Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REFAX (DEUTSCHE REAL ESTATE SECURITIES INCOME FUND CLASS A) | NA | 10.95% | 5.45% | 4.25% | 2.10% | 1.40% | NA | … | … |
Data as of 02/23/2017, Common starting date is 06/05/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REFAX (DEUTSCHE REAL ESTATE SECURITIES INCOME FUND CLASS A) | 06/05/2000 | 02/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.95 | 5.45 | 4.25 | 2.10 | 1.40 | NA | … | … | 0.21 | 9.49 | -4.32 | 19.87 | -0.64 | 30.09 | 31.23 | -39.95 | -15.70 | 38.01 | 16.86 | 37.52 | 38.63 | -1.28 | 8.23 | 17.67 |
| Sharpe Ratio | NA | 0.94 | 0.50 | 0.32 | 0.11 | NA | NA | … | … | 0.13 | 0.74 | -0.36 | 2.45 | -0.10 | 1.13 | 0.48 | -0.54 | -0.74 | 2.42 | 0.97 | 2.25 | 3.21 | -0.16 | 0.54 | 2.51 |
| Standard Deviation(%) | NA | 11.34 | 11.06 | 11.20 | 11.23 | NA | NA | … | … | 8.44 | 12.53 | 12.02 | 8.11 | 12.82 | 26.60 | 65.47 | 74.87 | 25.28 | 14.43 | 15.14 | 16.27 | 11.83 | 14.72 | 11.05 | 11.37 |
| Draw Down(%) | NA | 12.97 | 14.86 | 14.86 | 14.86 | NA | NA | … | … | 2.57 | 12.97 | 14.61 | 5.58 | 9.22 | 16.55 | 41.41 | 64.37 | 27.99 | 8.14 | 10.63 | 16.24 | 7.18 | 21.63 | 13.96 | 7.42 |
| Yield(%) | 0.00 | 4.01 | 7.39 | 4.81 | 2.40 | 1.60 | 1.22 | … | … | 0.00 | 3.99 | 7.91 | 11.43 | 0.99 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/23/2017, Common starting date is 06/05/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REFAX (DEUTSCHE REAL ESTATE SECURITIES INCOME FUND CLASS A) |
5.23%
Oct 2013 – Oct 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REFAX (DEUTSCHE REAL ESTATE SECURITIES INCOME FUND CLASS A) |
7.94%
Sep 2013 – Sep 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart