Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SELAX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS A) | NA | 3.83% | -0.33% | 1.13% | NA | NA | NA | … | … |
Data as of 11/17/2017, Common starting date is 10/10/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SELAX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS A) | 10/10/2008 | 11/17/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.38 | 3.83 | -0.33 | 1.13 | NA | NA | NA | … | … | 2.03 | 4.97 | -6.59 | 3.52 | 0.72 | 8.56 | -1.29 | 11.02 | 23.33 | 0.20 |
| Sharpe Ratio | NA | 0.68 | -0.11 | 0.22 | NA | NA | NA | … | … | 0.35 | 0.81 | -1.17 | 0.86 | 0.17 | 2.21 | -0.16 | 1.53 | 2.01 | 0.03 |
| Standard Deviation(%) | NA | 4.80 | 5.56 | 4.96 | NA | NA | NA | … | … | 4.80 | 5.87 | 5.68 | 4.07 | 4.07 | 3.89 | 8.03 | 7.14 | 11.54 | 23.96 |
| Draw Down(%) | NA | 3.91 | 11.70 | 12.74 | NA | NA | NA | … | … | 3.91 | 4.67 | 9.15 | 4.64 | 6.36 | 3.41 | 9.34 | 5.25 | 10.97 | 11.61 |
| Yield(%) | 0.00 | 2.91 | 2.67 | 2.53 | 3.08 | 2.05 | 1.54 | … | … | 0.00 | 3.01 | 2.53 | 3.08 | 1.87 | 2.83 | 3.78 | 1.96 | 2.97 | 4.85 |
Data as of 11/17/2017, Common starting date is 10/10/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SELAX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS A) |
-1.61%
Jan 2013 – Jan 2016 |
0.35%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SELAX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS A) |
14.76%
Feb 2009 – Feb 2012 |
10.15%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart