Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SERAX (DEUTSCHE WORLD DIVIDEND FUND CLASS A) | NA | 17.78% | 2.90% | 2.33% | 5.00% | 3.82% | NA | … | … |
Data as of 12/23/2019, Common starting date is 03/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SERAX (DEUTSCHE WORLD DIVIDEND FUND CLASS A) | 03/26/2001 | 12/23/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.78 | 2.90 | 2.33 | 5.00 | 3.82 | NA | … | … | 14.24 | -12.12 | 8.67 | 11.92 | -7.29 | 2.12 | 22.47 | 10.84 | 0.11 | 2.97 | 31.55 | -48.01 | 5.48 | 32.63 | 12.63 | 16.83 | 32.23 | -21.38 | -9.87 |
| Sharpe Ratio | NA | 1.71 | 0.19 | 0.15 | 0.33 | NA | NA | … | … | 1.44 | -1.15 | 1.23 | 1.00 | -0.55 | 0.24 | 2.27 | 0.87 | 0.00 | 0.12 | 0.96 | -1.23 | 0.14 | 1.88 | 0.93 | 1.11 | 1.67 | -0.78 | -0.80 |
| Standard Deviation(%) | NA | 9.25 | 9.34 | 10.75 | 14.15 | NA | NA | … | … | 9.11 | 11.67 | 6.54 | 11.69 | 13.39 | 8.87 | 9.89 | 12.53 | 21.66 | 25.01 | 32.83 | 39.64 | 17.40 | 15.68 | 11.23 | 14.36 | 18.91 | 28.73 | 18.56 |
| Draw Down(%) | NA | 6.80 | 19.54 | 19.54 | 22.71 | NA | NA | … | … | 6.80 | 19.54 | 4.07 | 5.46 | 15.32 | 9.58 | 6.10 | 9.42 | 17.90 | 22.71 | 27.96 | 56.14 | 11.63 | 17.39 | 9.12 | 12.16 | 20.85 | 31.30 | 28.44 |
| Yield(%) | 0.00 | 1.29 | 1.19 | 1.65 | 2.61 | 3.34 | 2.71 | … | … | 1.26 | 1.04 | 1.27 | 1.55 | 2.34 | 2.29 | 1.68 | 3.34 | 2.88 | 2.95 | 3.65 | 2.37 | 9.67 | 6.38 | 2.89 | 1.65 | 1.25 | 0.30 | 0.14 |
Data as of 12/23/2019, Common starting date is 03/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SERAX (DEUTSCHE WORLD DIVIDEND FUND CLASS A) |
-18.67%
Feb 2006 – Feb 2009 |
-7.72%
May 2007 – May 2012 |
-0.25%
Oct 2007 – Oct 2017 |
3.00%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SERAX (DEUTSCHE WORLD DIVIDEND FUND CLASS A) |
30.44%
Mar 2003 – Mar 2006 |
23.02%
Sep 2002 – Sep 2007 |
9.84%
Feb 2009 – Feb 2019 |
7.46%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart