Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XKSTX (Deutsche Strategic Income Trust) | NA | 1.39% | 2.38% | 0.57% | 5.58% | 1.36% | NA | … | … |
Data as of 11/19/2018, Common starting date is 05/18/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XKSTX (Deutsche Strategic 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 | 1.39 | 2.38 | 0.57 | 5.58 | 1.36 | NA | … | … | 0.00 | 3.02 | 5.47 | -8.85 | 1.91 | 4.69 | 9.20 | -2.06 | 5.92 | 32.54 | -25.88 | -6.18 | 2.88 | -3.15 | 6.24 | 17.31 | -5.80 | -3.17 | -5.90 | -3.33 |
| Sharpe Ratio | NA | -0.42 | 0.40 | -0.01 | 1.06 | NA | NA | … | … | -0.62 | 1.07 | 1.15 | -2.00 | 0.50 | 1.15 | 1.43 | -0.31 | 1.15 | 5.89 | -2.42 | -2.15 | -0.11 | -0.85 | 0.93 | 2.89 | -0.63 | -0.65 | -1.35 | -1.04 |
| Standard Deviation(%) | NA | 2.02 | 3.39 | 3.60 | 4.94 | NA | NA | … | … | 2.11 | 2.24 | 4.56 | 4.43 | 3.80 | 4.06 | 6.47 | 6.81 | 5.09 | 5.51 | 11.04 | 4.30 | 3.78 | 6.28 | 5.67 | 5.75 | 10.90 | 8.54 | 7.36 | 8.27 |
| Draw Down(%) | NA | 2.17 | 6.77 | 15.78 | 15.78 | NA | NA | … | … | 2.17 | 2.08 | 4.22 | 11.35 | 6.71 | 7.80 | 4.57 | 12.94 | 5.45 | 5.93 | 32.77 | 9.20 | 6.15 | 6.53 | 11.51 | 7.93 | 18.75 | 11.70 | 9.53 | 8.59 |
| Yield(%) | 0.00 | 3.74 | 1.66 | 2.48 | 3.14 | 1.49 | 1.05 | … | … | 3.40 | 1.36 | 0.00 | 0.58 | 6.83 | 7.52 | 0.71 | 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 |
|---|---|---|---|---|
| XKSTX (Deutsche Strategic Income Trust) |
-13.54%
Nov 2005 – Nov 2008 |
-6.58%
Nov 2003 – Nov 2008 |
-1.52%
Jun 1999 – Jun 2009 |
0.60%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XKSTX (Deutsche Strategic Income Trust) |
13.13%
Oct 2008 – Oct 2011 |
10.79%
Nov 2008 – Nov 2013 |
5.24%
Oct 2008 – Oct 2018 |
2.55%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart