Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MGSFX (DEUTSCHE FIXED INCOME OPPORTUNITIES FUND INSTITUTIONAL CLASS) | NA | 3.74% | 3.15% | 1.67% | 2.37% | 2.30% | 2.99% | … | … |
Data as of 08/02/2019, Common starting date is 03/30/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MGSFX (DEUTSCHE FIXED INCOME OPPORTUNITIES FUND INSTITUTIONAL CLASS) | 03/30/1995 | 08/02/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 3.74 | 3.15 | 1.67 | 2.37 | 2.30 | 2.99 | … | … | 6.19 | -2.49 | 4.46 | 3.18 | -1.04 | -0.26 | 2.36 | 6.10 | -0.24 | 3.07 | 11.76 | -9.53 | 4.89 | 4.44 | 2.05 | 1.90 | 3.02 | 5.30 | 6.59 | 7.97 | 4.37 | 6.52 | 6.76 | 5.46 | 5.29 |
| Sharpe Ratio | NA | 1.02 | 1.17 | 0.53 | 1.07 | NA | NA | … | … | 4.69 | -1.84 | 2.65 | 1.42 | -0.55 | -0.17 | 1.39 | 3.84 | -0.12 | 1.63 | 5.19 | -2.89 | 0.90 | 0.71 | -0.08 | 0.54 | 1.27 | 2.26 | 2.08 | 1.79 | 0.53 | 1.28 | 1.25 | 0.90 | 1.69 |
| Standard Deviation(%) | NA | 2.15 | 1.84 | 1.93 | 1.87 | NA | NA | … | … | 1.96 | 2.08 | 1.45 | 2.09 | 1.95 | 1.60 | 1.67 | 1.59 | 2.34 | 1.82 | 2.25 | 3.61 | 2.09 | 1.61 | 1.51 | 1.78 | 1.84 | 1.86 | 2.08 | 2.19 | 2.16 | 2.51 | 2.57 | 2.15 | 1.95 |
| Draw Down(%) | NA | 3.14 | 3.79 | 5.74 | 5.87 | NA | NA | … | … | 0.36 | 3.79 | 0.81 | 2.83 | 3.03 | 3.04 | 2.29 | 0.89 | 4.32 | 1.41 | 1.05 | 11.38 | 0.60 | 0.51 | 0.84 | 1.64 | 1.42 | 0.69 | 0.59 | 0.50 | 0.59 | 1.55 | 1.13 | 0.60 | 0.30 |
| Yield(%) | 0.00 | 3.28 | 2.80 | 2.67 | 2.93 | 3.07 | 3.55 | … | … | 1.75 | 3.33 | 2.42 | 2.07 | 3.31 | 2.53 | 2.65 | 3.42 | 3.79 | 3.26 | 4.15 | 4.26 | 4.59 | 4.24 | 3.31 | 2.58 | 2.98 | 5.08 | 5.93 | 6.41 | 5.94 | 6.15 | 5.78 | 5.99 | 4.67 |
Data as of 08/02/2019, Common starting date is 03/30/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSFX (DEUTSCHE FIXED INCOME OPPORTUNITIES FUND INSTITUTIONAL CLASS) |
-0.41%
Feb 2013 – Feb 2016 |
0.60%
Dec 2003 – Dec 2008 |
1.72%
Jun 2008 – Jun 2018 |
1.94%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MGSFX (DEUTSCHE FIXED INCOME OPPORTUNITIES FUND INSTITUTIONAL CLASS) |
6.89%
Sep 1995 – Sep 1998 |
6.66%
Sep 1996 – Sep 2001 |
5.29%
Apr 1995 – Apr 2005 |
4.42%
Apr 1995 – Apr 2010 |
Annualized Rolling Returns Comparison Chart