Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIPSX (DEUTSCHE GLOBAL INFLATION FUND CLASS S) | NA | 4.18% | 1.63% | -0.35% | 2.97% | NA | NA | … | … |
Data as of 12/19/2017, Common starting date is 07/20/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIPSX (DEUTSCHE GLOBAL INFLATION FUND CLASS S) | 07/20/2005 | 12/19/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.18 | 1.63 | -0.35 | 2.97 | NA | NA | … | … | 2.61 | 3.95 | -1.47 | 4.60 | -10.62 | 5.81 | 12.51 | 7.32 | 7.97 | -3.02 | 10.80 | -2.08 | 3.10 |
| Sharpe Ratio | NA | 1.02 | 0.28 | -0.11 | 0.39 | NA | NA | … | … | 0.59 | 0.76 | -0.26 | 1.08 | -1.70 | 1.23 | 2.06 | 1.23 | 0.96 | -0.28 | 1.48 | -1.07 | 0.53 |
| Standard Deviation(%) | NA | 3.47 | 4.78 | 5.02 | 7.05 | NA | NA | … | … | 3.47 | 4.91 | 5.71 | 4.25 | 6.26 | 4.71 | 6.06 | 5.88 | 8.18 | 14.40 | 5.18 | 5.16 | 8.21 |
| Draw Down(%) | NA | 2.31 | 5.49 | 12.68 | 16.12 | NA | NA | … | … | 2.31 | 5.23 | 5.49 | 3.39 | 12.68 | 2.41 | 2.72 | 5.08 | 4.14 | 16.12 | 4.21 | 5.06 | 3.50 |
| Yield(%) | 0.00 | 0.00 | 0.76 | 1.03 | 2.81 | 2.37 | 1.78 | … | … | 0.00 | 0.83 | 1.46 | 2.54 | 0.84 | 3.19 | 7.90 | 1.63 | 1.25 | 7.06 | 3.15 | 1.61 | 3.48 |
Data as of 12/19/2017, Common starting date is 07/20/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIPSX (DEUTSCHE GLOBAL INFLATION FUND CLASS S) |
-2.71%
Nov 2012 – Nov 2015 |
-0.51%
Nov 2012 – Nov 2017 |
2.71%
Nov 2007 – Nov 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIPSX (DEUTSCHE GLOBAL INFLATION FUND CLASS S) |
11.38%
Oct 2008 – Oct 2011 |
7.42%
May 2007 – May 2012 |
3.77%
Jun 2006 – Jun 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart