Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XKMMX (Deutsche Multi-Market Income Trust) | NA | 1.35% | 2.33% | 0.66% | 5.61% | 1.69% | NA | … | … |
Data as of 11/19/2018, Common starting date is 05/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XKMMX (Deutsche Multi-Market Income Trust) | 05/18/1999 | 11/19/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.35 | 2.33 | 0.66 | 5.61 | 1.69 | NA | … | … | -0.15 | 2.98 | 5.54 | -8.11 | 1.66 | 4.72 | 8.49 | -2.13 | 7.54 | 31.47 | -27.35 | -5.71 | 3.46 | 0.61 | 7.49 | 19.63 | -4.89 | -3.27 | -14.60 | -5.85 |
| Sharpe Ratio | NA | -0.46 | 0.38 | 0.01 | 1.10 | NA | NA | … | … | -0.70 | 0.99 | 1.15 | -1.91 | 0.42 | 1.11 | 1.90 | -0.31 | 1.49 | 5.47 | -2.51 | -2.02 | 0.04 | -0.33 | 1.16 | 3.01 | -0.16 | -0.83 | -3.22 | -2.45 |
| Standard Deviation(%) | NA | 2.04 | 3.45 | 3.62 | 4.78 | NA | NA | … | … | 2.12 | 2.38 | 4.63 | 4.26 | 3.94 | 4.22 | 4.49 | 6.92 | 5.02 | 5.73 | 11.21 | 4.35 | 3.92 | 4.76 | 5.64 | 6.29 | 38.24 | 6.85 | 5.79 | 5.08 |
| Draw Down(%) | NA | 2.15 | 6.63 | 15.67 | 15.67 | NA | NA | … | … | 2.15 | 2.15 | 4.15 | 11.38 | 7.58 | 8.15 | 4.65 | 13.15 | 5.34 | 6.19 | 34.03 | 8.83 | 5.98 | 6.45 | 11.21 | 7.61 | 28.41 | 11.62 | 15.93 | 6.34 |
| Yield(%) | 0.00 | 3.79 | 1.69 | 2.49 | 3.26 | 1.62 | 1.03 | … | … | 3.42 | 1.44 | 0.00 | 0.58 | 6.76 | 8.23 | 0.80 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/19/2018, Common starting date is 05/18/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XKMMX (Deutsche Multi-Market Income Trust) |
-12.55%
Nov 2005 – Nov 2008 |
-5.76%
Nov 2003 – Nov 2008 |
-2.15%
Jun 1999 – Jun 2009 |
0.94%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XKMMX (Deutsche Multi-Market Income Trust) |
13.09%
Oct 2008 – Oct 2011 |
10.77%
Nov 2008 – Nov 2013 |
5.25%
Oct 2008 – Oct 2018 |
2.97%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart