Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIDUX (DEUTSCHE MID CAP VALUE FUND CLASS R6) | NA | -10.92% | 12.42% | 8.58% | NA | NA | NA | … | … |
Data as of 11/11/2022, Common starting date is 08/29/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIDUX (DEUTSCHE MID CAP VALUE FUND CLASS R6) | 08/29/2014 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.48 | -10.92 | 12.42 | 8.58 | NA | NA | NA | … | … | -12.01 | 14.04 | 19.24 | 20.03 | -31.35 | 13.10 | 11.79 | 2.07 | 0.18 |
| Sharpe Ratio | NA | -0.50 | 0.47 | 0.36 | NA | NA | NA | … | … | -0.60 | 0.76 | 0.53 | 1.34 | -1.30 | 1.54 | 0.70 | 0.13 | 0.04 |
| Standard Deviation(%) | NA | 23.92 | 25.54 | 21.54 | NA | NA | NA | … | … | 24.89 | 18.36 | 35.38 | 14.03 | 25.18 | 8.14 | 16.42 | 15.68 | 14.05 |
| Draw Down(%) | NA | 22.02 | 34.68 | 34.68 | NA | NA | NA | … | … | 22.02 | 15.31 | 34.68 | 7.21 | 37.35 | 4.24 | 13.82 | 14.68 | 10.56 |
| Yield(%) | 0.00 | 11.50 | 9.46 | 8.55 | 6.16 | 4.11 | 3.08 | … | … | 0.00 | 14.89 | 4.71 | 9.97 | 14.53 | 3.95 | 7.01 | 7.23 | 3.94 |
Data as of 11/11/2022, Common starting date is 08/29/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDUX (DEUTSCHE MID CAP VALUE FUND CLASS R6) |
-1.87%
Mar 2017 – Mar 2020 |
1.14%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDUX (DEUTSCHE MID CAP VALUE FUND CLASS R6) |
25.73%
Dec 2018 – Dec 2021 |
14.22%
Oct 2016 – Oct 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart