Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SZEBX (DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS B) | NA | -0.91% | -3.76% | -0.35% | 0.54% | 5.38% | NA | … | … |
Data as of 12/29/2016, Common starting date is 06/18/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SZEBX (DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS B) | 06/18/2001 | 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 | -0.91 | -3.76 | -0.35 | 0.54 | 5.38 | NA | … | … | -0.80 | -11.02 | -5.54 | -8.32 | 13.86 | -8.07 | 6.54 | 23.37 | -31.74 | -1.38 | 7.50 | 6.40 | 8.34 | 22.69 | 4.65 | -4.08 |
| Sharpe Ratio | NA | -25.63 | -7.52 | -5.58 | -3.69 | NA | NA | … | … | -25.76 | -6.20 | -5.23 | -4.71 | -1.21 | -4.05 | -2.30 | 0.74 | -3.91 | -3.97 | -2.46 | -2.51 | -1.39 | 0.42 | -1.39 | -2.01 |
| Standard Deviation(%) | NA | 1.36 | 3.90 | 4.35 | 6.48 | NA | NA | … | … | 1.36 | 4.76 | 4.60 | 5.70 | 3.91 | 6.57 | 5.24 | 6.44 | 13.07 | 5.92 | 6.06 | 5.82 | 8.09 | 8.00 | 10.85 | 13.58 |
| Draw Down(%) | NA | 2.04 | 21.02 | 24.80 | 39.87 | NA | NA | … | … | 2.04 | 12.40 | 11.88 | 11.23 | 4.20 | 12.09 | 6.66 | 4.62 | 37.37 | 9.18 | 9.60 | 6.43 | 13.46 | 10.78 | 14.62 | 11.76 |
| Yield(%) | 0.00 | 0.00 | 2.10 | 2.49 | 3.31 | 5.80 | 4.51 | … | … | 0.00 | 3.60 | 2.91 | 2.39 | 3.12 | 3.47 | 4.03 | 7.57 | 7.13 | 4.43 | 5.26 | 5.40 | 4.18 | 5.78 | 7.41 | 6.82 |
Data as of 12/29/2016, Common starting date is 06/18/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZEBX (DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS B) |
-6.34%
Feb 2006 – Feb 2009 |
-1.54%
Apr 2011 – Apr 2016 |
0.70%
Nov 2006 – Nov 2016 |
5.61%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZEBX (DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS B) |
22.37%
Sep 2002 – Sep 2005 |
16.67%
Oct 2001 – Oct 2006 |
9.84%
Sep 2002 – Sep 2012 |
5.96%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart