Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 07/31/2017.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DEUTSCHE BANK MATCHED SAVINGS PLAN Tactical Asset Allocation Moderate | NA | 4.13% | 4.39% | 6.85% | 8.45% | 10.21% | NA | 9.98% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEUTSCHE BANK MATCHED SAVINGS PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 10/30/2017 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 07/31/2017.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.09 | 4.13 | 4.39 | 6.85 | 8.45 | 10.21 | NA | 9.98 | 6.14 | 8.66 | -2.55 | 2.73 | 19.83 | 11.82 | 2.06 | 15.52 | 16.20 | 2.19 | 11.46 | 20.40 | 5.01 | 17.87 | 23.41 | 1.21 | 4.15 |
| Sharpe Ratio | NA | 1.93 | 0.62 | 0.90 | 0.82 | NA | NA | 1.02 | 1.06 | 1.09 | -0.28 | 0.31 | 2.47 | 1.62 | 0.14 | 1.19 | 1.67 | 3.53 | 0.77 | 2.14 | 0.42 | 2.14 | 3.01 | 0.03 | 0.99 |
| Standard Deviation(%) | NA | 5.64 | 7.68 | 8.00 | 9.39 | NA | NA | 8.50 | 5.32 | 7.73 | 9.31 | 8.84 | 8.03 | 7.27 | 14.96 | 13.00 | 9.63 | 0.36 | 11.04 | 8.01 | 6.83 | 7.92 | 7.55 | 2.85 | 1.86 |
| Draw Down(%) | NA | 2.29 | 11.42 | 11.42 | 13.20 | NA | NA | 13.20 | 2.29 | 5.61 | 10.66 | 8.02 | 6.20 | 5.04 | 13.20 | 8.47 | 4.55 | 0.35 | 7.65 | 6.18 | 4.81 | 6.99 | 3.72 | 2.69 | 1.32 |
| Yield(%) | NA | 2.98 | 5.81 | 5.86 | 4.76 | NA | NA | 0.00 | 0.91 | 3.72 | 8.24 | 5.87 | 9.34 | 3.80 | 1.91 | 2.11 | 2.52 | 2.55 | 10.52 | 7.26 | 4.76 | 4.85 | 2.09 | 3.59 | 3.90 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEUTSCHE BANK MATCHED SAVINGS PLAN Tactical Asset Allocation Moderate |
2.05%
Feb 2014 - Feb 2017 |
4.86%
Feb 2011 - Feb 2016 |
8.12%
May 2007 - May 2017 |
9.51%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEUTSCHE BANK MATCHED SAVINGS PLAN Tactical Asset Allocation Moderate |
17.70%
Apr 2003 - Apr 2006 |
15.55%
Oct 2002 - Oct 2007 |
12.99%
Apr 2003 - Apr 2013 |
10.29%
Sep 2002 - Sep 2017 |
Annualized Rolling Returns Comparison Chart