Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BTAEX (DEUTSCHE EAFE EQUITY INDEX FUND INSTITUTIONAL CLASS) | NA | 12.57% | 9.71% | 4.05% | 5.20% | 4.75% | 3.15% | 4.51% |
Data as of 11/26/2019, AR inception is 06/28/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BTAEX (DEUTSCHE EAFE EQUITY INDEX FUND INSTITUTIONAL CLASS) | 06/28/1996 | 11/26/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.57 | 9.71 | 4.05 | 5.20 | 4.75 | 3.15 | 4.51 | 18.24 | -13.68 | 25.44 | 0.57 | -0.73 | -5.83 | 21.57 | 18.35 | -12.39 | 8.12 | 29.26 | -42.46 | 10.71 | 25.69 | 13.57 | 19.42 | 36.45 | -16.63 | -21.75 | -15.22 | 27.95 | 19.81 | 2.12 | 1.44 |
| Sharpe Ratio | NA | 0.96 | 0.78 | 0.23 | 0.22 | NA | NA | 0.15 | 1.73 | -1.16 | 3.14 | 0.02 | -0.04 | -0.51 | 1.68 | 1.09 | -0.27 | 0.37 | 1.03 | -1.04 | 0.44 | 1.58 | 1.10 | 1.45 | 2.43 | -0.84 | -1.35 | -1.22 | 1.34 | 0.84 | -0.10 | -0.08 |
| Standard Deviation(%) | NA | 11.54 | 10.79 | 14.40 | 20.47 | NA | NA | 20.37 | 10.89 | 12.96 | 7.94 | 18.26 | 18.64 | 11.53 | 12.78 | 16.89 | 45.71 | 21.84 | 28.38 | 41.74 | 17.55 | 14.22 | 10.35 | 12.71 | 14.69 | 20.99 | 18.13 | 15.83 | 18.50 | 19.68 | 14.55 | 7.88 |
| Draw Down(%) | NA | 8.46 | 21.27 | 22.76 | 34.46 | NA | NA | 61.12 | 7.85 | 21.27 | 2.07 | 12.78 | 16.87 | 13.74 | 9.93 | 16.58 | 34.46 | 19.33 | 29.44 | 53.66 | 11.76 | 15.27 | 7.07 | 10.41 | 15.94 | 27.65 | 32.55 | 19.51 | 10.47 | 23.84 | 14.80 | 4.32 |
| Yield(%) | 0.00 | 9.76 | 8.40 | 12.60 | 8.91 | 7.30 | 4.97 | 6.20 | 0.53 | 8.80 | 3.78 | 23.58 | 47.08 | 3.06 | 2.96 | 3.38 | 2.88 | 3.09 | 3.04 | 2.09 | 3.08 | 2.62 | 3.05 | 4.15 | 2.86 | 1.32 | 1.06 | 0.61 | 2.01 | 3.60 | 8.10 | 0.96 |
Data as of 11/26/2019, AR inception is 06/28/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTAEX (DEUTSCHE EAFE EQUITY INDEX FUND INSTITUTIONAL CLASS) |
-20.11%
Mar 2000 - Mar 2003 |
-7.46%
Mar 1998 - Mar 2003 |
-1.58%
Feb 1999 - Feb 2009 |
2.07%
Dec 1999 - Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTAEX (DEUTSCHE EAFE EQUITY INDEX FUND INSTITUTIONAL CLASS) |
30.18%
Mar 2003 - Mar 2006 |
22.93%
Sep 2002 - Sep 2007 |
9.49%
Feb 2009 - Feb 2019 |
8.43%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart