Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KDSAX (DEUTSCHE SMALL CAP VALUE FUND CLASS A) | NA | -26.25% | -7.30% | 0.60% | 2.50% | 8.13% | 4.89% | 6.80% |
Data as of 02/23/2018, AR inception is 12/28/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KDSAX (DEUTSCHE SMALL CAP VALUE FUND CLASS A) | 12/28/1992 | 02/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -26.25 | -7.30 | 0.60 | 2.50 | 8.13 | 4.89 | 6.80 | -32.05 | 9.18 | 16.79 | -7.40 | 0.50 | 34.80 | 15.79 | -10.31 | 19.35 | 30.25 | -29.62 | 2.48 | 23.84 | 9.71 | 25.31 | 42.48 | -10.69 | 14.32 | -2.47 | 0.65 | -12.82 | 20.15 | 29.01 | 33.64 | -3.38 | -2.01 | -1.61 |
| Sharpe Ratio | NA | -0.80 | -0.32 | 0.00 | 0.10 | NA | NA | 0.26 | -1.15 | 0.69 | 0.96 | -0.45 | 0.03 | 2.57 | 0.99 | -0.34 | 0.93 | 0.91 | -0.81 | -0.03 | 1.34 | 0.55 | 1.93 | 2.98 | -0.57 | 0.64 | -0.33 | -0.24 | -0.87 | 1.37 | 2.53 | 2.31 | -0.55 | -0.40 | -2.24 |
| Standard Deviation(%) | NA | 33.58 | 23.66 | 20.52 | 24.94 | NA | NA | 19.61 | 81.93 | 12.35 | 17.22 | 16.66 | 14.75 | 13.51 | 16.06 | 30.72 | 20.79 | 33.23 | 37.80 | 17.48 | 15.38 | 13.66 | 12.63 | 14.02 | 20.68 | 19.02 | 19.77 | 10.76 | 18.65 | 12.06 | 10.01 | 12.88 | 11.54 | 10.09 | 34.26 |
| Draw Down(%) | NA | 34.68 | 34.68 | 34.68 | 53.43 | NA | NA | 56.88 | 33.87 | 5.28 | 14.71 | 16.84 | 13.24 | 6.31 | 13.13 | 30.79 | 18.82 | 34.92 | 46.13 | 13.17 | 13.86 | 8.97 | 9.10 | 10.84 | 33.02 | 19.62 | 11.87 | 14.80 | 39.54 | 10.34 | 11.91 | 11.72 | 15.05 | 7.36 | 2.98 |
| Yield(%) | 0.00 | 7.37 | 5.15 | 14.02 | 8.82 | 15.02 | 9.04 | 13.91 | 0.00 | 7.38 | 0.00 | 8.36 | 10.36 | 53.51 | 3.19 | 1.80 | 0.60 | 0.35 | 1.61 | 10.68 | 7.60 | 10.45 | 0.00 | 0.88 | 0.43 | 0.00 | 0.00 | 0.00 | 0.00 | 3.88 | 2.98 | 0.00 | 0.00 | 0.52 | 0.26 |
Data as of 02/23/2018, AR inception is 12/28/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDSAX (DEUTSCHE SMALL CAP VALUE FUND CLASS A) |
-14.07%
Feb 2006 - Feb 2009 |
-5.50%
Mar 1998 - Mar 2003 |
4.13%
Jan 2006 - Jan 2016 |
5.66%
Sep 1997 - Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDSAX (DEUTSCHE SMALL CAP VALUE FUND CLASS A) |
33.47%
Mar 2003 - Mar 2006 |
22.23%
Feb 2009 - Feb 2014 |
12.95%
Mar 2003 - Mar 2013 |
10.76%
Nov 2002 - Nov 2017 |
Annualized Rolling Returns Comparison Chart