Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIDIX (DEUTSCHE MID CAP VALUE FUND INSTITUTIONAL CLASS) | NA | -10.93% | 12.37% | 8.36% | 11.38% | 7.79% | NA | … | … |
Data as of 11/11/2022, Common starting date is 08/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIDIX (DEUTSCHE MID CAP VALUE FUND INSTITUTIONAL CLASS) | 08/26/2005 | 11/11/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.53 | -10.93 | 12.37 | 8.36 | 11.38 | 7.79 | NA | … | … | -12.03 | 14.07 | 19.10 | 28.17 | -17.06 | 13.03 | 11.67 | 2.12 | 9.13 | 38.98 | 17.37 | -5.79 | 19.91 | 39.07 | -39.82 | 5.82 | 18.02 | 5.03 |
| Sharpe Ratio | NA | -0.50 | 0.47 | 0.35 | 0.60 | NA | NA | … | … | -0.60 | 0.77 | 0.53 | 2.23 | -1.25 | 1.52 | 0.69 | 0.13 | 0.75 | 2.94 | 1.15 | -0.21 | 1.02 | 1.29 | -1.03 | 0.20 | 1.35 | 0.94 |
| Standard Deviation(%) | NA | 24.03 | 25.57 | 21.57 | 18.03 | NA | NA | … | … | 25.02 | 18.31 | 35.37 | 12.01 | 14.65 | 8.19 | 16.48 | 15.83 | 12.16 | 13.26 | 15.24 | 27.19 | 19.44 | 30.31 | 39.43 | 14.10 | 10.92 | 13.59 |
| Draw Down(%) | NA | 22.01 | 34.68 | 34.68 | 34.68 | NA | NA | … | … | 22.01 | 15.23 | 34.68 | 7.08 | 24.22 | 4.28 | 13.87 | 14.66 | 10.61 | 6.44 | 13.51 | 26.49 | 15.74 | 27.64 | 53.87 | 11.40 | 9.34 | 6.54 |
| Yield(%) | 0.00 | 11.45 | 9.40 | 8.36 | 9.63 | 6.63 | 6.60 | … | … | 0.00 | 14.82 | 4.61 | 9.07 | 14.43 | 3.82 | 6.90 | 7.22 | 4.40 | 0.91 | 1.66 | 1.09 | 1.38 | 2.32 | 1.63 | 6.84 | 2.74 | 0.00 |
Data as of 11/11/2022, Common starting date is 08/26/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDIX (DEUTSCHE MID CAP VALUE FUND INSTITUTIONAL CLASS) |
-15.20%
Feb 2006 – Feb 2009 |
-1.90%
May 2007 – May 2012 |
6.19%
May 2007 – May 2017 |
6.77%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDIX (DEUTSCHE MID CAP VALUE FUND INSTITUTIONAL CLASS) |
28.06%
Feb 2009 – Feb 2012 |
25.37%
Feb 2009 – Feb 2014 |
14.83%
Feb 2009 – Feb 2019 |
9.39%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart