Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCOBX (DEUTSCHE GLOBAL GROWTH FUND CLASS S) | 13.90% | 15.29% | 11.45% | 5.75% | 5.05% | 6.62% | 5.83% | 7.38% |
Data as of 06/26/2025, AR inception is 04/29/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCOBX (DEUTSCHE GLOBAL GROWTH FUND CLASS S) | 04/29/1987 | 06/26/2025 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.91 | 15.29 | 11.45 | 5.75 | 5.05 | 6.62 | 5.83 | 7.38 | 13.90 | 5.81 | 15.76 | -31.36 | 6.49 | 22.49 | 31.61 | -16.88 | 25.45 | 0.28 | -1.68 | -1.65 | 26.17 | 18.18 | -14.76 | 13.60 | 43.51 | -47.45 | 6.67 | 30.27 | 23.31 | 15.04 | 32.23 | -17.00 | -16.40 | -3.12 | 23.57 | 12.68 | 17.56 | 13.65 | 20.53 | -4.20 | 31.17 | 4.49 | 17.32 | -6.39 | 37.41 | 23.21 | -16.51 |
| Sharpe Ratio | NA | 0.48 | 0.49 | 0.17 | 0.19 | NA | NA | 0.31 | 1.00 | -0.06 | 0.82 | -1.22 | 0.45 | 0.78 | 2.43 | -1.21 | 3.65 | 0.01 | -0.13 | -0.15 | 2.34 | 1.15 | -0.54 | 0.72 | 1.67 | -1.17 | 0.21 | 2.04 | 2.04 | 1.07 | 2.87 | -1.14 | -1.42 | -0.55 | 1.93 | 0.65 | 1.16 | 1.47 | 2.33 | -0.95 | 4.25 | 0.26 | 1.19 | -1.04 | 3.42 | 1.82 | -1.18 |
| Standard Deviation(%) | NA | 17.77 | 17.76 | 18.27 | 17.63 | NA | NA | 16.34 | 21.37 | 13.76 | 14.14 | 27.00 | 14.52 | 28.53 | 12.45 | 15.11 | 6.84 | 14.51 | 13.21 | 11.38 | 11.18 | 15.94 | 27.45 | 18.69 | 26.00 | 41.14 | 17.24 | 13.30 | 10.35 | 13.15 | 11.00 | 15.84 | 13.41 | 13.18 | 10.57 | 14.44 | 12.05 | 6.86 | 7.17 | 7.56 | 6.81 | 8.11 | 11.39 | 11.20 | 9.28 | 10.17 | 23.21 |
| Draw Down(%) | NA | 15.86 | 19.18 | 41.86 | 41.86 | NA | NA | 62.65 | 15.86 | 9.46 | 15.39 | 37.88 | 9.26 | 31.79 | 6.50 | 24.73 | 2.84 | 12.88 | 13.46 | 11.92 | 7.69 | 15.63 | 28.92 | 15.78 | 25.24 | 57.97 | 13.54 | 15.13 | 7.98 | 12.22 | 12.38 | 27.12 | 25.07 | 12.13 | 8.60 | 19.29 | 10.70 | 5.62 | 3.60 | 11.22 | 2.07 | 6.69 | 6.81 | 15.85 | 7.91 | 8.42 | 32.29 |
| Yield(%) | 0.00 | 3.30 | 2.07 | 1.90 | 1.46 | 1.86 | 3.90 | 8.31 | 0.00 | 3.62 | 1.78 | 0.45 | 2.19 | 0.98 | 1.33 | 1.05 | 0.57 | 0.14 | 0.00 | 0.88 | 0.62 | 1.38 | 1.29 | 0.70 | 1.44 | 0.51 | 20.15 | 19.96 | 9.74 | 0.40 | 1.75 | 0.92 | 2.34 | 11.67 | 14.15 | 11.06 | 19.18 | 6.67 | 4.70 | 1.81 | 2.58 | 2.65 | 5.92 | 6.16 | 5.07 | 1.81 | 2.08 |
Data as of 06/26/2025, AR inception is 04/29/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCOBX (DEUTSCHE GLOBAL GROWTH FUND CLASS S) |
-17.53%
Feb 2006 - Feb 2009 |
-6.95%
May 2007 - May 2012 |
0.02%
Feb 1999 - Feb 2009 |
0.87%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCOBX (DEUTSCHE GLOBAL GROWTH FUND CLASS S) |
31.15%
Mar 2003 - Mar 2006 |
23.80%
Oct 2002 - Oct 2007 |
15.01%
Nov 1987 - Nov 1997 |
11.97%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart