Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGQBX (DEUTSCHE GLOBAL GROWTH FUND CLASS B) | NA | -13.32% | -5.68% | 4.03% | -1.11% | 3.66% | NA | … | … |
Data as of 12/29/2016, Common starting date is 06/26/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGQBX (DEUTSCHE GLOBAL GROWTH FUND CLASS B) | 06/26/2001 | 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 | -13.32 | -5.68 | 4.03 | -1.11 | 3.66 | NA | … | … | -12.03 | -2.62 | -2.66 | 24.90 | 17.00 | -15.69 | 12.43 | 41.64 | -48.04 | 5.23 | 28.76 | 21.73 | 13.86 | 30.88 | -17.90 | -8.14 |
| Sharpe Ratio | NA | -1.93 | -0.52 | 0.33 | -0.07 | NA | NA | … | … | -1.77 | -0.20 | -0.23 | 2.22 | 1.07 | -0.57 | 0.66 | 1.60 | -1.19 | 0.13 | 1.92 | 1.90 | 0.98 | 2.75 | -1.20 | -1.25 |
| Standard Deviation(%) | NA | 7.02 | 10.89 | 12.15 | 21.50 | NA | NA | … | … | 6.91 | 13.23 | 11.39 | 11.20 | 15.94 | 27.53 | 18.69 | 26.05 | 41.12 | 17.17 | 13.33 | 10.31 | 13.19 | 10.99 | 15.77 | 13.93 |
| Draw Down(%) | NA | 13.91 | 21.01 | 21.01 | 63.46 | NA | NA | … | … | 12.63 | 13.78 | 12.17 | 7.78 | 15.83 | 29.28 | 15.88 | 25.58 | 58.21 | 13.58 | 15.23 | 8.15 | 12.30 | 12.53 | 27.50 | 18.22 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.04 | 2.01 | 4.57 | 3.17 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.21 | 0.36 | 0.00 | 0.00 | 0.31 | 19.46 | 19.38 | 8.71 | 0.00 | 0.45 | 0.01 | 1.56 |
Data as of 12/29/2016, Common starting date is 06/26/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGQBX (DEUTSCHE GLOBAL GROWTH FUND CLASS B) |
-18.56%
Feb 2006 – Feb 2009 |
-8.06%
May 2007 – May 2012 |
-0.89%
Nov 2006 – Nov 2016 |
3.29%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGQBX (DEUTSCHE GLOBAL GROWTH FUND CLASS B) |
29.65%
Mar 2003 – Mar 2006 |
22.43%
Oct 2002 – Oct 2007 |
8.56%
Mar 2003 – Mar 2013 |
4.01%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart