Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIDTX (DEUTSCHE MID CAP VALUE FUND CLASS S) | NA | -10.96% | 12.32% | 8.32% | 11.36% | 7.77% | NA | … | … |
Data as of 11/11/2022, Common starting date is 08/26/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIDTX (DEUTSCHE MID CAP VALUE FUND CLASS S) | 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 (%) | 5.54 | -10.96 | 12.32 | 8.32 | 11.36 | 7.77 | NA | … | … | -12.04 | 14.08 | 19.08 | 28.01 | -17.01 | 13.01 | 11.64 | 2.07 | 9.13 | 38.98 | 17.34 | -5.90 | 20.24 | 38.92 | -39.75 | 5.73 | 17.85 | 4.93 |
| Sharpe Ratio | NA | -0.50 | 0.46 | 0.35 | 0.60 | NA | NA | … | … | -0.60 | 0.77 | 0.53 | 2.21 | -1.25 | 1.53 | 0.69 | 0.13 | 0.75 | 2.93 | 1.14 | -0.22 | 1.04 | 1.28 | -1.03 | 0.19 | 1.33 | 0.91 |
| Standard Deviation(%) | NA | 23.90 | 25.55 | 21.56 | 18.01 | NA | NA | … | … | 24.87 | 18.27 | 35.42 | 12.02 | 14.69 | 8.14 | 16.47 | 15.68 | 12.20 | 13.28 | 15.27 | 27.25 | 19.42 | 30.34 | 39.51 | 14.03 | 10.97 | 13.64 |
| Draw Down(%) | NA | 22.03 | 34.70 | 34.70 | 34.70 | NA | NA | … | … | 22.03 | 15.21 | 34.70 | 7.08 | 24.25 | 4.23 | 13.88 | 14.71 | 10.56 | 6.44 | 13.52 | 26.59 | 15.47 | 27.54 | 53.92 | 11.35 | 9.37 | 6.54 |
| Yield(%) | 0.00 | 11.40 | 9.36 | 8.34 | 9.61 | 6.62 | 6.57 | … | … | 0.00 | 14.75 | 4.58 | 9.08 | 14.43 | 3.80 | 6.87 | 7.22 | 4.40 | 0.91 | 1.52 | 0.99 | 1.65 | 2.32 | 1.60 | 6.84 | 2.56 | 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 |
|---|---|---|---|---|
| MIDTX (DEUTSCHE MID CAP VALUE FUND CLASS S) |
-15.18%
Feb 2006 – Feb 2009 |
-1.87%
May 2007 – May 2012 |
6.20%
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 |
|---|---|---|---|---|
| MIDTX (DEUTSCHE MID CAP VALUE FUND CLASS S) |
28.09%
Feb 2009 – Feb 2012 |
25.37%
Feb 2009 – Feb 2014 |
14.82%
Feb 2009 – Feb 2019 |
9.38%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart