Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BTIEX (DEUTSCHE EQUITY 500 INDEX FUND CLASS S) | 7.05% | -2.60% | 0.30% | -1.39% | 4.20% | 8.33% | 5.86% | 7.25% |
Data as of 07/03/2025, AR inception is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BTIEX (DEUTSCHE EQUITY 500 INDEX FUND CLASS S) | 06/20/1996 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 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 (%) | 2.28 | -2.60 | 0.30 | -1.39 | 4.20 | 8.33 | 5.86 | 7.25 | 7.05 | 4.77 | -0.10 | -27.76 | 12.25 | -1.64 | 31.22 | -5.04 | 21.55 | 11.60 | 1.18 | 13.24 | 31.91 | 15.67 | 1.89 | 14.88 | 26.33 | -37.09 | 5.38 | 15.58 | 4.70 | 10.18 | 28.27 | -22.23 | -12.17 | -9.03 | 20.59 | 30.77 | 38.41 | 26.74 |
| Sharpe Ratio | NA | -0.26 | -0.17 | -0.11 | 0.11 | NA | NA | 0.27 | 0.33 | -0.09 | -0.17 | -1.05 | 0.73 | -0.05 | 2.38 | -0.36 | 3.14 | 0.87 | 0.07 | 1.16 | 2.89 | 1.24 | 0.08 | 0.82 | 0.96 | -0.93 | 0.15 | 1.23 | 0.25 | 0.83 | 1.61 | -0.90 | -0.68 | -0.59 | 0.97 | 1.33 | 1.90 | 3.89 |
| Standard Deviation(%) | NA | 25.34 | 24.90 | 23.57 | 21.66 | NA | NA | 20.47 | 24.40 | 20.30 | 26.50 | 27.77 | 16.84 | 37.28 | 12.50 | 17.56 | 6.68 | 13.10 | 15.48 | 11.38 | 11.05 | 12.74 | 23.38 | 18.08 | 27.23 | 40.93 | 15.99 | 10.04 | 10.28 | 11.15 | 17.16 | 25.95 | 21.49 | 22.22 | 17.89 | 20.59 | 18.26 | 13.53 |
| Draw Down(%) | NA | 30.06 | 30.06 | 42.42 | 42.42 | NA | NA | 55.33 | 18.78 | 17.89 | 20.75 | 29.27 | 14.10 | 33.83 | 6.64 | 20.03 | 2.66 | 10.32 | 11.99 | 7.31 | 5.60 | 9.61 | 18.73 | 15.67 | 27.21 | 47.81 | 9.85 | 7.47 | 7.02 | 7.85 | 13.80 | 33.08 | 29.25 | 16.39 | 11.85 | 19.12 | 10.74 | 7.19 |
| Yield(%) | 0.00 | 0.82 | 1.18 | 1.22 | 6.77 | 10.17 | 7.00 | 54.20 | 0.24 | 1.36 | 1.61 | 1.12 | 1.47 | 1.55 | 16.08 | 17.82 | 15.93 | 11.76 | 7.78 | 5.50 | 2.17 | 2.24 | 1.86 | 1.89 | 2.24 | 1.75 | 1.84 | 1.77 | 1.60 | 1.49 | 1.86 | 1.21 | 1.94 | 9.15 | 2.74 | 5.51 | 39.63 | 14.80 |
Data as of 07/03/2025, AR inception is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTIEX (DEUTSCHE EQUITY 500 INDEX FUND CLASS S) |
-16.22%
Mar 2000 - Mar 2003 |
-6.87%
Feb 2004 - Feb 2009 |
-3.65%
Feb 1999 - Feb 2009 |
3.52%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTIEX (DEUTSCHE EQUITY 500 INDEX FUND CLASS S) |
35.92%
Jul 1996 - Jul 1999 |
22.72%
Feb 2009 - Feb 2014 |
16.33%
Feb 2009 - Feb 2019 |
10.64%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart