Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KGDBX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS B) | NA | -3.35% | -7.27% | 3.30% | 0.57% | 5.51% | NA | … | … |
Data as of 01/23/2017, Common starting date is 12/16/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KGDBX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS B) | 12/16/1999 | 01/23/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.35 | -7.27 | 3.30 | 0.57 | 5.51 | NA | … | … | 0.00 | -14.04 | -0.24 | -5.51 | 33.34 | 13.89 | -11.15 | 25.43 | 45.95 | -50.03 | 7.59 | 20.67 | 16.92 | 22.32 | 48.56 | -20.87 | -25.76 | -6.48 | 7.78 |
| Sharpe Ratio | NA | -0.88 | -0.65 | 0.26 | 0.01 | NA | NA | … | … | 0.00 | -1.95 | -0.02 | -0.45 | 2.95 | 0.91 | -0.42 | 1.32 | 1.78 | -1.34 | 0.27 | 1.21 | 1.50 | 1.62 | 3.77 | -1.14 | -1.41 | -0.41 | 76.30 |
| Standard Deviation(%) | NA | 5.22 | 11.26 | 12.19 | 20.78 | NA | NA | … | … | NA | 7.29 | 13.39 | 12.25 | 11.29 | 15.31 | 26.77 | 19.26 | 25.71 | 37.87 | 16.96 | 14.44 | 9.85 | 13.18 | 12.70 | 19.26 | 20.21 | 25.67 | 7.31 |
| Draw Down(%) | NA | 7.23 | 22.79 | 22.79 | 62.82 | NA | NA | … | … | 0.00 | 14.49 | 13.45 | 14.66 | 7.90 | 15.21 | 24.90 | 15.66 | 23.57 | 59.14 | 12.68 | 17.81 | 7.37 | 12.20 | 10.69 | 33.25 | 39.03 | 32.39 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 4.82 | 7.65 | 4.00 | 6.78 | 3.89 | … | … | 0.00 | 0.00 | 6.92 | 8.84 | 12.74 | 7.35 | 1.74 | 0.00 | 0.00 | 0.09 | 6.83 | 13.46 | 5.22 | 0.00 | 0.00 | 0.00 | 0.00 | 6.82 | 6.88 |
Data as of 01/23/2017, Common starting date is 12/16/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KGDBX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS B) |
-23.57%
Feb 2000 – Feb 2003 |
-5.67%
Feb 2004 – Feb 2009 |
-0.95%
Feb 2000 – Feb 2010 |
3.01%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KGDBX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS B) |
34.87%
Mar 2003 – Mar 2006 |
24.93%
Oct 2002 – Oct 2007 |
11.46%
Mar 2003 – Mar 2013 |
6.33%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart