.7 | 24.6 | 24.6 | 34.5 | NA | NA | 68.0 | 10.7 | 9.4 | 20.8 | 10.3 | 22.7 | 8.4 | 16.2 | 10.1 | 8.7 | 18.1 | 13.3 | 9.2 | 9.7 | 20.7 | 13.7 | 21.8 | 62.0 | 11.3 | 19.2 | 11.3 |
| Standard Deviation(%) | NA | 10.7 | 10.7 | 13.4 | 14.3 | 12.6 | NA | NA | 17.2 | 9.9 | 9.1 | 22.0 | 15.6 | 12.5 | 8.4 | 9.8 | 8.1 | 13.4 | 9.6 | 6.7 | 6.1 | 10.2 | 15.9 | 17.0 | 29.4 | 43.4 | 16.9 | 18.2 | 17.1 |
| Treynor Ratio | NA | 0.58 | 0.04 | -0.12 | 0.17 | 0.01 | NA | NA | -0.01 | -0.07 | -0.2 | 0.1 | 0.43 | -0.04 | 0.02 | -0.23 | 0.01 | 0.15 | -0.36 | -0.17 | -0.16 | -0.03 | -0.12 | 0.25 | 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 | 0.68 | 0.61 | 0.61 | 0.64 | 0.61 | NA | NA | 0.73 | 0.58 | 0.48 | 0.72 | 0.7 | 0.5 | 0.55 | 0.58 | 0.58 | 0.69 | 0.47 | 0.39 | 0.45 | 0.55 | 0.7 | 0.75 | 0.92 | 1.0 | 0.74 | 0.74 | NA |
| RSquared | NA | 0.59 | 0.64 | 0.67 | 0.72 | 0.75 | NA | NA | 0.64 | 0.66 | 0.7 | 0.75 | 0.79 | 0.75 | 0.78 | 0.74 | 0.79 | 0.86 | 0.77 | 0.44 | 0.63 | 0.64 | 0.83 | 0.73 | 0.74 | 0.67 | 0.6 | 0.57 | 0.0 |
| Yield(%) | N/A | 0.0 | 2.9 | 10.7 | 18.9 | 6.9 | 19.1 | 7.5 | N/A | 2.9 | 1.7 | 36.5 | 39.1 | 1.3 | 1.6 | 9.5 | 0.3 | 7.1 | 0.2 | 3.3 | 0.7 | 1.7 | 15.0 | 0.0 | 1.2 | 33.7 | 0.1 | 2.5 | 1.3 |
| Dividend Growth(%) | N/A | -100.0 | 64.6 | -15.2 | 227.0 | 31.9 | N/A | N/A | N/A | 64.6 | -96.7 | -16.0 | 2801.6 | -16.1 | -86.8 | 3232.4 | -95.8 | 2354.5 | -93.3 | 2145.5 | -61.4 | -91.4 | N/A | -100.0 | -99.3 | 47909.1 | -96.3 | 123.3 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/28/2005
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