Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SSFFX (DWS S&P 500 Plus S ) | NA | 6.21% | 14.20% | 0.82% | 4.87% | NA | NA | 2.97% |
Data as of 06/01/2012, AR inception is 06/07/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSFFX (DWS S&P 500 Plus S ) | 06/07/1999 | 06/01/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.21 | 14.20 | 0.82 | 4.87 | NA | NA | 2.97 | 10.15 | -0.35 | 12.92 | 26.80 | -32.57 | 6.83 | 16.22 | 3.82 | 10.51 | 26.65 | -22.70 | -10.77 | -4.50 | 12.76 |
| Sharpe Ratio | NA | 0.28 | 0.72 | 0.01 | 0.16 | NA | NA | 0.06 | 2.77 | -0.02 | 0.67 | 0.99 | -0.87 | 0.24 | 1.30 | 0.16 | 0.88 | 1.55 | -0.94 | -0.66 | -0.39 | 1.19 |
| Standard Deviation(%) | NA | 21.98 | 19.50 | 26.08 | 21.52 | NA | NA | 20.99 | 9.40 | 23.63 | 19.22 | 27.05 | 38.48 | 15.82 | 9.96 | 10.30 | 10.88 | 16.78 | 25.41 | 20.12 | 22.14 | 16.65 |
| Draw Down(%) | NA | 18.46 | 20.77 | 51.48 | 51.48 | NA | NA | 51.48 | 4.04 | 20.77 | 18.53 | 27.43 | 44.10 | 9.27 | 7.57 | 7.16 | 7.07 | 13.93 | 33.42 | 26.94 | 14.17 | 10.87 |
| Yield(%) | 0.00 | 1.48 | 2.05 | 2.78 | 2.84 | 1.74 | 1.31 | 2.18 | 0.00 | 1.52 | 0.85 | 3.19 | 1.18 | 9.85 | 3.95 | 0.83 | 0.97 | 1.03 | 0.68 | 0.52 | 0.35 | 0.50 |
Data as of 06/01/2012, AR inception is 06/07/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSFFX (DWS S&P 500 Plus S ) |
-14.72%
Mar 2000 - Mar 2003 |
-5.38%
Feb 2004 - Feb 2009 |
-1.26%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSFFX (DWS S&P 500 Plus S ) |
23.69%
Feb 2009 - Feb 2012 |
14.61%
Sep 2002 - Sep 2007 |
4.62%
May 2002 - May 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart