Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SDGBX (DEUTSCHE CAPITAL GROWTH FUND CLASS B) | NA | -14.82% | 1.25% | 9.32% | 4.62% | 3.51% | NA | … | … |
Data as of 12/29/2016, Common starting date is 07/13/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SDGBX (DEUTSCHE CAPITAL GROWTH FUND CLASS B) | 07/13/2001 | 12/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -14.82 | 1.25 | 9.32 | 4.62 | 3.51 | NA | … | … | -13.37 | 7.06 | 11.34 | 32.72 | 14.25 | -6.03 | 14.75 | 24.41 | -33.12 | 11.85 | 7.33 | 7.19 | 6.26 | 25.01 | -30.14 | -6.21 |
| Sharpe Ratio | NA | -1.72 | 0.09 | 0.70 | 0.21 | NA | NA | … | … | -1.59 | 0.43 | 0.83 | 2.79 | 0.98 | -0.24 | 0.80 | 1.09 | -0.96 | 0.61 | 0.37 | 0.47 | 0.47 | 1.44 | -1.12 | -0.64 |
| Standard Deviation(%) | NA | 8.73 | 13.25 | 13.29 | 19.67 | NA | NA | … | … | 8.55 | 16.25 | 13.58 | 11.72 | 14.66 | 25.35 | 18.24 | 22.32 | 35.32 | 14.55 | 10.97 | 10.74 | 11.24 | 16.86 | 27.97 | 23.22 |
| Draw Down(%) | NA | 15.56 | 16.83 | 16.83 | 46.40 | NA | NA | … | … | 14.12 | 12.82 | 7.82 | 6.31 | 10.68 | 22.07 | 16.29 | 20.40 | 42.56 | 8.04 | 9.47 | 5.97 | 9.45 | 11.44 | 37.67 | 24.84 |
| Yield(%) | 0.00 | 0.00 | 9.12 | 9.56 | 4.82 | 3.43 | 2.42 | … | … | 0.00 | 11.83 | 16.16 | 7.89 | 0.00 | 0.00 | 0.00 | 0.00 | 0.13 | 0.12 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 |
Data as of 12/29/2016, Common starting date is 07/13/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDGBX (DEUTSCHE CAPITAL GROWTH FUND CLASS B) |
-11.50%
Feb 2006 – Feb 2009 |
-4.89%
Feb 2004 – Feb 2009 |
0.69%
Dec 2001 – Dec 2011 |
3.53%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SDGBX (DEUTSCHE CAPITAL GROWTH FUND CLASS B) |
20.96%
Sep 2011 – Sep 2014 |
18.74%
Feb 2009 – Feb 2014 |
7.78%
Apr 2005 – Apr 2015 |
4.45%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart