Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SERBX (DEUTSCHE WORLD DIVIDEND FUND CLASS B) | NA | -4.46% | -3.14% | 3.86% | -1.49% | 2.71% | NA | … | … |
Data as of 12/29/2016, Common starting date is 03/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SERBX (DEUTSCHE WORLD DIVIDEND FUND CLASS B) | 03/26/2001 | 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 | -4.46 | -3.14 | 3.86 | -1.49 | 2.71 | NA | … | … | -2.97 | -7.92 | 1.34 | 21.44 | 9.88 | -0.81 | 2.08 | 30.52 | -48.49 | 4.63 | 31.26 | 11.53 | 15.82 | 31.24 | -21.99 | -10.45 |
| Sharpe Ratio | NA | -0.88 | -0.33 | 0.37 | -0.09 | NA | NA | … | … | -0.61 | -0.59 | 0.15 | 2.16 | 0.79 | -0.04 | 0.08 | 0.93 | -1.24 | 0.09 | 1.79 | 0.83 | 1.03 | 1.62 | -0.80 | -0.84 |
| Standard Deviation(%) | NA | 5.29 | 9.75 | 10.40 | 21.62 | NA | NA | … | … | 5.18 | 13.37 | 8.90 | 9.90 | 12.51 | 21.67 | 25.02 | 32.86 | 39.70 | 17.39 | 15.69 | 11.21 | 14.39 | 18.89 | 28.70 | 18.57 |
| Draw Down(%) | NA | 6.99 | 18.88 | 18.88 | 65.25 | NA | NA | … | … | 5.54 | 15.54 | 9.89 | 6.19 | 9.56 | 18.25 | 22.94 | 28.07 | 56.54 | 11.69 | 17.48 | 9.20 | 12.33 | 20.95 | 31.67 | 28.70 |
| Yield(%) | 0.00 | 0.00 | 1.01 | 1.43 | 1.87 | 2.68 | 1.80 | … | … | 0.00 | 1.58 | 1.45 | 0.73 | 2.40 | 2.02 | 2.01 | 2.88 | 1.86 | 8.82 | 5.07 | 1.72 | 0.78 | 0.23 | 0.00 | 0.00 |
Data as of 12/29/2016, Common starting date is 03/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SERBX (DEUTSCHE WORLD DIVIDEND FUND CLASS B) |
-19.40%
Feb 2006 – Feb 2009 |
-8.52%
May 2007 – May 2012 |
-1.17%
Nov 2006 – Nov 2016 |
1.47%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SERBX (DEUTSCHE WORLD DIVIDEND FUND CLASS B) |
29.27%
Mar 2003 – Mar 2006 |
21.92%
Sep 2002 – Sep 2007 |
7.67%
Mar 2003 – Mar 2013 |
3.07%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart