Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SELSX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS S) | NA | -21.61% | -9.14% | -4.29% | 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 |
|---|---|---|
| SELSX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS S) | 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 (%) | -27.19 | -21.61 | -9.14 | -4.29 | NA | NA | NA | … | … | -23.04 | 5.16 | -6.44 | 3.68 | 0.80 | 8.85 | -1.03 | 11.49 | 23.67 | 0.26 |
| Sharpe Ratio | NA | -0.54 | -0.30 | -0.13 | NA | NA | NA | … | … | -0.85 | 0.84 | -1.14 | 0.89 | 0.19 | 2.28 | -0.13 | 1.61 | 2.03 | 0.04 |
| Standard Deviation(%) | NA | 41.31 | 30.96 | 33.93 | NA | NA | NA | … | … | 30.76 | 5.86 | 5.65 | 4.10 | 4.06 | 3.89 | 8.02 | 7.07 | 11.63 | 23.99 |
| Draw Down(%) | NA | 27.58 | 27.58 | 27.58 | NA | NA | NA | … | … | 27.58 | 4.75 | 9.06 | 4.63 | 6.28 | 3.41 | 9.25 | 4.99 | 10.97 | 11.61 |
| Yield(%) | 0.00 | 3.09 | 2.82 | 2.69 | 3.31 | 2.20 | 1.65 | … | … | 0.00 | 3.20 | 2.69 | 3.25 | 2.03 | 3.02 | 4.04 | 2.40 | 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 |
|---|---|---|---|---|
| SELSX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS S) |
-1.46%
Jan 2013 – Jan 2016 |
0.56%
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 |
|---|---|---|---|---|
| SELSX (DEUTSCHE SELECT ALTERNATIVE ALLOCATION FUND CLASS S) |
15.12%
Feb 2009 – Feb 2012 |
10.43%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart