Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SFXCX (DEUTSCHE CORE FIXED INCOME FUND CLASS C) | NA | 1.29% | 1.85% | 1.49% | 1.55% | 2.00% | NA | … | … |
Data as of 10/30/2017, Common starting date is 07/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFXCX (DEUTSCHE CORE FIXED INCOME FUND CLASS C) | 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 | 1.29 | 1.85 | 1.49 | 1.55 | 2.00 | NA | … | … | 3.47 | 2.21 | -0.66 | 4.62 | -2.10 | 6.01 | 5.97 | 5.74 | 6.52 | -14.91 | 4.07 | 3.26 | 1.51 | 4.10 | 2.78 | 1.03 |
| Sharpe Ratio | NA | 0.29 | 0.52 | 0.47 | 0.31 | NA | NA | … | … | 1.35 | 0.66 | -0.20 | 1.87 | -0.69 | 2.21 | 1.45 | 1.34 | 1.24 | -2.11 | 0.28 | -0.01 | -0.21 | 0.77 | 0.49 | 0.28 |
| Standard Deviation(%) | NA | 2.90 | 3.08 | 2.97 | 4.18 | NA | NA | … | … | 2.68 | 3.03 | 3.51 | 2.47 | 3.09 | 2.72 | 4.09 | 4.22 | 5.18 | 7.48 | 3.81 | 3.12 | 3.19 | 4.10 | 4.26 | 5.11 |
| Draw Down(%) | NA | 3.04 | 3.87 | 5.01 | 19.59 | NA | NA | … | … | 1.60 | 3.87 | 3.19 | 1.31 | 5.01 | 1.22 | 2.10 | 3.40 | 4.62 | 19.59 | 2.41 | 2.54 | 2.64 | 4.20 | 4.88 | 3.11 |
| Yield(%) | 0.00 | 0.78 | 1.24 | 1.45 | 1.87 | 2.36 | 1.82 | … | … | 0.72 | 0.98 | 1.66 | 1.70 | 1.96 | 1.63 | 1.72 | 2.03 | 3.53 | 4.04 | 3.86 | 3.70 | 3.49 | 3.94 | 3.22 | 0.76 |
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 |
|---|---|---|---|---|
| SFXCX (DEUTSCHE CORE FIXED INCOME FUND CLASS C) |
-3.42%
Feb 2006 – Feb 2009 |
-1.37%
Mar 2004 – Mar 2009 |
1.44%
Nov 2006 – Nov 2016 |
1.90%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFXCX (DEUTSCHE CORE FIXED INCOME FUND CLASS C) |
7.10%
Feb 2009 – Feb 2012 |
5.03%
Feb 2009 – Feb 2014 |
2.34%
Nov 2002 – Nov 2012 |
1.98%
Aug 2002 – Aug 2017 |
Annualized Rolling Returns Comparison Chart