Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SCGEX (DEUTSCHE WORLD DIVIDEND FUND CLASS S) | NA | 18.07% | 3.12% | 2.57% | 5.23% | 4.05% | 2.14% | … | … |
Data as of 12/23/2019, Common starting date is 12/27/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCGEX (DEUTSCHE WORLD DIVIDEND FUND CLASS S) | 12/27/1994 | 12/23/2019 |
| 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 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.07 | 3.12 | 2.57 | 5.23 | 4.05 | 2.14 | … | … | 14.52 | -11.94 | 8.89 | 12.17 | -7.04 | 2.36 | 22.70 | 10.99 | 0.35 | 3.21 | 31.95 | -47.93 | 5.73 | 32.82 | 12.89 | 16.99 | 32.46 | -21.15 | -25.69 | -9.11 | 34.58 | 29.20 | 23.99 | 30.88 | 23.61 | 0.61 |
| Sharpe Ratio | NA | 1.74 | 0.21 | 0.17 | 0.34 | NA | NA | … | … | 1.47 | -1.14 | 1.27 | 1.02 | -0.53 | 0.26 | 2.29 | 0.88 | 0.01 | 0.12 | 0.97 | -1.23 | 0.16 | 1.89 | 0.96 | 1.12 | 1.68 | -0.80 | -1.45 | -0.63 | 2.13 | 1.27 | 1.48 | 3.50 | 2.13 | 9.86 |
| Standard Deviation(%) | NA | 9.27 | 9.35 | 10.75 | 14.16 | NA | NA | … | … | 9.14 | 11.65 | 6.54 | 11.71 | 13.39 | 8.86 | 9.90 | 12.48 | 21.67 | 25.04 | 32.86 | 39.70 | 17.41 | 15.69 | 11.22 | 14.28 | 18.87 | 27.86 | 19.66 | 20.95 | 14.75 | 20.44 | 13.76 | 7.76 | 9.27 | 6.41 |
| Draw Down(%) | NA | 6.79 | 19.40 | 19.40 | 22.64 | NA | NA | … | … | 6.79 | 19.40 | 4.07 | 5.49 | 15.24 | 9.49 | 6.09 | 9.37 | 17.81 | 22.64 | 27.97 | 56.08 | 11.60 | 17.38 | 9.07 | 12.11 | 20.79 | 31.18 | 36.52 | 27.68 | 10.13 | 30.21 | 9.03 | 5.30 | 3.84 | 0.26 |
| Yield(%) | 0.00 | 1.52 | 1.42 | 1.89 | 2.90 | 3.58 | 2.35 | … | … | 1.48 | 1.24 | 1.53 | 1.82 | 2.55 | 2.50 | 1.86 | 3.53 | 3.11 | 3.19 | 4.02 | 2.47 | 9.89 | 6.57 | 2.97 | 1.95 | 1.50 | 0.50 | 0.23 | 3.35 | 0.65 | 0.29 | 10.31 | 1.42 | 2.12 | 0.17 |
Data as of 12/23/2019, Common starting date is 12/27/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCGEX (DEUTSCHE WORLD DIVIDEND FUND CLASS S) |
-23.67%
Feb 2000 – Feb 2003 |
-7.81%
Mar 1998 – Mar 2003 |
-2.90%
Feb 1999 – Feb 2009 |
1.44%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCGEX (DEUTSCHE WORLD DIVIDEND FUND CLASS S) |
34.26%
May 1995 – May 1998 |
29.90%
Feb 1995 – Feb 2000 |
11.21%
Feb 1995 – Feb 2005 |
7.68%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart