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    Deutsche Enhanced Commodity Strat S (SKSRX)

    13.58 Up 0.23(1.72%) Jun 30

    Risk as of May 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up4
    Number of Years Down5
    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
    Alpha (against Standard Index)-1.68-2.86
    Beta (against Standard Index)0.440.75
    Mean Annual Return-0.37-0.64
    R-squared (against Standard Index)69.4481.30
    Standard Deviation7.9812.59
    Sharpe Ratio-0.57-0.63
    Treynor Ratio-10.81-11.30
    5 Years
    Alpha (against Standard Index)-0.59-2.91
    Beta (against Standard Index)0.620.87
    Mean Annual Return-0.02-0.21
    R-squared (against Standard Index)78.1982.80
    Standard Deviation11.8816.17
    Sharpe Ratio-0.03-0.17
    Treynor Ratio-1.61-4.95
    10 Years
    Alpha (against Standard Index)-0.27-4.06
    Beta (against Standard Index)0.881.03
    Mean Annual Return0.16-0.15
    R-squared (against Standard Index)80.4086.26
    Standard Deviation18.8821.38
    Sharpe Ratio0.03-0.14
    Treynor Ratio-1.49-4.98