Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KUSMX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND CLASS S) | NA | -1.30% | 0.92% | 0.76% | 3.65% | NA | NA | … | … |
Data as of 06/05/2017, Common starting date is 08/23/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KUSMX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND CLASS S) | 08/23/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.92 | -1.30 | 0.92 | 0.76 | 3.65 | NA | NA | … | … | -0.64 | 1.28 | -0.03 | 6.29 | -4.27 | 2.48 | 7.18 | 6.99 | 7.93 | 5.03 | 5.94 | 4.08 | 0.80 |
| Sharpe Ratio | NA | -0.52 | 0.30 | 0.17 | 0.85 | NA | NA | … | … | -0.48 | 0.51 | -0.02 | 2.51 | -0.65 | 1.09 | 2.27 | 2.19 | 2.31 | 0.64 | 0.91 | 0.27 | -0.12 |
| Standard Deviation(%) | NA | 3.18 | 2.55 | 3.76 | 3.91 | NA | NA | … | … | 4.15 | 2.10 | 2.35 | 2.49 | 6.63 | 2.24 | 3.16 | 3.16 | 3.40 | 6.37 | 3.23 | 2.93 | 2.37 |
| Draw Down(%) | NA | 3.07 | 3.07 | 7.10 | 7.10 | NA | NA | … | … | 2.17 | 3.07 | 1.12 | 0.85 | 7.10 | 1.17 | 2.05 | 2.73 | 2.09 | 4.90 | 2.55 | 2.20 | 1.62 |
| Yield(%) | 0.00 | 3.33 | 3.18 | 3.34 | 4.38 | 3.42 | 2.56 | … | … | 1.68 | 2.78 | 3.23 | 3.48 | 3.75 | 4.74 | 4.52 | 5.03 | 5.31 | 5.10 | 5.14 | 4.98 | 1.83 |
Data as of 06/05/2017, Common starting date is 08/23/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KUSMX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND CLASS S) |
0.57%
Dec 2012 – Dec 2015 |
1.06%
Jan 2012 – Jan 2017 |
3.70%
Mar 2007 – Mar 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KUSMX (DEUTSCHE STRATEGIC GOVERNMENT SECURITIES FUND CLASS S) |
8.58%
Oct 2008 – Oct 2011 |
6.94%
Jun 2006 – Jun 2011 |
4.41%
Jun 2006 – Jun 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart