Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIDZX (DEUTSCHE MID CAP VALUE FUND CLASS C) | NA | -11.89% | 11.18% | 7.22% | 10.24% | 6.69% | NA | … | … |
Data as of 11/11/2022, Common starting date is 08/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIDZX (DEUTSCHE MID CAP VALUE FUND CLASS C) | 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 (%) | 5.48 | -11.89 | 11.18 | 7.22 | 10.24 | 6.69 | NA | … | … | -12.85 | 13.26 | 17.91 | 26.77 | -17.83 | 11.85 | 10.56 | 1.05 | 8.09 | 37.60 | 16.07 | -6.77 | 19.00 | 37.47 | -40.40 | 4.72 | 16.85 | 4.19 |
| Sharpe Ratio | NA | -0.54 | 0.42 | 0.30 | 0.54 | NA | NA | … | … | -0.63 | 0.73 | 0.50 | 2.10 | -1.31 | 1.38 | 0.63 | 0.06 | 0.66 | 2.83 | 1.06 | -0.25 | 0.98 | 1.23 | -1.04 | 0.12 | 1.25 | 0.86 |
| Standard Deviation(%) | NA | 24.03 | 25.59 | 21.58 | 18.04 | NA | NA | … | … | 25.02 | 18.09 | 35.39 | 12.05 | 14.64 | 8.18 | 16.45 | 15.82 | 12.21 | 13.28 | 15.25 | 27.23 | 19.35 | 30.31 | 39.44 | 14.03 | 10.93 | 11.91 |
| Draw Down(%) | NA | 22.65 | 34.80 | 34.80 | 34.80 | NA | NA | … | … | 22.65 | 15.02 | 34.80 | 7.22 | 24.92 | 4.49 | 13.95 | 14.94 | 10.66 | 6.53 | 13.71 | 26.92 | 15.64 | 27.68 | 54.11 | 11.42 | 9.49 | 6.55 |
| Yield(%) | 0.00 | 11.09 | 8.61 | 7.69 | 8.53 | 5.70 | 5.54 | … | … | 0.00 | 14.22 | 3.49 | 8.15 | 13.88 | 2.95 | 5.88 | 6.97 | 4.14 | 0.00 | 0.37 | 0.08 | 0.45 | 0.93 | 0.98 | 5.75 | 1.44 | 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 |
|---|---|---|---|---|
| MIDZX (DEUTSCHE MID CAP VALUE FUND CLASS C) |
-15.94%
Feb 2006 – Feb 2009 |
-2.86%
May 2007 – May 2012 |
5.13%
May 2007 – May 2017 |
5.69%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDZX (DEUTSCHE MID CAP VALUE FUND CLASS C) |
26.80%
Feb 2009 – Feb 2012 |
24.11%
Feb 2009 – Feb 2014 |
13.67%
Feb 2009 – Feb 2019 |
8.28%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison Chart