Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCEMX (DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS S) | 4.44% | 10.27% | 11.09% | 1.91% | 2.54% | 2.48% | 3.45% | 5.80% |
Data as of 07/03/2025, AR inception is 04/10/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCEMX (DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS S) | 04/10/1996 | 07/03/2025 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.81 | 10.27 | 11.09 | 1.91 | 2.54 | 2.48 | 3.45 | 5.80 | 4.44 | 10.90 | 11.11 | -19.36 | -1.37 | 4.63 | 14.69 | -6.33 | 9.12 | 9.43 | -6.61 | -1.80 | -4.89 | 18.57 | -3.72 | 11.93 | 33.13 | -24.41 | 4.21 | 14.34 | 13.11 | 14.00 | 30.35 | 13.79 | 10.46 | 10.02 | 22.71 | -30.30 | 10.97 | 26.77 |
| Sharpe Ratio | NA | 1.40 | 1.11 | -0.01 | 0.17 | NA | NA | 0.45 | 0.98 | 0.96 | 1.08 | -1.86 | -0.42 | 0.39 | 3.40 | -1.51 | 3.10 | 2.25 | -1.57 | -0.42 | -0.89 | 5.00 | -0.62 | 2.54 | 5.99 | -2.15 | 0.22 | 2.07 | 2.10 | 1.71 | 4.07 | 1.32 | 0.76 | 0.82 | 1.40 | -1.17 | 0.54 | 4.47 |
| Standard Deviation(%) | NA | 5.05 | 6.83 | 6.76 | 6.50 | NA | NA | 9.15 | 6.14 | 4.48 | 6.44 | 11.21 | 3.33 | 11.32 | 3.91 | 5.10 | 2.75 | 4.10 | 4.22 | 4.29 | 5.52 | 3.73 | 6.01 | 4.66 | 5.52 | 11.73 | 5.57 | 5.38 | 5.22 | 7.63 | 7.28 | 9.61 | 10.88 | 7.26 | 13.94 | 28.70 | 13.70 | 7.81 |
| Draw Down(%) | NA | 4.77 | 11.63 | 34.00 | 34.00 | NA | NA | 47.46 | 4.77 | 2.64 | 8.32 | 30.45 | 6.06 | 22.42 | 2.65 | 9.18 | 1.28 | 4.72 | 9.11 | 10.00 | 10.54 | 3.58 | 10.08 | 5.66 | 4.51 | 34.58 | 7.95 | 7.62 | 5.45 | 12.28 | 9.49 | 12.47 | 9.41 | 7.67 | 12.53 | 47.46 | 12.90 | 4.00 |
| Yield(%) | 0.00 | 5.61 | 6.53 | 4.77 | 4.32 | 4.02 | 4.60 | 6.01 | 1.92 | 6.89 | 6.51 | 4.94 | 4.54 | 4.42 | 4.51 | 3.82 | 3.99 | 5.14 | 4.57 | 3.93 | 3.37 | 4.29 | 4.51 | 5.18 | 8.76 | 8.06 | 5.50 | 6.36 | 6.43 | 5.24 | 7.05 | 8.50 | 10.59 | 10.81 | 9.36 | 8.38 | 18.79 | 18.39 |
Data as of 07/03/2025, AR inception is 04/10/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCEMX (DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS S) |
-8.79%
Oct 2019 - Oct 2022 |
-4.46%
Oct 2017 - Oct 2022 |
-1.65%
Oct 2012 - Oct 2022 |
0.29%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCEMX (DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS S) |
23.60%
Sep 2002 - Sep 2005 |
19.13%
Aug 1998 - Aug 2003 |
14.91%
Aug 1998 - Aug 2008 |
10.95%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart