Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KMM (Deutsche Multi-Market Income T) | NA | 5.40% | 12.31% | 5.93% | 14.49% | 8.57% | 9.59% | … | … |
Data as of 12/17/2018, Common starting date is 01/24/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KMM (Deutsche Multi-Market Income T) | 01/24/1989 | 12/17/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.40 | 12.31 | 5.93 | 14.49 | 8.57 | 9.59 | … | … | 1.92 | 5.56 | 18.61 | -3.45 | -2.28 | -2.38 | 12.76 | 11.52 | 26.25 | 68.35 | -27.07 | -11.15 | 12.01 | 17.80 | 17.46 | 29.77 | -1.26 | 1.08 | 31.20 | 7.18 | 7.81 | 12.47 | 24.39 | 53.07 | 6.79 | 42.67 | 46.59 | 105.92 | 32.93 | 22.20 |
| Sharpe Ratio | NA | -0.02 | 1.34 | 0.56 | 0.97 | NA | NA | … | … | 0.17 | 0.82 | 2.05 | -0.38 | -0.36 | -0.16 | 0.94 | 0.57 | 1.47 | 3.24 | -0.67 | -0.69 | 0.60 | 1.14 | 1.13 | 2.14 | -0.13 | -0.06 | 1.57 | 0.25 | 0.32 | -3.25 | 1.27 | 2.90 | 0.21 | 2.47 | 2.55 | 4.71 | 0.97 | 0.80 |
| Standard Deviation(%) | NA | 4.09 | 6.75 | 7.21 | 13.88 | NA | NA | … | … | 4.04 | 6.02 | 8.94 | 9.11 | 6.39 | 15.26 | 13.65 | 20.06 | 17.81 | 21.10 | 41.88 | 20.76 | 14.52 | 13.69 | 14.67 | 13.62 | 17.57 | 22.80 | 17.31 | 16.14 | 14.03 | 13.12 | 16.28 | 16.98 | 18.09 | 16.34 | 17.18 | 21.57 | 28.36 | 22.77 |
| Draw Down(%) | NA | 2.79 | 4.96 | 16.00 | 27.16 | NA | NA | … | … | 2.79 | 2.96 | 4.96 | 12.85 | 10.79 | 21.94 | 12.49 | 18.77 | 11.24 | 19.44 | 47.74 | 31.38 | 15.57 | 6.55 | 19.27 | 13.46 | 21.63 | 21.17 | 8.87 | 9.59 | 14.27 | 8.49 | 9.10 | 2.67 | 16.03 | 4.49 | 9.03 | 5.05 | 21.30 | 10.43 |
| Yield(%) | 0.00 | 3.80 | 5.89 | 5.66 | 13.81 | 8.30 | 9.42 | … | … | 3.81 | 4.92 | 6.66 | 7.00 | 7.26 | 8.14 | 9.12 | 9.13 | 9.86 | 13.32 | 8.93 | 7.35 | 7.59 | 8.26 | 8.58 | 10.23 | 9.05 | 9.41 | 13.53 | 11.64 | 9.77 | 9.65 | 13.35 | 18.44 | 14.47 | 20.34 | 24.27 | 42.71 | 41.17 | 31.37 |
Data as of 12/17/2018, Common starting date is 01/24/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KMM (Deutsche Multi-Market Income T) |
-13.35%
Nov 2005 – Nov 2008 |
-1.87%
Nov 2003 – Nov 2008 |
4.73%
Feb 2006 – Feb 2016 |
7.66%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KMM (Deutsche Multi-Market Income T) |
63.71%
Oct 1990 – Oct 1993 |
47.74%
Dec 1990 – Dec 1995 |
33.49%
Mar 1989 – Mar 1999 |
26.44%
Mar 1989 – Mar 2004 |
Annualized Rolling Returns Comparison Chart