Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SFXSX (DEUTSCHE CORE FIXED INCOME FUND CLASS S) | NA | 0.70% | 2.32% | 2.11% | 2.34% | NA | NA | 2.07% |
Data as of 10/30/2017, AR inception is 02/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SFXSX (DEUTSCHE CORE FIXED INCOME FUND CLASS S) | 02/18/2005 | 10/30/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.51 | 0.70 | 2.32 | 2.11 | 2.34 | NA | NA | 2.07 | 4.19 | 3.08 | 0.26 | 5.63 | -1.20 | 7.14 | 6.93 | 6.53 | 7.70 | -14.15 | 4.80 | -0.65 | -1.74 |
| Sharpe Ratio | NA | 0.59 | 0.83 | 0.79 | 0.54 | NA | NA | 0.32 | 1.72 | 0.94 | 0.07 | 2.20 | -0.39 | 2.56 | 1.67 | 1.51 | 1.50 | -2.03 | 0.45 | -1.35 | -1.37 |
| Standard Deviation(%) | NA | 2.87 | 3.08 | 2.98 | 4.18 | NA | NA | 3.98 | 2.61 | 3.03 | 3.50 | 2.55 | 3.16 | 2.79 | 4.14 | 4.25 | 5.08 | 7.39 | 3.97 | 2.94 | 3.11 |
| Draw Down(%) | NA | 2.98 | 3.68 | 4.95 | 18.85 | NA | NA | 18.85 | 1.51 | 3.68 | 2.78 | 1.41 | 4.95 | 1.32 | 1.93 | 3.33 | 4.48 | 18.85 | 2.41 | 3.98 | 3.70 |
| Yield(%) | 0.00 | 1.52 | 2.14 | 2.35 | 2.70 | 2.01 | 1.51 | 2.52 | 1.43 | 1.75 | 2.68 | 2.67 | 2.85 | 2.62 | 2.64 | 2.90 | 4.53 | 4.95 | 4.46 | 0.00 | 0.27 |
Data as of 10/30/2017, AR inception is 02/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFXSX (DEUTSCHE CORE FIXED INCOME FUND CLASS S) |
-4.12%
Nov 2005 - Nov 2008 |
-0.55%
May 2005 - May 2010 |
1.82%
Jun 2005 - Jun 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SFXSX (DEUTSCHE CORE FIXED INCOME FUND CLASS S) |
8.04%
Feb 2009 - Feb 2012 |
5.98%
Feb 2009 - Feb 2014 |
2.90%
Jun 2006 - Jun 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart