Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TDX (Deutsche X-trackers In Target Date) | NA | 2.37% | 6.86% | 4.22% | NA | NA | NA | 3.65% |
Data as of 05/18/2015, AR inception is 10/19/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDX (Deutsche X-trackers In Target Date) | 10/19/2007 | 05/18/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.49 | 2.37 | 6.86 | 4.22 | NA | NA | NA | 3.65 | 77.96 | -42.59 | 20.98 | -4.90 | 5.40 | 1.39 | 5.02 | -3.33 | 0.79 |
| Sharpe Ratio | NA | 0.01 | 0.06 | 0.04 | NA | NA | NA | 0.04 | 1.26 | -0.42 | 0.58 | -0.26 | 0.39 | 0.14 | 0.29 | -0.19 | 0.38 |
| Standard Deviation(%) | NA | 205.37 | 121.34 | 94.12 | NA | NA | NA | 77.16 | 293.75 | 102.18 | 36.15 | 19.02 | 13.68 | 9.10 | 16.92 | 22.28 | 4.86 |
| Draw Down(%) | NA | 49.26 | 49.26 | 49.26 | NA | NA | NA | 49.26 | 45.61 | 49.26 | 10.24 | 18.06 | 7.93 | 4.15 | 5.42 | 14.63 | 1.59 |
| Yield(%) | 0.00 | 3.29 | 1.83 | 1.53 | 1.19 | 0.80 | 0.60 | 1.71 | 0.00 | 3.28 | 1.07 | 0.56 | 0.70 | 1.54 | 1.49 | 2.35 | 0.59 |
Data as of 05/18/2015, AR inception is 10/19/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDX (Deutsche X-trackers In Target Date) |
-12.91%
Dec 2011 - Dec 2014 |
-6.73%
Dec 2009 - Dec 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDX (Deutsche X-trackers In Target Date) |
9.33%
Jun 2011 - Jun 2014 |
7.37%
Jun 2009 - Jun 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart