Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SELEX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS C) | NA | 3.73% | -0.87% | 0.51% | 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 |
|---|---|---|
| SELEX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS C) | 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 (%) | -2.76 | 3.73 | -0.87 | 0.51 | NA | NA | NA | … | … | 1.93 | 4.17 | -7.22 | 2.80 | -0.12 | 7.81 | -2.04 | 10.40 | 22.39 | 0.10 |
| Sharpe Ratio | NA | 0.75 | -0.21 | 0.09 | NA | NA | NA | … | … | 0.37 | 0.68 | -1.28 | 0.69 | -0.04 | 1.99 | -0.26 | 1.44 | 1.92 | 0.01 |
| Standard Deviation(%) | NA | 4.24 | 5.37 | 4.81 | NA | NA | NA | … | … | 4.22 | 5.80 | 5.68 | 4.02 | 4.02 | 3.94 | 7.97 | 7.16 | 11.64 | 23.95 |
| Draw Down(%) | NA | 3.38 | 12.46 | 13.65 | NA | NA | NA | … | … | 3.38 | 4.87 | 9.60 | 4.83 | 6.46 | 3.68 | 9.62 | 5.17 | 11.19 | 11.61 |
| Yield(%) | 0.00 | 2.15 | 1.96 | 1.80 | 2.33 | 1.55 | 1.17 | … | … | 0.00 | 2.21 | 1.80 | 2.28 | 1.12 | 1.98 | 3.03 | 1.33 | 2.04 | 4.65 |
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 |
|---|---|---|---|---|
| SELEX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS C) |
-2.34%
Jan 2013 – Jan 2016 |
-0.41%
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 |
|---|---|---|---|---|
| SELEX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS C) |
14.01%
Feb 2009 – Feb 2012 |
9.38%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart