Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGINX (DEUTSCHE GLOBAL MACRO FUND INSTITUTIONAL CLASS) | 0.97% | 9.02% | 7.42% | 3.79% | 5.69% | 5.16% | 4.31% | … | … |
Data as of 06/10/2026, Common starting date is 05/15/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGINX (DEUTSCHE GLOBAL MACRO FUND INSTITUTIONAL CLASS) | 05/15/1995 | 06/10/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.14 | 9.02 | 7.42 | 3.79 | 5.69 | 5.16 | 4.31 | … | … | 0.97 | 15.10 | 3.56 | 9.16 | -7.93 | 6.37 | 2.26 | 12.62 | 0.33 | 13.65 | 5.99 | -1.96 | 0.25 | 19.11 | 17.62 | -12.45 | 11.37 | 29.33 | -48.14 | 16.85 | 25.19 | -38.44 | 15.87 | 31.56 | -14.26 | -16.52 | -13.88 | 238.30 | 16.72 | -4.88 | 0.16 | 15.27 |
| Sharpe Ratio | NA | 1.05 | 0.69 | 0.23 | 0.54 | NA | NA | … | … | 0.25 | 1.82 | -0.01 | 1.02 | -1.09 | 1.22 | 0.17 | 2.63 | -0.19 | 2.62 | 0.41 | -0.14 | 0.02 | 1.56 | 1.05 | -0.46 | 0.55 | 1.01 | -1.14 | 0.73 | 1.27 | -0.66 | 1.09 | 2.03 | -0.81 | -1.00 | -0.80 | 3.80 | 0.60 | -0.58 | -0.33 | 2.03 |
| Standard Deviation(%) | NA | 7.62 | 6.80 | 6.87 | 7.50 | NA | NA | … | … | 9.91 | 6.73 | 5.81 | 5.47 | 8.59 | 5.21 | 12.00 | 4.23 | 5.50 | 4.99 | 14.04 | 13.82 | 11.57 | 12.25 | 16.92 | 26.88 | 20.42 | 28.82 | 43.07 | 18.87 | 17.23 | 61.48 | 13.63 | 15.20 | 19.09 | 19.20 | 22.72 | 61.86 | 22.00 | 14.67 | 10.52 | 10.51 |
| Draw Down(%) | NA | 7.41 | 7.41 | 12.15 | 15.12 | NA | NA | … | … | 7.41 | 4.40 | 4.25 | 5.28 | 12.08 | 3.25 | 15.12 | 2.69 | 5.21 | 2.38 | 11.22 | 14.09 | 10.63 | 9.61 | 15.27 | 25.29 | 17.51 | 27.85 | 57.55 | 12.61 | 19.69 | 48.33 | 11.09 | 18.12 | 26.45 | 33.07 | 31.94 | 7.33 | 27.61 | 16.23 | 8.28 | 3.35 |
| Yield(%) | 0.00 | 1.93 | 2.12 | 2.20 | 2.70 | 2.50 | 3.79 | … | … | 0.00 | 2.38 | 2.18 | 3.05 | 3.21 | 1.26 | 0.81 | 3.52 | 6.41 | 0.00 | 0.00 | 0.00 | 0.00 | 2.11 | 2.91 | 2.22 | 2.92 | 2.28 | 2.30 | 25.44 | 25.24 | 3.61 | 0.84 | 1.00 | 0.43 | 0.05 | 8.24 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/10/2026, Common starting date is 05/15/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGINX (DEUTSCHE GLOBAL MACRO FUND INSTITUTIONAL CLASS) |
-23.34%
Oct 2005 – Oct 2008 |
-15.93%
Feb 2004 – Feb 2009 |
-7.27%
Feb 2000 – Feb 2010 |
-2.36%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGINX (DEUTSCHE GLOBAL MACRO FUND INSTITUTIONAL CLASS) |
63.85%
Feb 1997 – Feb 2000 |
35.40%
Jun 1995 – Jun 2000 |
15.00%
Sep 1995 – Sep 2005 |
8.04%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart