Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFXAX (DEUTSCHE CORE FIXED INCOME FUND CLASS A) | NA | 1.97% | 2.60% | 2.23% | 2.29% | 2.74% | NA | … | … |
Data as of 10/30/2017, Common starting date is 07/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFXAX (DEUTSCHE CORE FIXED INCOME FUND CLASS A) | 07/30/2002 | 10/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.20 | 1.97 | 2.60 | 2.23 | 2.29 | 2.74 | NA | … | … | 4.04 | 2.82 | 0.20 | 5.42 | -1.35 | 6.80 | 6.77 | 6.47 | 7.35 | -14.34 | 4.97 | 3.93 | 2.41 | 4.86 | 3.41 | 1.16 |
| Sharpe Ratio | NA | 0.49 | 0.75 | 0.71 | 0.49 | NA | NA | … | … | 1.60 | 0.84 | 0.05 | 2.14 | -0.44 | 2.46 | 1.63 | 1.51 | 1.40 | -2.00 | 0.50 | 0.20 | 0.08 | 0.95 | 0.63 | 0.34 |
| Standard Deviation(%) | NA | 2.93 | 3.15 | 3.03 | 4.24 | NA | NA | … | … | 2.69 | 3.10 | 3.60 | 2.53 | 3.14 | 2.77 | 4.14 | 4.22 | 5.19 | 7.59 | 3.94 | 3.13 | 3.23 | 4.13 | 4.35 | 5.18 |
| Draw Down(%) | NA | 2.98 | 3.70 | 4.97 | 18.98 | NA | NA | … | … | 1.60 | 3.70 | 2.90 | 1.31 | 4.97 | 1.32 | 2.04 | 3.34 | 4.51 | 18.98 | 2.33 | 2.24 | 2.46 | 4.15 | 4.76 | 3.20 |
| Yield(%) | 0.00 | 1.36 | 1.97 | 2.18 | 2.54 | 3.02 | 2.32 | … | … | 1.28 | 1.59 | 2.52 | 2.47 | 2.71 | 2.40 | 2.49 | 2.73 | 4.32 | 4.73 | 4.63 | 4.43 | 4.27 | 4.67 | 3.83 | 0.88 |
Data as of 10/30/2017, Common starting date is 07/30/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFXAX (DEUTSCHE CORE FIXED INCOME FUND CLASS A) |
-2.65%
Feb 2006 – Feb 2009 |
-0.62%
Mar 2004 – Mar 2009 |
2.21%
Nov 2006 – Nov 2016 |
2.65%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFXAX (DEUTSCHE CORE FIXED INCOME FUND CLASS A) |
7.85%
Feb 2009 – Feb 2012 |
5.79%
Feb 2009 – Feb 2014 |
3.09%
Nov 2002 – Nov 2012 |
2.72%
Aug 2002 – Aug 2017 |
Annualized Rolling Returns Comparison Chart