Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/12/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) | 3.38% | -0.85% | -4.22% | 11.86% | 1.72% | 0.83% | 0.87% | 0.72% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) | 02/15/2005 | 05/12/2025 |
The return data shown below all have the same latest date: 05/12/2025.
AR inception is since 02/15/2005.
AR inception is since 02/15/2005.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.04 | -0.85 | -4.22 | 11.86 | 1.72 | 0.83 | 0.87 | 0.72 | 3.38 | 2.64 | -5.16 | 8.35 | 30.41 | -1.68 | 2.72 | -11.57 | 1.55 | 10.90 | -16.93 | -6.31 | -7.11 | -1.24 | -8.50 | 19.51 | 27.25 | -49.30 | 35.41 | 1.61 | 16.41 |
| Sharpe Ratio | NA | -0.56 | -0.64 | 0.62 | 0.00 | NA | NA | -0.04 | 0.38 | -0.41 | -1.05 | 0.32 | 1.94 | -0.15 | 0.16 | -1.31 | 0.11 | 0.80 | -1.76 | -0.95 | -1.16 | -0.13 | -0.54 | 1.16 | 0.93 | -1.15 | 1.92 | -0.09 | 0.98 |
| Standard Deviation(%) | NA | 11.96 | 12.78 | 14.43 | 12.73 | NA | NA | 17.20 | 14.00 | 9.69 | 9.07 | 22.04 | 15.69 | 12.62 | 8.41 | 9.84 | 8.08 | 13.35 | 9.65 | 6.69 | 6.14 | 9.94 | 15.92 | 16.69 | 29.10 | 43.50 | 16.96 | 18.23 | 16.97 |
| Draw Down(%) | NA | 10.84 | 24.32 | 24.32 | 34.02 | NA | NA | 67.53 | 9.76 | 10.84 | 9.07 | 20.76 | 10.25 | 22.69 | 8.31 | 16.11 | 10.15 | 8.61 | 18.00 | 13.30 | 9.15 | 9.65 | 20.72 | 13.92 | 21.59 | 61.99 | 11.27 | 19.15 | 11.30 |
| Yield(%) | 0.00 | 2.27 | 10.82 | 18.73 | 6.80 | 19.52 | 8.47 | 8.21 | 0.00 | 3.03 | 1.82 | 36.79 | 39.27 | 1.47 | 1.75 | 9.63 | 0.43 | 7.32 | 0.34 | 3.37 | 0.72 | 1.76 | 15.06 | 0.00 | 1.22 | 33.72 | 0.23 | 2.64 | 1.44 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) |
-15.14%
Jan 2006 - Jan 2009 |
-12.29%
Jun 2008 - Jun 2013 |
-7.52%
Jun 2008 - Jun 2018 |
-3.93%
Jun 2008 - Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKIRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS) |
24.40%
May 2005 - May 2008 |
12.75%
Mar 2020 - Mar 2025 |
2.51%
Mar 2015 - Mar 2025 |
2.59%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart