Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SELIX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND INSTITUTIONAL CLASS) | NA | -22.15% | -9.30% | -4.30% | 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 |
|---|---|---|
| SELIX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND INSTITUTIONAL CLASS) | 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 (%) | -27.75 | -22.15 | -9.30 | -4.30 | NA | NA | NA | … | … | -23.56 | 5.26 | -6.35 | 3.83 | 1.02 | 9.02 | -1.03 | 11.47 | 23.53 | 0.37 |
| Sharpe Ratio | NA | -0.53 | -0.30 | -0.12 | NA | NA | NA | … | … | -0.85 | 0.87 | -1.12 | 0.94 | 0.25 | 2.37 | -0.13 | 1.60 | 2.01 | 0.06 |
| Standard Deviation(%) | NA | 42.75 | 32.37 | 36.34 | NA | NA | NA | … | … | 31.47 | 5.75 | 5.68 | 4.06 | 3.96 | 3.82 | 7.96 | 7.13 | 11.64 | 24.00 |
| Draw Down(%) | NA | 28.08 | 28.08 | 28.08 | NA | NA | NA | … | … | 28.08 | 4.66 | 8.97 | 4.55 | 6.27 | 3.32 | 9.18 | 5.01 | 10.97 | 11.61 |
| Yield(%) | 0.00 | 3.18 | 2.92 | 2.83 | 3.39 | 2.26 | 1.70 | … | … | 0.00 | 3.30 | 2.78 | 3.40 | 2.25 | 3.18 | 4.04 | 2.38 | 3.29 | 4.92 |
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 |
|---|---|---|---|---|
| SELIX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND INSTITUTIONAL CLASS) |
-1.33%
Jan 2013 – Jan 2016 |
0.68%
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 |
|---|---|---|---|---|
| SELIX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND INSTITUTIONAL CLASS) |
15.11%
Feb 2009 – Feb 2012 |
10.50%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart