Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SUPBX (DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS B) | NA | -2.89% | -2.96% | 2.10% | 0.56% | 2.25% | NA | … | … |
Data as of 01/23/2017, Common starting date is 01/18/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SUPBX (DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS B) | 01/18/2001 | 01/23/2017 |
| 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 (%) | 0.00 | -2.89 | -2.96 | 2.10 | 0.56 | 2.25 | NA | … | … | 0.00 | -8.77 | -3.23 | 3.25 | 13.67 | 11.08 | -2.91 | 11.29 | 23.77 | -33.39 | 3.70 | 12.41 | 4.97 | 9.28 | 24.47 | -19.60 | -14.15 |
| Sharpe Ratio | NA | -1.25 | -0.41 | 0.27 | 0.01 | NA | NA | … | … | 0.00 | -1.62 | -0.36 | 0.46 | 1.96 | 1.30 | -0.18 | 0.83 | 1.23 | -1.26 | 0.06 | 1.07 | 0.35 | 0.87 | 1.77 | -1.00 | -1.06 |
| Standard Deviation(%) | NA | 3.21 | 7.37 | 7.54 | 14.24 | NA | NA | … | … | NA | 5.51 | 9.16 | 7.06 | 6.97 | 8.56 | 16.77 | 13.55 | 19.30 | 27.12 | 11.86 | 8.53 | 8.04 | 9.56 | 13.40 | 20.68 | 16.39 |
| Draw Down(%) | NA | 5.09 | 14.76 | 14.76 | 47.33 | NA | NA | … | … | 0.00 | 8.77 | 9.35 | 5.70 | 6.19 | 7.78 | 16.11 | 11.21 | 19.64 | 42.23 | 8.00 | 7.43 | 5.53 | 7.02 | 11.64 | 28.94 | 26.42 |
| Yield(%) | 0.00 | 0.00 | 1.14 | 1.41 | 1.45 | 1.61 | 1.11 | … | … | 0.00 | 0.00 | 1.13 | 2.29 | 1.58 | 1.38 | 1.11 | 1.46 | 1.38 | 2.49 | 2.90 | 2.24 | 1.30 | 0.78 | 0.87 | 0.48 | 2.36 |
Data as of 01/23/2017, Common starting date is 01/18/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUPBX (DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS B) |
-12.90%
Feb 2006 – Feb 2009 |
-5.43%
Feb 2004 – Feb 2009 |
0.61%
Dec 2006 – Dec 2016 |
1.47%
Apr 2001 – Apr 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SUPBX (DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS B) |
17.92%
Feb 2009 – Feb 2012 |
14.24%
Feb 2009 – Feb 2014 |
5.98%
Mar 2003 – Mar 2013 |
2.66%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart