Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SKNRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS A) | 6.43% | 6.35% | -0.74% | 10.31% | 2.29% | 0.97% | 0.29% | 0.54% |
Data as of 07/18/2025, AR inception is 02/15/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SKNRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS A) | 02/15/2005 | 07/18/2025 |
| 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 (%) | 0.86 | 6.35 | -0.74 | 10.31 | 2.29 | 0.97 | 0.29 | 0.54 | 6.43 | 2.34 | -5.43 | 7.91 | 30.01 | -1.99 | 2.35 | -11.89 | 1.22 | 10.42 | -17.13 | -6.58 | -7.27 | -1.75 | -8.83 | 18.80 | 27.08 | -49.48 | 35.03 | 1.41 | 16.25 |
| Sharpe Ratio | NA | 0.05 | -0.36 | 0.56 | 0.05 | NA | NA | -0.04 | 0.57 | -0.43 | -1.06 | 0.30 | 1.92 | -0.18 | 0.11 | -1.35 | 0.07 | 0.76 | -1.77 | -0.98 | -1.15 | -0.18 | -0.55 | 1.09 | 0.94 | -1.18 | 1.89 | -0.10 | 0.97 |
| Standard Deviation(%) | NA | 12.07 | 11.87 | 14.50 | 12.74 | NA | NA | 17.10 | 13.67 | 9.88 | 9.19 | 22.01 | 15.61 | 12.59 | 8.41 | 9.81 | 8.13 | 13.35 | 9.69 | 6.70 | 6.38 | 10.07 | 15.97 | 17.21 | 28.84 | 42.75 | 16.99 | 18.25 | 16.95 |
| Draw Down(%) | NA | 9.14 | 17.54 | 24.75 | 32.72 | NA | NA | 68.81 | 9.14 | 10.91 | 9.47 | 20.77 | 10.30 | 22.74 | 8.54 | 16.27 | 10.22 | 8.67 | 18.23 | 13.48 | 9.73 | 9.84 | 20.94 | 13.77 | 21.41 | 62.08 | 11.34 | 19.29 | 11.38 |
| Yield(%) | 0.00 | 2.36 | 11.73 | 17.02 | 7.00 | 19.57 | 7.53 | 7.91 | 0.84 | 2.74 | 1.47 | 36.40 | 38.85 | 1.16 | 1.37 | 9.28 | 0.10 | 6.97 | 0.09 | 3.10 | 0.55 | 1.57 | 14.75 | 0.00 | 0.89 | 33.68 | 0.00 | 2.36 | 1.18 |
Data as of 07/18/2025, AR inception is 02/15/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKNRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS A) |
-15.38%
Jan 2006 - Jan 2009 |
-12.61%
Jun 2008 - Jun 2013 |
-7.84%
Jun 2008 - Jun 2018 |
-4.26%
Jun 2008 - Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SKNRX (DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS A) |
24.09%
May 2005 - May 2008 |
12.54%
Mar 2020 - Mar 2025 |
2.25%
Mar 2015 - Mar 2025 |
2.25%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart