Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DDMIX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND INSTITUTIONAL CLASS) | NA | -21.39% | -9.31% | -5.23% | -2.05% | NA | NA | … | … |
Data as of 02/23/2017, Common starting date is 10/20/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDMIX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND INSTITUTIONAL CLASS) | 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 (%) | -18.76 | -21.39 | -9.31 | -5.23 | -2.05 | NA | NA | … | … | -18.76 | -5.83 | 0.00 | -2.28 | 3.01 | 0.84 | 0.92 | 3.03 | -1.64 | 7.01 | -3.65 | -1.65 |
| Sharpe Ratio | NA | -0.81 | -0.52 | -0.31 | -0.16 | NA | NA | … | … | -1.40 | -1.84 | -0.01 | -0.77 | 0.89 | 0.16 | 0.18 | 0.75 | -0.29 | 0.78 | -1.10 | -2.47 |
| Standard Deviation(%) | NA | 26.61 | 18.03 | 16.86 | 15.31 | NA | NA | … | … | 54.96 | 3.28 | 3.39 | 2.98 | 3.35 | 4.91 | 4.87 | 3.93 | 5.99 | 7.75 | 6.11 | 4.78 |
| Draw Down(%) | NA | 21.39 | 25.58 | 25.83 | 25.83 | NA | NA | … | … | 18.76 | 6.98 | 1.96 | 3.51 | 2.83 | 3.61 | 4.00 | 3.67 | 6.40 | 7.92 | 7.89 | 2.82 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.27 | 1.87 | 1.29 | 0.97 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 11.42 | 0.00 | 0.07 | 0.87 | 0.90 | 3.97 | 2.03 | 1.15 |
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 |
|---|---|---|---|---|
| DDMIX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND INSTITUTIONAL CLASS) |
-2.88%
Jan 2014 – Jan 2017 |
-1.11%
Jun 2011 – Jun 2016 |
-0.02%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDMIX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND INSTITUTIONAL CLASS) |
3.61%
Oct 2007 – Oct 2010 |
2.23%
Jan 2008 – Jan 2013 |
0.08%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart