Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIDVX (DEUTSCHE MID CAP VALUE FUND CLASS A) | NA | -11.24% | 12.03% | 8.04% | 11.07% | 7.48% | NA | … | … |
Data as of 11/11/2022, Common starting date is 08/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIDVX (DEUTSCHE MID CAP VALUE FUND CLASS A) | 08/29/2005 | 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 (%) | 5.47 | -11.24 | 12.03 | 8.04 | 11.07 | 7.48 | NA | … | … | -12.30 | 14.16 | 18.78 | 27.69 | -17.24 | 12.76 | 11.37 | 1.80 | 8.92 | 38.57 | 17.02 | -6.08 | 19.92 | 38.44 | -40.03 | 5.36 | 17.55 | 4.39 |
| Sharpe Ratio | NA | -0.51 | 0.45 | 0.34 | 0.59 | NA | NA | … | … | -0.61 | 0.78 | 0.52 | 2.18 | -1.26 | 1.49 | 0.68 | 0.11 | 0.73 | 2.91 | 1.12 | -0.22 | 1.02 | 1.27 | -1.03 | 0.13 | 1.31 | 0.90 |
| Standard Deviation(%) | NA | 23.92 | 25.52 | 21.54 | 17.99 | NA | NA | … | … | 24.90 | 18.09 | 35.32 | 12.06 | 14.68 | 8.18 | 16.44 | 15.67 | 12.19 | 13.23 | 15.27 | 27.25 | 19.46 | 30.23 | 39.47 | 17.91 | 10.95 | 12.04 |
| Draw Down(%) | NA | 22.17 | 34.74 | 34.74 | 34.74 | NA | NA | … | … | 22.17 | 15.02 | 34.74 | 7.07 | 24.44 | 4.28 | 13.85 | 14.76 | 10.62 | 6.51 | 13.66 | 26.67 | 15.54 | 27.78 | 53.96 | 11.43 | 9.45 | 6.54 |
| Yield(%) | 0.00 | 11.15 | 9.06 | 8.09 | 9.24 | 6.32 | 6.21 | … | … | 0.00 | 14.40 | 4.25 | 8.73 | 14.19 | 3.51 | 6.61 | 6.95 | 4.13 | 0.58 | 1.23 | 0.73 | 1.24 | 1.85 | 1.38 | 6.10 | 2.28 | 0.00 |
Data as of 11/11/2022, Common starting date is 08/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDVX (DEUTSCHE MID CAP VALUE FUND CLASS A) |
-15.42%
Feb 2006 – Feb 2009 |
-2.17%
May 2007 – May 2012 |
5.89%
May 2007 – May 2017 |
6.48%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDVX (DEUTSCHE MID CAP VALUE FUND CLASS A) |
27.81%
Feb 2009 – Feb 2012 |
25.06%
Feb 2009 – Feb 2014 |
14.53%
Feb 2009 – Feb 2019 |
9.08%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart