Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFXBX (DEUTSCHE CORE FIXED INCOME FUND CLASS B) | NA | 1.78% | 1.78% | 1.89% | 1.46% | NA | NA | … | … |
Data as of 12/29/2016, Common starting date is 07/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFXBX (DEUTSCHE CORE FIXED INCOME FUND CLASS B) | 07/30/2002 | 12/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.78 | 1.78 | 1.89 | 1.46 | NA | NA | … | … | 1.51 | -0.79 | 4.63 | -2.13 | 6.09 | 5.96 | 5.62 | 6.66 | -15.02 | 4.14 | 3.13 | 1.50 | 4.14 | 2.76 | 47.17 |
| Sharpe Ratio | NA | 1.59 | 0.69 | 0.67 | 0.25 | NA | NA | … | … | 1.35 | -0.23 | 1.86 | -0.70 | 2.30 | 1.44 | 1.32 | 1.30 | -2.15 | 0.29 | -0.05 | -0.21 | 0.80 | 0.49 | 2.48 |
| Standard Deviation(%) | NA | 1.00 | 2.56 | 2.70 | 4.10 | NA | NA | … | … | 0.97 | 3.53 | 2.49 | 3.09 | 2.65 | 4.12 | 4.20 | 5.03 | 7.39 | 3.91 | 3.12 | 3.17 | 3.98 | 4.24 | 59.48 |
| Draw Down(%) | NA | 0.31 | 3.09 | 5.00 | 19.52 | NA | NA | … | … | 0.31 | 3.09 | 1.31 | 5.00 | 1.32 | 2.01 | 3.40 | 4.62 | 19.52 | 2.49 | 2.54 | 2.56 | 4.21 | 4.88 | 3.11 |
| Yield(%) | 0.00 | 0.24 | 1.21 | 1.45 | 2.07 | 2.33 | 1.74 | … | … | 0.07 | 1.63 | 1.71 | 1.93 | 1.61 | 1.71 | 2.03 | 3.55 | 4.04 | 3.86 | 3.69 | 3.48 | 3.99 | 3.21 | 0.76 |
Data as of 12/29/2016, 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 |
|---|---|---|---|---|
| SFXBX (DEUTSCHE CORE FIXED INCOME FUND CLASS B) |
-3.44%
Feb 2006 – Feb 2009 |
-1.38%
Mar 2004 – Mar 2009 |
1.39%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFXBX (DEUTSCHE CORE FIXED INCOME FUND CLASS B) |
7.06%
Feb 2009 – Feb 2012 |
5.01%
Feb 2009 – Feb 2014 |
2.32%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart