Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DEUTSCHE BANK MATCHED SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | NA | -0.83% | 3.65% | 3.60% | 7.18% | 5.56% | NA | 5.77% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEUTSCHE BANK MATCHED SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
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 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.92 | -0.83 | 3.65 | 3.60 | 7.18 | 5.56 | NA | 5.77 | -2.89 | 7.14 | 4.82 | -0.49 | 4.40 | 14.71 | 10.49 | -2.58 | 13.88 | 24.09 | -27.89 | 8.39 | 11.98 | 8.84 | 12.59 | 22.08 | -8.69 | 6.64 |
| Sharpe Ratio | NA | -0.48 | 0.30 | 0.28 | 0.62 | NA | NA | 0.37 | -0.48 | 1.41 | 0.59 | -0.06 | 0.62 | 2.06 | 1.31 | -0.16 | 1.11 | 1.24 | -1.21 | 0.52 | 1.12 | 1.04 | 1.53 | 2.38 | -0.78 | 0.37 |
| Standard Deviation(%) | NA | 8.74 | 7.29 | 7.49 | 10.91 | NA | NA | 11.57 | 8.74 | 4.62 | 7.84 | 8.44 | 7.08 | 7.14 | 7.98 | 16.34 | 12.38 | 19.40 | 23.87 | 10.34 | 7.75 | 6.42 | 7.63 | 8.99 | 12.63 | 11.68 |
| Draw Down(%) | NA | 11.08 | 11.08 | 11.08 | 16.78 | NA | NA | 40.75 | 11.08 | 2.39 | 7.46 | 8.27 | 4.84 | 5.00 | 6.52 | 16.31 | 9.22 | 16.78 | 36.75 | 6.27 | 8.54 | 4.19 | 5.84 | 8.79 | 18.75 | 12.91 |
| Yield(%) | NA | 7.02 | 3.73 | 4.68 | 3.65 | NA | NA | 3.41 | 7.00 | 0.86 | 3.31 | 3.84 | 8.44 | 5.39 | 2.06 | 2.05 | 1.62 | 1.82 | 2.95 | 7.25 | 4.80 | 1.81 | 1.76 | 1.39 | 2.34 | 2.63 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEUTSCHE BANK MATCHED SAVINGS PLAN Strategic Asset Allocation - Optimal Moderate |
-9.09%
Feb 2006 - Feb 2009 |
-1.49%
Feb 2004 - Feb 2009 |
3.66%
Oct 2007 - Oct 2017 |
5.36%
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 Strategic Asset Allocation - Optimal Moderate |
18.22%
Mar 2003 - Mar 2006 |
14.96%
Feb 2009 - Feb 2014 |
8.08%
Mar 2003 - Mar 2013 |
7.06%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart