Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DDMSX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS S) | NA | -3.27% | -2.91% | -1.35% | -0.11% | NA | NA | … | … |
Data as of 02/23/2017, Common starting date is 10/18/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DDMSX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS S) | 10/18/2006 | 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 | -3.27 | -2.91 | -1.35 | -0.11 | NA | NA | … | … | 0.00 | -6.01 | 0.00 | -2.41 | 2.83 | 0.74 | 0.74 | 2.70 | -1.65 | 6.96 | -3.66 | -1.87 |
| Sharpe Ratio | NA | -1.07 | -0.93 | -0.39 | -0.10 | NA | NA | … | … | 0.00 | -1.77 | -0.01 | -0.80 | 0.87 | 0.14 | 0.15 | 0.64 | -0.29 | 0.77 | -1.11 | -2.68 |
| Standard Deviation(%) | NA | 3.26 | 3.23 | 3.63 | 4.90 | NA | NA | … | … | NA | 3.49 | 3.44 | 3.03 | 3.21 | 4.95 | 4.92 | 4.05 | 6.06 | 7.83 | 6.03 | 4.68 |
| Draw Down(%) | NA | 4.12 | 9.50 | 9.81 | 9.81 | NA | NA | … | … | 0.00 | 6.94 | 1.98 | 3.65 | 2.85 | 3.62 | 4.01 | 3.68 | 6.40 | 8.02 | 7.79 | 2.84 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.27 | 1.85 | 1.28 | 0.96 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 11.47 | 0.00 | 0.00 | 0.87 | 0.90 | 3.92 | 2.01 | 1.13 |
Data as of 02/23/2017, Common starting date is 10/18/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDMSX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS S) |
-2.99%
Jan 2014 – Jan 2017 |
-1.26%
Jun 2011 – Jun 2016 |
-0.14%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DDMSX (DEUTSCHE DIVERSIFIED MARKET NEUTRAL FUND CLASS S) |
3.52%
Oct 2007 – Oct 2010 |
2.09%
Jan 2008 – Jan 2013 |
-0.04%
Dec 2006 – Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart