Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BTUSX (DEUTSCHE U.S. BOND INDEX FUND INSTITUTIONAL CLASS) | NA | -2.09% | 0.73% | 1.98% | 3.70% | 3.67% | 3.14% | 3.53% |
Data as of 10/15/2018, AR inception is 07/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BTUSX (DEUTSCHE U.S. BOND INDEX FUND INSTITUTIONAL CLASS) | 07/30/1997 | 10/15/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.55 | -2.09 | 0.73 | 1.98 | 3.70 | 3.67 | 3.14 | 3.53 | -2.31 | 3.49 | 1.99 | 0.87 | 5.99 | -2.31 | 4.20 | 7.62 | 5.82 | 5.03 | 5.44 | 7.36 | 4.13 | 1.68 | 4.70 | 3.75 | 6.80 | 1.76 | 4.92 | -6.78 | 7.56 | 3.74 |
| Sharpe Ratio | NA | -1.10 | 0.04 | 0.48 | 0.95 | NA | NA | 0.53 | -1.34 | 0.93 | 0.54 | 0.21 | 2.01 | -0.67 | 1.55 | 1.88 | 1.44 | 1.06 | 0.72 | 1.10 | 0.25 | -0.15 | 0.86 | 0.68 | 1.00 | -0.13 | 0.25 | -2.50 | 0.99 | 1.13 |
| Standard Deviation(%) | NA | 3.06 | 3.21 | 3.30 | 3.67 | NA | NA | 4.07 | 3.12 | 3.09 | 3.30 | 3.93 | 2.97 | 3.53 | 2.69 | 4.04 | 3.99 | 4.67 | 6.24 | 3.96 | 3.28 | 3.32 | 4.34 | 4.52 | 5.67 | 4.52 | 3.53 | 4.00 | 4.30 | 4.91 |
| Draw Down(%) | NA | 3.19 | 4.40 | 4.40 | 4.98 | NA | NA | 10.39 | 3.17 | 1.58 | 4.40 | 2.72 | 1.37 | 4.98 | 1.36 | 1.74 | 3.43 | 2.04 | 5.52 | 2.46 | 2.10 | 2.47 | 4.47 | 4.89 | 3.14 | 4.54 | 3.43 | 7.05 | 2.81 | 1.66 |
| Yield(%) | 0.00 | 2.97 | 3.50 | 4.46 | 4.58 | 4.46 | 3.76 | 4.08 | 2.04 | 3.03 | 3.38 | 5.48 | 5.00 | 6.64 | 4.79 | 4.01 | 3.67 | 4.17 | 5.11 | 5.14 | 4.86 | 4.31 | 4.62 | 5.04 | 5.12 | 0.00 | 0.00 | 0.00 | 5.43 | 3.10 |
Data as of 10/15/2018, AR inception is 07/30/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTUSX (DEUTSCHE U.S. BOND INDEX FUND INSTITUTIONAL CLASS) |
-0.16%
Dec 1998 - Dec 2001 |
1.36%
Apr 2013 - Apr 2018 |
2.52%
Oct 1998 - Oct 2008 |
3.48%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BTUSX (DEUTSCHE U.S. BOND INDEX FUND INSTITUTIONAL CLASS) |
8.32%
Oct 2008 - Oct 2011 |
6.66%
Jul 2007 - Jul 2012 |
5.41%
Jul 2002 - Jul 2012 |
4.65%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart