Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BONSX (DEUTSCHE U.S. BOND INDEX FUND CLASS S) | NA | -2.17% | 0.54% | 1.83% | NA | NA | NA | … | … |
Data as of 10/15/2018, Common starting date is 02/19/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BONSX (DEUTSCHE U.S. BOND INDEX FUND CLASS S) | 02/19/2009 | 10/15/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.44 | -2.17 | 0.54 | 1.83 | NA | NA | NA | … | … | -2.46 | 3.39 | 1.68 | 0.74 | 5.97 | -2.44 | 4.02 | 7.39 | 5.66 | 4.82 |
| Sharpe Ratio | NA | -1.16 | -0.02 | 0.44 | NA | NA | NA | … | … | -1.38 | 0.97 | 0.44 | 0.18 | 2.06 | -0.72 | 1.50 | 1.80 | 1.39 | 1.20 |
| Standard Deviation(%) | NA | 3.05 | 3.17 | 3.28 | NA | NA | NA | … | … | 3.16 | 2.86 | 3.34 | 4.04 | 2.89 | 3.45 | 2.66 | 4.08 | 4.01 | 4.55 |
| Draw Down(%) | NA | 3.18 | 4.75 | 4.75 | NA | NA | NA | … | … | 3.18 | 1.68 | 4.75 | 2.73 | 1.27 | 5.02 | 1.36 | 1.84 | 3.45 | 2.04 |
| Yield(%) | 0.00 | 2.89 | 3.34 | 4.32 | 3.98 | 2.66 | 1.99 | … | … | 1.99 | 2.93 | 3.07 | 5.34 | 4.88 | 6.52 | 4.61 | 3.80 | 3.50 | 2.91 |
Data as of 10/15/2018, Common starting date is 02/19/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BONSX (DEUTSCHE U.S. BOND INDEX FUND CLASS S) |
0.64%
Apr 2015 – Apr 2018 |
1.23%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BONSX (DEUTSCHE U.S. BOND INDEX FUND CLASS S) |
6.37%
May 2009 – May 2012 |
4.43%
May 2009 – May 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart