Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCGDX (DEUTSCHE GOLD & PRECIOUS METALS FUND CLASS S) | NA | -76.21% | -36.50% | -35.45% | -19.92% | -5.67% | -2.28% | -1.87% |
Data as of 12/11/2017, AR inception is 02/22/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCGDX (DEUTSCHE GOLD & PRECIOUS METALS FUND CLASS S) | 02/22/1989 | 12/11/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -77.64 | -76.21 | -36.50 | -35.45 | -19.92 | -5.67 | -2.28 | -1.87 | 3.89 | 51.27 | -26.72 | -14.14 | -49.64 | -7.53 | -22.60 | 37.60 | 41.63 | -32.72 | 25.41 | 29.27 | 20.83 | -8.92 | 95.36 | 66.84 | 16.04 | -8.99 | 9.06 | -16.71 | -40.84 | 32.11 | 13.17 | -7.39 | 59.54 | -9.15 | -6.93 | -16.67 | 8.90 |
| Sharpe Ratio | NA | 0.22 | 0.11 | -0.37 | -0.19 | NA | NA | 0.05 | 0.15 | 1.18 | -0.69 | -0.43 | -1.34 | -0.30 | -0.74 | 1.36 | 1.00 | -0.50 | 0.70 | 0.77 | 0.77 | -0.35 | 3.45 | 2.01 | 0.59 | -0.54 | 0.19 | -0.68 | -2.27 | 1.81 | 0.64 | -0.79 | 2.93 | -0.80 | -0.67 | -1.37 | 0.45 |
| Standard Deviation(%) | NA | 25.07 | 36.62 | 35.79 | 38.86 | NA | NA | 29.76 | 23.48 | 43.14 | 38.87 | 33.11 | 37.18 | 25.88 | 30.42 | 27.63 | 41.46 | 67.48 | 31.96 | 33.82 | 24.11 | 28.54 | 27.41 | 32.67 | 23.67 | 24.19 | 30.21 | 29.30 | 19.47 | 15.65 | 14.69 | 13.09 | 19.50 | 14.24 | 15.85 | 15.96 | 10.64 |
| Draw Down(%) | NA | 17.34 | 43.72 | 71.31 | 79.33 | NA | NA | 79.33 | 17.34 | 37.74 | 41.48 | 38.27 | 52.64 | 30.89 | 25.47 | 18.74 | 18.35 | 71.54 | 22.15 | 30.57 | 26.01 | 30.96 | 19.84 | 33.19 | 17.22 | 24.30 | 24.27 | 45.46 | 47.64 | 17.44 | 13.24 | 18.70 | 20.38 | 16.03 | 12.49 | 25.71 | 11.83 |
| Yield(%) | 0.12 | 3.27 | 1.17 | 0.51 | 4.60 | 13.43 | 14.79 | 8.30 | 0.12 | 4.56 | 0.00 | 0.00 | 0.00 | 0.92 | 14.49 | 13.34 | 2.49 | 2.53 | 21.04 | 21.01 | 8.62 | 7.89 | 11.35 | 1.31 | 1.32 | 0.26 | 1.38 | 0.00 | 1.12 | 22.42 | 14.96 | 5.22 | 2.87 | 0.00 | 0.00 | 0.00 | 0.89 |
Data as of 12/11/2017, AR inception is 02/22/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCGDX (DEUTSCHE GOLD & PRECIOUS METALS FUND CLASS S) |
-34.58%
Sep 2012 - Sep 2015 |
-25.68%
Dec 2010 - Dec 2015 |
-8.22%
Jan 2006 - Jan 2016 |
3.44%
May 2002 - May 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCGDX (DEUTSCHE GOLD & PRECIOUS METALS FUND CLASS S) |
59.19%
Nov 2000 - Nov 2003 |
38.38%
Mar 2001 - Mar 2006 |
25.01%
Oct 2000 - Oct 2010 |
15.11%
Feb 1993 - Feb 2008 |
Annualized Rolling Returns Comparison Chart