Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SERNX (DEUTSCHE WORLD DIVIDEND FUND INSTITUTIONAL CLASS) | NA | 18.06% | 3.15% | 2.59% | 5.32% | NA | NA | … | … |
Data as of 12/23/2019, Common starting date is 03/24/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SERNX (DEUTSCHE WORLD DIVIDEND FUND INSTITUTIONAL CLASS) | 03/24/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.06 | 3.15 | 2.59 | 5.32 | NA | NA | … | … | 14.54 | -11.93 | 8.91 | 12.20 | -6.99 | 2.43 | 22.84 | 11.18 | 0.49 | 3.53 | 32.25 | -47.78 | 5.92 | 33.05 | 8.62 |
| Sharpe Ratio | NA | 1.74 | 0.22 | 0.17 | 0.35 | NA | NA | … | … | 1.47 | -1.14 | 1.27 | 1.02 | -0.52 | 0.27 | 2.31 | 0.90 | 0.02 | 0.14 | 0.98 | -1.22 | 0.17 | 1.91 | 0.75 |
| Standard Deviation(%) | NA | 9.27 | 9.35 | 10.74 | 14.15 | NA | NA | … | … | 9.14 | 11.65 | 6.54 | 11.68 | 13.39 | 8.87 | 9.89 | 12.51 | 21.58 | 25.02 | 32.82 | 39.68 | 17.39 | 15.63 | 12.02 |
| Draw Down(%) | NA | 6.80 | 19.38 | 19.38 | 22.54 | NA | NA | … | … | 6.80 | 19.38 | 4.07 | 5.48 | 15.21 | 9.45 | 6.08 | 9.37 | 17.75 | 22.54 | 27.89 | 55.99 | 11.59 | 17.37 | 9.07 |
| Yield(%) | 0.00 | 1.56 | 1.45 | 1.93 | 3.06 | 3.25 | 2.44 | … | … | 1.52 | 1.28 | 1.54 | 1.86 | 2.62 | 2.61 | 2.00 | 3.73 | 3.35 | 3.45 | 4.50 | 2.59 | 10.03 | 5.24 | 0.00 |
Data as of 12/23/2019, Common starting date is 03/24/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SERNX (DEUTSCHE WORLD DIVIDEND FUND INSTITUTIONAL CLASS) |
-18.33%
Feb 2006 – Feb 2009 |
-7.30%
May 2007 – May 2012 |
0.11%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SERNX (DEUTSCHE WORLD DIVIDEND FUND INSTITUTIONAL CLASS) |
21.85%
Feb 2009 – Feb 2012 |
18.47%
Feb 2009 – Feb 2014 |
10.21%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart