Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 02/23/2018.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| KDSSX (DEUTSCHE SMALL CAP VALUE FUND CLASS S) | 3.93% | NA | -25.65% | -6.89% | 0.95% | 2.76% | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KDSSX (DEUTSCHE SMALL CAP VALUE FUND CLASS S) | 02/28/2005 | 02/23/2018 |
The return data shown below all have the same latest date: 02/23/2018.
AR inception is since 02/28/2005.
AR inception is since 02/28/2005.
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -25.65 | -6.89 | 0.95 | 2.76 | NA | NA | 3.93 | -31.64 | 9.44 | 17.13 | -7.17 | 0.74 | 34.99 | 16.02 | -10.19 | 19.52 | 30.48 | -29.53 | 2.67 | 24.21 | -1.66 |
| Sharpe Ratio | NA | -0.80 | -0.31 | 0.01 | 0.11 | NA | NA | 0.12 | -1.16 | 0.72 | 0.98 | -0.43 | 0.05 | 2.58 | 1.00 | -0.33 | 0.94 | 0.91 | -0.80 | -0.02 | 1.37 | -0.24 |
| Standard Deviation(%) | NA | 33.04 | 23.41 | 20.36 | 24.87 | NA | NA | 23.31 | 80.42 | 12.34 | 17.26 | 16.68 | 14.76 | 13.54 | 16.06 | 30.60 | 20.71 | 33.29 | 37.80 | 17.49 | 15.35 | 17.45 |
| Draw Down(%) | NA | 34.26 | 34.26 | 34.26 | 53.38 | NA | NA | 56.76 | 33.46 | 5.19 | 14.71 | 16.79 | 13.18 | 6.31 | 13.09 | 30.75 | 18.81 | 34.93 | 46.09 | 13.17 | 13.86 | 11.07 |
| Yield(%) | 0.00 | 7.58 | 5.35 | 14.07 | 8.93 | 7.36 | 5.52 | 9.20 | 0.00 | 7.59 | 0.15 | 8.63 | 10.24 | 53.35 | 3.38 | 2.16 | 0.76 | 0.56 | 1.73 | 10.75 | 7.02 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDSSX (DEUTSCHE SMALL CAP VALUE FUND CLASS S) |
-13.88%
Feb 2006 - Feb 2009 |
-1.19%
May 2007 - May 2012 |
4.33%
Jan 2006 - Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KDSSX (DEUTSCHE SMALL CAP VALUE FUND CLASS S) |
25.93%
Feb 2009 - Feb 2012 |
22.41%
Feb 2009 - Feb 2014 |
7.92%
Apr 2005 - Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart