Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPDBX (DEUTSCHE MULTI-ASSET CONSERVATIVE ALLOCATION FUND CLASS B) | NA | -4.54% | -1.21% | 3.22% | 0.97% | 2.26% | NA | … | … |
Data as of 12/29/2016, Common starting date is 01/29/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPDBX (DEUTSCHE MULTI-ASSET CONSERVATIVE ALLOCATION FUND CLASS B) | 01/29/2001 | 12/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.54 | -1.21 | 3.22 | 0.97 | 2.26 | NA | … | … | -4.11 | -2.41 | 2.86 | 10.45 | 10.30 | -2.09 | 10.05 | 22.09 | -30.95 | 3.39 | 10.35 | 4.36 | 7.30 | 17.84 | -12.83 | -10.46 |
| Sharpe Ratio | NA | -1.87 | -0.22 | 0.52 | 0.04 | NA | NA | … | … | -1.71 | -0.33 | 0.49 | 1.78 | 1.44 | -0.15 | 0.87 | 1.33 | -1.39 | 0.04 | 1.02 | 0.34 | 0.89 | 1.78 | -0.77 | -1.11 |
| Standard Deviation(%) | NA | 2.54 | 5.63 | 6.02 | 11.94 | NA | NA | … | … | 2.53 | 7.40 | 5.83 | 5.87 | 7.15 | 14.10 | 11.44 | 16.58 | 22.93 | 9.64 | 6.97 | 6.46 | 7.12 | 9.63 | 18.19 | 12.37 |
| Draw Down(%) | NA | 4.63 | 9.37 | 9.37 | 43.57 | NA | NA | … | … | 4.19 | 8.29 | 4.87 | 5.87 | 6.42 | 13.91 | 9.38 | 17.36 | 38.99 | 6.51 | 5.86 | 4.47 | 6.33 | 7.74 | 20.80 | 19.88 |
| Yield(%) | 0.00 | 0.55 | 1.53 | 1.62 | 1.66 | 1.85 | 1.30 | … | … | 0.00 | 2.33 | 1.82 | 1.39 | 1.24 | 1.16 | 1.37 | 1.80 | 3.96 | 2.86 | 2.58 | 1.87 | 0.89 | 1.52 | 1.38 | 1.50 |
Data as of 12/29/2016, Common starting date is 01/29/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPDBX (DEUTSCHE MULTI-ASSET CONSERVATIVE ALLOCATION FUND CLASS B) |
-11.76%
Feb 2006 – Feb 2009 |
-5.18%
Feb 2004 – Feb 2009 |
1.02%
Nov 2006 – Nov 2016 |
1.79%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPDBX (DEUTSCHE MULTI-ASSET CONSERVATIVE ALLOCATION FUND CLASS B) |
16.27%
Feb 2009 – Feb 2012 |
12.69%
Feb 2009 – Feb 2014 |
4.81%
Mar 2003 – Mar 2013 |
2.67%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart