Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| KUSAX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND CLASS A) | NA | 0.48% | 1.46% | 1.01% | 3.61% | 3.52% | 3.37% | 3.25% |
Data as of 06/05/2017, AR inception is 05/31/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KUSAX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND CLASS A) | 05/31/1996 | 06/05/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.48 | 1.46 | 1.01 | 3.61 | 3.52 | 3.37 | 3.25 | -0.25 | -1.62 | -3.13 | 2.60 | -7.96 | -2.33 | 2.62 | 1.74 | 2.50 | -0.24 | 0.60 | -1.06 | -1.74 | -0.46 | -1.81 | 2.56 | 0.94 | 3.27 | -6.14 | 0.23 | 1.50 | 0.70 |
| Sharpe Ratio | NA | -8.50 | -10.48 | -6.59 | -5.21 | NA | NA | -4.51 | -8.27 | -16.52 | -8.64 | -6.09 | -3.88 | -8.09 | -4.66 | -4.98 | -4.01 | -2.96 | -6.18 | -7.47 | -9.01 | -6.35 | -6.64 | -4.60 | -5.41 | -16.51 | 4.46 | 10.25 | -12.47 | 1.99 |
| Standard Deviation(%) | NA | 2.53 | 2.41 | 3.80 | 4.09 | NA | NA | 3.79 | 2.84 | 2.16 | 2.51 | 2.62 | 6.83 | 2.60 | 3.41 | 3.38 | 4.02 | 6.66 | 3.48 | 3.15 | 2.53 | 3.16 | 3.18 | 3.74 | 3.82 | 3.96 | 4.22 | 3.27 | 3.61 | 4.11 |
| Draw Down(%) | NA | 3.81 | 6.24 | 12.63 | 13.50 | NA | NA | 13.50 | 1.51 | 3.81 | 3.37 | 0.97 | 8.85 | 2.99 | 2.27 | 3.67 | 2.71 | 6.05 | 3.55 | 4.57 | 3.57 | 3.77 | 3.39 | 2.18 | 3.51 | 3.00 | 6.48 | 2.78 | 2.85 | 2.41 |
| Yield(%) | 0.00 | 3.18 | 3.04 | 3.20 | 4.13 | 4.02 | 3.72 | 3.57 | 1.62 | 2.63 | 3.08 | 3.33 | 3.61 | 4.61 | 4.32 | 3.95 | 5.18 | 4.96 | 4.99 | 4.78 | 3.77 | 4.00 | 3.80 | 4.00 | 6.13 | 6.80 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/05/2017, AR inception is 05/31/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KUSAX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND CLASS A) |
-2.01%
Jan 1997 - Jan 2000 |
0.91%
Jan 2012 - Jan 2017 |
2.63%
Jun 1996 - Jun 2006 |
3.47%
Feb 2002 - Feb 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KUSAX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND CLASS A) |
8.55%
Jan 2000 - Jan 2003 |
6.58%
Jun 2006 - Jun 2011 |
5.72%
May 2000 - May 2010 |
4.75%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart