Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGDAX (DEUTSCHE GOLD & PRECIOUS METALS FUND CLASS A) | NA | 5.36% | 4.08% | -13.25% | -7.27% | 3.94% | NA | … | … |
Data as of 12/11/2017, Common starting date is 07/13/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGDAX (DEUTSCHE GOLD & PRECIOUS METALS FUND CLASS A) | 07/13/2001 | 12/11/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.76 | 5.36 | 4.08 | -13.25 | -7.27 | 3.94 | NA | … | … | 3.65 | 50.84 | -26.90 | -14.35 | -49.75 | -7.65 | -22.81 | 37.22 | 41.22 | -32.86 | 25.12 | 28.92 | 20.53 | -9.14 | 95.05 | 69.90 | 3.81 |
| Sharpe Ratio | NA | 0.20 | 0.10 | -0.37 | -0.19 | NA | NA | … | … | 0.14 | 1.17 | -0.70 | -0.43 | -1.34 | -0.30 | -0.75 | 1.34 | 0.99 | -0.50 | 0.69 | 0.76 | 0.76 | -0.35 | 3.46 | 2.10 | 0.33 |
| Standard Deviation(%) | NA | 25.04 | 36.82 | 36.28 | 39.47 | NA | NA | … | … | 23.45 | 42.96 | 38.75 | 33.38 | 37.27 | 25.87 | 30.40 | 27.64 | 41.42 | 67.45 | 31.96 | 33.77 | 24.09 | 28.54 | 27.26 | 32.72 | 20.73 |
| Draw Down(%) | NA | 17.37 | 43.80 | 71.53 | 79.56 | NA | NA | … | … | 17.37 | 37.86 | 41.55 | 38.44 | 52.75 | 30.92 | 25.62 | 18.73 | 18.41 | 71.62 | 22.13 | 30.60 | 26.08 | 30.91 | 19.88 | 33.14 | 11.11 |
| Yield(%) | 0.00 | 2.92 | 1.04 | 0.44 | 4.49 | 13.14 | 15.06 | … | … | 0.00 | 4.23 | 0.00 | 0.00 | 0.00 | 0.76 | 14.29 | 12.98 | 2.15 | 2.53 | 20.76 | 20.69 | 8.32 | 7.87 | 10.97 | 3.90 | 0.96 |
Data as of 12/11/2017, 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 |
|---|---|---|---|---|
| SGDAX (DEUTSCHE GOLD & PRECIOUS METALS FUND CLASS A) |
-34.74%
Sep 2012 – Sep 2015 |
-25.84%
Dec 2010 – Dec 2015 |
-8.43%
Jan 2006 – Jan 2016 |
3.24%
May 2002 – May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGDAX (DEUTSCHE GOLD & PRECIOUS METALS FUND CLASS A) |
49.42%
Nov 2001 – Nov 2004 |
37.93%
Nov 2001 – Nov 2006 |
22.31%
Aug 2001 – Aug 2011 |
7.90%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison Chart