Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DBISX (DEUTSCHE GLOBAL MACRO FUND CLASS A) | 6.06% | 5.60% | 4.43% | 4.10% | 4.09% | 6.12% | 4.42% | 4.50% |
Data as of 06/06/2025, AR inception is 03/20/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DBISX (DEUTSCHE GLOBAL MACRO FUND CLASS A) | 03/20/2001 | 06/06/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 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 (%) | 0.55 | 5.60 | 4.43 | 4.10 | 4.09 | 6.12 | 4.42 | 4.50 | 6.06 | 2.37 | 8.85 | -8.09 | 6.08 | 1.99 | 12.27 | 0.16 | 13.33 | 5.71 | -2.26 | 0.24 | 18.73 | 17.13 | -12.72 | 10.76 | 28.82 | -48.37 | 16.41 | 24.81 | 13.15 | 16.23 | 32.25 | -14.50 | -4.89 |
| Sharpe Ratio | NA | 0.33 | 0.08 | 0.32 | 0.28 | NA | NA | 0.19 | 1.24 | -0.71 | 0.84 | -1.10 | 1.18 | 0.15 | 2.56 | -0.21 | 2.57 | 0.39 | -0.17 | 0.02 | 1.52 | 1.02 | -0.47 | 0.52 | 1.00 | -1.14 | 0.72 | 1.26 | 1.00 | 1.12 | 2.09 | -0.82 | -0.43 |
| Standard Deviation(%) | NA | 7.19 | 6.80 | 6.73 | 8.57 | NA | NA | 17.07 | 8.28 | 5.93 | 5.54 | 8.63 | 5.12 | 11.91 | 4.24 | 5.57 | 4.96 | 14.06 | 13.82 | 11.58 | 12.28 | 16.90 | 26.88 | 20.37 | 28.85 | 43.06 | 18.82 | 17.21 | 10.97 | 13.62 | 15.13 | 19.07 | 19.40 |
| Draw Down(%) | NA | 6.46 | 8.50 | 12.40 | 18.89 | NA | NA | 63.61 | 4.70 | 4.99 | 5.41 | 12.22 | 3.34 | 15.09 | 2.73 | 5.27 | 2.43 | 11.30 | 14.14 | 10.67 | 9.60 | 15.26 | 25.47 | 17.46 | 27.95 | 57.63 | 12.65 | 19.75 | 7.51 | 11.14 | 18.09 | 26.49 | 28.26 |
| Yield(%) | 0.00 | 1.99 | 2.47 | 1.97 | 2.12 | 2.80 | 4.32 | 4.37 | 0.22 | 1.89 | 2.78 | 2.99 | 1.00 | 0.58 | 3.16 | 6.12 | 0.00 | 0.00 | 0.00 | 0.00 | 1.82 | 2.56 | 1.81 | 2.43 | 1.61 | 2.07 | 24.43 | 24.55 | 6.24 | 1.22 | 1.50 | 0.00 | 0.00 |
Data as of 06/06/2025, AR inception is 03/20/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBISX (DEUTSCHE GLOBAL MACRO FUND CLASS A) |
-17.22%
Feb 2006 - Feb 2009 |
-8.41%
May 2007 - May 2012 |
0.01%
Oct 2007 - Oct 2017 |
0.62%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBISX (DEUTSCHE GLOBAL MACRO FUND CLASS A) |
29.24%
Mar 2003 - Mar 2006 |
21.56%
Sep 2002 - Sep 2007 |
10.08%
Feb 2009 - Feb 2019 |
7.74%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart