Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DMFJX (DEUTSCHE U.S. MULTI-FACTOR FUND INSTITUTIONAL CLASS) | NA | 27.40% | NA | NA | NA | NA | NA | … | … |
Data as of 12/19/2019, Common starting date is 05/02/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DMFJX (DEUTSCHE U.S. MULTI-FACTOR FUND INSTITUTIONAL CLASS) | 05/02/2017 | 12/19/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.40 | 27.40 | NA | NA | NA | NA | NA | … | … | 27.66 | -8.98 | 11.80 |
| Sharpe Ratio | NA | 2.06 | NA | NA | NA | NA | NA | … | … | 2.35 | -0.68 | 2.39 |
| Standard Deviation(%) | NA | 12.63 | NA | NA | NA | NA | NA | … | … | 11.53 | 15.15 | 7.33 |
| Draw Down(%) | NA | 5.76 | NA | NA | NA | NA | NA | … | … | 5.44 | 19.85 | 2.81 |
| Yield(%) | 0.00 | 1.32 | 1.53 | 0.92 | 0.46 | 0.31 | 0.23 | … | … | 1.33 | 2.05 | 0.99 |
Data as of 12/19/2019, Common starting date is 05/02/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMFJX (DEUTSCHE U.S. MULTI-FACTOR FUND INSTITUTIONAL CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DMFJX (DEUTSCHE U.S. MULTI-FACTOR FUND INSTITUTIONAL CLASS) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart