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    Deutsche Enhanced Commodity Strat S (SKSRX)

    11.84 Down 0.10(0.84%) Jan 18

    Risk as of Dec 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up5
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2007):35.31%
    Worst 1 Yr Total Return(Dec 30, 2008):-45.86%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticSKSRXCategory
    Alpha (against Standard Index)2.82-0.47
    Beta (against Standard Index)0.530.76
    Mean Annual Return-0.37-0.91
    R-squared (against Standard Index)84.4985.50
    Standard Deviation10.2114.25
    Sharpe Ratio-0.45-0.76
    Treynor Ratio-9.41-15.11
    5 Years
    StatisticSKSRXCategory
    Alpha (against Standard Index)-0.29-1.89
    Beta (against Standard Index)0.520.80
    Mean Annual Return-0.36-0.69
    R-squared (against Standard Index)80.4883.35
    Standard Deviation9.1713.90
    Sharpe Ratio-0.49-0.61
    Treynor Ratio-9.27-11.44
    10 Years
    StatisticSKSRXCategory
    Alpha (against Standard Index)-0.23-2.76
    Beta (against Standard Index)0.820.98
    Mean Annual Return-0.05-0.28
    R-squared (against Standard Index)79.9188.14
    Standard Deviation17.8820.28
    Sharpe Ratio-0.07-0.20
    Treynor Ratio-3.59-6.04