Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KDCAX (DEUTSCHE LARGE CAP VALUE FUND CLASS A) | NA | 9.27% | -0.80% | 5.41% | 3.13% | 4.65% | 5.59% | 7.18% |
Data as of 02/23/2017, AR inception is 04/11/1988
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KDCAX (DEUTSCHE LARGE CAP VALUE FUND CLASS A) | 04/11/1988 | 02/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.27 | -0.80 | 5.41 | 3.13 | 4.65 | 5.59 | 7.18 | 0.00 | -4.12 | -7.34 | 9.94 | 30.73 | 9.54 | -0.37 | 10.35 | 24.92 | -35.63 | 12.25 | 15.30 | 1.85 | 9.27 | 32.44 | -15.33 | 1.55 | 15.70 | -10.79 | 19.16 | 28.34 | 14.87 | 35.18 | -8.70 | 2.53 | 11.33 | 25.36 | -8.63 | 10.20 | 6.64 |
| Sharpe Ratio | NA | 0.81 | -0.05 | 0.40 | 0.14 | NA | NA | 0.20 | 0.00 | -0.30 | -0.44 | 0.85 | 2.82 | 0.83 | -0.02 | 0.65 | 0.97 | -0.92 | 0.61 | 1.20 | -0.03 | 0.83 | 1.95 | -0.70 | -0.05 | 0.59 | -0.99 | 0.95 | -1.80 | 1.07 | 2.81 | -0.81 | 0.04 | 0.80 | 1.28 | -0.84 | 0.34 | 0.29 |
| Standard Deviation(%) | NA | 11.22 | 14.28 | 13.29 | 20.15 | NA | NA | 16.72 | NA | 14.60 | 16.69 | 11.73 | 10.88 | 11.50 | 20.46 | 15.85 | 25.52 | 39.43 | 15.23 | 10.06 | 10.08 | 10.03 | 16.26 | 23.59 | 15.22 | 19.90 | 14.16 | 16.70 | 14.92 | 10.55 | 11.16 | 14.36 | 11.78 | 11.01 | 16.83 | 16.52 | 13.35 | 14.65 |
| Draw Down(%) | NA | 7.78 | 26.92 | 26.92 | 50.79 | NA | NA | 50.79 | 0.00 | 16.54 | 16.88 | 9.04 | 4.78 | 10.03 | 18.23 | 13.58 | 23.83 | 47.86 | 8.35 | 7.99 | 7.68 | 6.56 | 13.65 | 30.44 | 16.48 | 18.83 | 24.50 | 16.31 | 9.06 | 10.26 | 7.59 | 16.51 | 9.25 | 6.37 | 9.55 | 25.46 | 12.08 | 8.85 |
| Yield(%) | 0.00 | 1.80 | 11.15 | 10.36 | 6.63 | 6.79 | 7.25 | 10.72 | 0.00 | 1.61 | 7.68 | 26.24 | 9.31 | 1.93 | 1.47 | 1.73 | 2.02 | 2.77 | 19.46 | 10.75 | 5.88 | 1.74 | 1.28 | 1.17 | 1.04 | 1.95 | 10.04 | 10.44 | 12.27 | 9.64 | 1.96 | 2.08 | 1.64 | 2.11 | 2.73 | 2.26 | 2.82 | 1.40 |
Data as of 02/23/2017, AR inception is 04/11/1988
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDCAX (DEUTSCHE LARGE CAP VALUE FUND CLASS A) |
-11.62%
Feb 2006 - Feb 2009 |
-4.94%
Feb 2004 - Feb 2009 |
-0.34%
Feb 1999 - Feb 2009 |
4.31%
Jun 2001 - Jun 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDCAX (DEUTSCHE LARGE CAP VALUE FUND CLASS A) |
27.53%
Mar 1995 - Mar 1998 |
19.42%
Jun 1994 - Jun 1999 |
12.46%
May 1988 - May 1998 |
10.38%
Sep 1990 - Sep 2005 |
Annualized Rolling Returns Comparison Chart