Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SZGAX (DEUTSCHE ENHANCED GLOBAL BOND FUND CLASS A) | NA | -6.19% | -5.77% | -0.74% | 0.06% | 1.12% | 1.91% | … | … |
Data as of 12/14/2023, Common starting date is 06/21/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SZGAX (DEUTSCHE ENHANCED GLOBAL BOND FUND CLASS A) | 06/21/2001 | 12/14/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.19 | -5.77 | -0.74 | 0.06 | 1.12 | 1.91 | … | … | -3.68 | -11.43 | -2.13 | 5.36 | 9.02 | -3.26 | 6.61 | 3.14 | -1.68 | 0.21 | -2.55 | 8.34 | -2.94 | 4.45 | 7.38 | 7.10 | 6.64 | 4.87 | -1.64 | 6.35 | 9.06 | 12.22 | 3.33 |
| Sharpe Ratio | NA | -1.46 | -1.43 | -0.40 | -0.18 | NA | NA | … | … | -1.13 | -2.48 | -0.80 | 0.75 | 2.00 | -1.81 | 2.62 | 0.43 | -0.52 | 0.07 | -0.48 | 2.25 | -0.44 | 0.84 | 0.92 | 0.55 | 1.02 | 0.39 | -0.95 | 0.89 | 1.47 | 2.42 | 1.07 |
| Standard Deviation(%) | NA | 7.16 | 5.30 | 5.40 | 4.74 | NA | NA | … | … | 7.23 | 5.19 | 2.69 | 6.79 | 3.81 | 2.53 | 2.29 | 6.87 | 3.32 | 2.96 | 5.33 | 3.72 | 6.78 | 5.17 | 7.90 | 11.12 | 3.61 | 4.14 | 4.03 | 6.07 | 5.71 | 4.59 | 4.52 |
| Draw Down(%) | NA | 9.98 | 18.93 | 19.68 | 19.68 | NA | NA | … | … | 9.98 | 13.55 | 3.27 | 11.46 | 2.55 | 4.56 | 1.09 | 5.66 | 3.73 | 5.67 | 9.37 | 2.55 | 8.48 | 5.79 | 7.81 | 7.99 | 2.85 | 2.72 | 4.47 | 5.35 | 6.74 | 1.88 | 2.86 |
| Yield(%) | 0.00 | 1.64 | 1.01 | 1.40 | 2.08 | 2.51 | 3.11 | … | … | 1.67 | 1.01 | 0.63 | 1.06 | 2.47 | 2.22 | 2.30 | 1.90 | 3.10 | 5.70 | 2.95 | 3.71 | 2.86 | 3.46 | 3.13 | 7.19 | 2.60 | 2.47 | 7.95 | 4.81 | 4.60 | 2.97 | 2.53 |
Data as of 12/14/2023, Common starting date is 06/21/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZGAX (DEUTSCHE ENHANCED GLOBAL BOND FUND CLASS A) |
-6.18%
Oct 2020 – Oct 2023 |
-1.21%
Sep 2018 – Sep 2023 |
-0.34%
Apr 2013 – Apr 2023 |
1.14%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZGAX (DEUTSCHE ENHANCED GLOBAL BOND FUND CLASS A) |
9.19%
Dec 2001 – Dec 2004 |
6.82%
Apr 2006 – Apr 2011 |
6.05%
Jul 2001 – Jul 2011 |
4.31%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart