Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KDCIX (DEUTSCHE LARGE CAP VALUE FUND INSTITUTIONAL CLASS) | NA | 8.68% | -0.77% | 5.54% | 3.40% | 4.98% | NA | … | … |
Data as of 02/23/2017, Common starting date is 06/22/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KDCIX (DEUTSCHE LARGE CAP VALUE FUND INSTITUTIONAL CLASS) | 06/22/2000 | 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.96 | 8.68 | -0.77 | 5.54 | 3.40 | 4.98 | NA | … | … | -0.96 | -3.71 | -7.03 | 10.32 | 31.07 | 9.92 | -0.03 | 10.74 | 25.35 | -35.33 | 12.75 | 15.93 | 2.28 | 9.65 | 32.91 | -14.91 | 2.14 | 21.88 |
| Sharpe Ratio | NA | 0.75 | -0.05 | 0.41 | 0.15 | NA | NA | … | … | -2.71 | -0.27 | -0.42 | 0.88 | 2.85 | 0.86 | 0.00 | 0.67 | 0.99 | -0.92 | 0.63 | 1.25 | 0.00 | 0.87 | 1.99 | -0.68 | -0.02 | 2.88 |
| Standard Deviation(%) | NA | 11.24 | 14.20 | 13.21 | 20.00 | NA | NA | … | … | 2.56 | 14.61 | 16.72 | 11.70 | 10.88 | 11.56 | 20.49 | 15.84 | 25.55 | 39.51 | 15.26 | 10.04 | 10.11 | 9.97 | 16.18 | 23.61 | 15.24 | 14.44 |
| Draw Down(%) | NA | 7.57 | 26.76 | 26.76 | 50.64 | NA | NA | … | … | 0.96 | 16.53 | 16.77 | 9.01 | 4.77 | 9.92 | 18.15 | 13.49 | 23.80 | 47.77 | 8.30 | 7.98 | 7.67 | 6.45 | 13.62 | 30.26 | 16.47 | 5.82 |
| Yield(%) | 0.00 | 2.13 | 11.41 | 10.67 | 6.90 | 7.16 | 6.72 | … | … | 0.00 | 1.90 | 7.99 | 26.56 | 9.67 | 2.30 | 1.80 | 2.09 | 2.49 | 3.14 | 19.87 | 11.37 | 6.26 | 2.14 | 1.80 | 1.59 | 1.61 | 1.85 |
Data as of 02/23/2017, Common starting date is 06/22/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDCIX (DEUTSCHE LARGE CAP VALUE FUND INSTITUTIONAL CLASS) |
-11.18%
Feb 2006 – Feb 2009 |
-4.53%
Feb 2004 – Feb 2009 |
3.59%
Jan 2007 – Jan 2017 |
4.71%
Jun 2001 – Jun 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDCIX (DEUTSCHE LARGE CAP VALUE FUND INSTITUTIONAL CLASS) |
20.19%
Feb 2009 – Feb 2012 |
18.59%
Feb 2009 – Feb 2014 |
8.39%
Mar 2003 – Mar 2013 |
7.94%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison Chart