Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KUSIX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND INSTITUTIONAL CLASS) | NA | -1.23% | 1.05% | 0.86% | 3.74% | 3.75% | 4.58% | … | … |
Data as of 06/05/2017, Common starting date is 07/17/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KUSIX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND INSTITUTIONAL CLASS) | 07/17/1995 | 06/05/2017 |
| 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 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.99 | -1.23 | 1.05 | 0.86 | 3.74 | 3.75 | 4.58 | … | … | -0.53 | 1.31 | 0.23 | 6.35 | -4.31 | 2.61 | 7.28 | 7.17 | 7.97 | 5.04 | 5.92 | 4.32 | 2.57 | 3.81 | 2.19 | 8.45 | 7.58 | 10.66 | 0.58 | 7.25 | 9.34 | 3.52 | 5.09 |
| Sharpe Ratio | NA | -0.50 | 0.36 | 0.20 | 0.87 | NA | NA | … | … | -0.42 | 0.54 | 0.09 | 2.59 | -0.65 | 1.11 | 2.32 | 2.18 | 2.29 | 0.64 | 0.87 | 0.37 | 0.18 | 1.01 | 0.49 | 2.92 | 1.61 | 1.82 | -0.65 | 1.60 | -15.92 | 0.01 | 1.96 |
| Standard Deviation(%) | NA | 3.14 | 2.52 | 3.76 | 3.93 | NA | NA | … | … | 4.10 | 2.04 | 2.31 | 2.44 | 6.64 | 2.32 | 3.13 | 3.24 | 3.44 | 6.38 | 3.35 | 2.81 | 2.24 | 2.84 | 3.04 | 2.52 | 3.31 | 3.65 | 4.06 | 2.46 | 2.87 | 4.62 | 3.93 |
| Draw Down(%) | NA | 3.05 | 3.05 | 7.04 | 7.04 | NA | NA | … | … | 2.12 | 3.05 | 1.10 | 0.85 | 7.04 | 1.16 | 1.94 | 2.63 | 2.10 | 4.91 | 2.54 | 2.25 | 1.62 | 2.99 | 2.18 | 1.50 | 2.53 | 2.42 | 3.44 | 1.45 | 1.55 | 4.40 | 1.83 |
| Yield(%) | 0.00 | 3.47 | 3.30 | 3.44 | 4.49 | 4.37 | 4.99 | … | … | 1.73 | 2.93 | 3.37 | 3.53 | 3.85 | 4.88 | 4.60 | 5.30 | 5.34 | 5.11 | 5.23 | 4.99 | 4.25 | 4.19 | 4.07 | 5.68 | 6.41 | 7.09 | 6.69 | 6.80 | 7.42 | 7.81 | 3.73 |
Data as of 06/05/2017, Common starting date is 07/17/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KUSIX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND INSTITUTIONAL CLASS) |
0.66%
Dec 2012 – Dec 2015 |
1.17%
Jan 2012 – Jan 2017 |
3.78%
Mar 2007 – Mar 2017 |
3.88%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KUSIX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND INSTITUTIONAL CLASS) |
9.32%
Jan 2000 – Jan 2003 |
7.68%
Aug 1996 – Aug 2001 |
6.23%
May 2000 – May 2010 |
6.15%
Aug 1996 – Aug 2011 |
Annualized Rolling Returns Comparison Chart