Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DDMCX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS C) | NA | -3.95% | -3.72% | -2.19% | -1.01% | NA | NA | … | … |
Data as of 02/23/2017, Common starting date is 10/20/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDMCX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS C) | 10/20/2006 | 02/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.95 | -3.72 | -2.19 | -1.01 | NA | NA | … | … | 0.00 | -6.77 | -1.01 | -3.18 | 1.85 | -0.22 | -0.11 | 1.76 | -2.62 | 5.85 | -4.56 | -1.78 |
| Sharpe Ratio | NA | -1.32 | -1.20 | -0.62 | -0.29 | NA | NA | … | … | 0.00 | -2.02 | -0.31 | -1.05 | 0.54 | -0.06 | -0.03 | 0.42 | -0.44 | 0.63 | -1.25 | -2.62 |
| Standard Deviation(%) | NA | 3.18 | 3.18 | 3.65 | 4.89 | NA | NA | … | … | NA | 3.43 | 3.39 | 3.04 | 3.34 | 4.97 | 4.90 | 3.95 | 6.10 | 7.76 | 6.09 | 4.75 |
| Draw Down(%) | NA | 4.74 | 11.60 | 12.15 | 13.34 | NA | NA | … | … | 0.00 | 7.65 | 2.14 | 4.25 | 3.31 | 3.87 | 4.04 | 3.88 | 6.56 | 8.07 | 8.20 | 3.04 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.37 | 1.74 | 1.20 | 0.90 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 12.02 | 0.00 | 0.00 | 0.88 | 0.90 | 3.68 | 1.11 | 0.92 |
Data as of 02/23/2017, Common starting date is 10/20/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDMCX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS C) |
-3.80%
Jan 2014 – Jan 2017 |
-2.14%
Jun 2011 – Jun 2016 |
-1.05%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDMCX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS C) |
2.50%
Oct 2007 – Oct 2010 |
1.09%
Jan 2008 – Jan 2013 |
-0.96%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart