Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DBITX (DEUTSCHE GLOBAL MACRO FUND CLASS R) | NA | 1,124,727.45% | 2,127.09% | 561.25% | 161.80% | 97.86% | 60.85% | … | … |
Data as of 04/02/2024, Common starting date is 02/24/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DBITX (DEUTSCHE GLOBAL MACRO FUND CLASS R) | 02/24/2004 | 04/02/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1,124,727.45 | 2,127.09 | 561.25 | 161.80 | 97.86 | 60.85 | … | … | 1,090,454.19 | 8.59 | -7.30 | 5.79 | 1.76 | 11.99 | -0.16 | 13.08 | 5.39 | -2.44 | 0.00 | 18.46 | 16.90 | -12.99 | 10.51 | 28.75 | -48.39 | 16.45 | 24.35 | -38.14 | 11.08 |
| Sharpe Ratio | NA | 1,213.27 | 3.97 | 1.35 | 0.55 | NA | NA | … | … | NA | 0.77 | -1.01 | 1.10 | 0.13 | 2.50 | -0.27 | 2.47 | 0.37 | -0.18 | 0.00 | 1.50 | 1.01 | -0.48 | 0.51 | 0.99 | -1.14 | 0.72 | 1.23 | -0.65 | 0.87 |
| Standard Deviation(%) | NA | 929.92 | 536.57 | 415.44 | 293.86 | NA | NA | … | … | 1,856.11 | 5.72 | 8.61 | 5.23 | 11.94 | 4.23 | 5.56 | 5.06 | 14.04 | 13.72 | 11.58 | 12.30 | 16.89 | 26.99 | 20.46 | 28.83 | 43.05 | 18.79 | 17.18 | 61.93 | 13.80 |
| Draw Down(%) | NA | 5.40 | 12.73 | 15.07 | 19.36 | NA | NA | … | … | 1.83 | 5.40 | 12.42 | 3.52 | 15.07 | 2.73 | 5.37 | 2.41 | 11.28 | 14.24 | 10.74 | 9.73 | 15.25 | 25.54 | 17.49 | 27.93 | 57.60 | 12.67 | 19.73 | 47.90 | 10.04 |
| Yield(%) | 0.00 | 104.76 | 34.14 | 23.37 | 13.83 | 16.40 | 5.30 | … | … | 101.73 | 2.53 | 3.77 | 0.73 | 0.32 | 2.87 | 5.93 | 0.00 | 0.00 | 0.00 | 0.00 | 1.53 | 2.26 | 1.65 | 2.27 | 1.63 | 1.97 | 24.67 | 24.63 | 4.68 | 0.90 |
Data as of 04/02/2024, Common starting date is 02/24/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBITX (DEUTSCHE GLOBAL MACRO FUND CLASS R) |
-23.86%
Oct 2005 – Oct 2008 |
-14.66%
Mar 2004 – Mar 2009 |
-3.80%
Sep 2005 – Sep 2015 |
-0.66%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBITX (DEUTSCHE GLOBAL MACRO FUND CLASS R) |
2,136.48%
Mar 2021 – Mar 2024 |
561.82%
Mar 2019 – Mar 2024 |
162.02%
Mar 2014 – Mar 2024 |
98.84%
Mar 2009 – Mar 2024 |
Annualized Rolling Returns Comparison Chart