Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIDQX (DEUTSCHE MID CAP VALUE FUND CLASS R) | NA | -11.48% | 11.68% | 7.73% | 10.77% | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 03/03/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIDQX (DEUTSCHE MID CAP VALUE FUND CLASS R) | 03/03/2011 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.49 | -11.48 | 11.68 | 7.73 | 10.77 | NA | NA | … | … | -12.51 | 14.11 | 18.41 | 27.48 | -17.51 | 12.48 | 11.12 | 1.55 | 8.63 | 38.26 | 16.38 | -12.03 |
| Sharpe Ratio | NA | -0.52 | 0.44 | 0.32 | 0.57 | NA | NA | … | … | -0.62 | 0.79 | 0.51 | 2.18 | -1.29 | 1.45 | 0.66 | 0.10 | 0.71 | 2.87 | 1.08 | -0.49 |
| Standard Deviation(%) | NA | 23.94 | 25.56 | 21.56 | 18.01 | NA | NA | … | … | 24.93 | 17.82 | 35.39 | 11.97 | 14.66 | 8.18 | 16.41 | 15.69 | 12.17 | 13.31 | 15.25 | 29.21 |
| Draw Down(%) | NA | 22.38 | 34.76 | 34.76 | 34.76 | NA | NA | … | … | 22.38 | 14.76 | 34.76 | 7.14 | 24.59 | 4.34 | 13.86 | 14.81 | 10.65 | 6.56 | 13.65 | 26.75 |
| Yield(%) | 0.00 | 10.86 | 8.74 | 7.84 | 8.89 | 5.81 | 4.36 | … | … | 0.00 | 13.97 | 3.96 | 8.42 | 13.98 | 3.23 | 6.29 | 6.87 | 4.11 | 0.25 | 0.87 | 0.42 |
Data as of 11/11/2022, Common starting date is 03/03/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDQX (DEUTSCHE MID CAP VALUE FUND CLASS R) |
-2.68%
Mar 2017 – Mar 2020 |
0.41%
Mar 2015 – Mar 2020 |
9.37%
Sep 2012 – Sep 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDQX (DEUTSCHE MID CAP VALUE FUND CLASS R) |
24.64%
Dec 2018 – Dec 2021 |
15.85%
Sep 2011 – Sep 2016 |
13.59%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart