Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGHBX (DEUTSCHE GLOBAL HIGH INCOME FUND CLASS B) | NA | -48.10% | -19.70% | -9.05% | -2.62% | NA | NA | … | … |
Data as of 12/29/2016, Common starting date is 05/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGHBX (DEUTSCHE GLOBAL HIGH INCOME FUND CLASS B) | 05/18/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -46.63 | -48.10 | -19.70 | -9.05 | -2.62 | NA | NA | … | … | -3.15 | -3.40 | 1.97 | 5.21 | 14.30 | 2.69 | 13.43 | 39.93 | -24.40 | 0.13 | 3.35 | 2.56 |
| Sharpe Ratio | NA | -1.18 | -0.31 | 0.85 | 0.61 | NA | NA | … | … | -1.36 | -0.83 | 0.55 | 1.35 | 4.01 | 0.43 | 2.96 | 6.52 | -2.59 | -0.73 | 0.03 | 0.72 |
| Standard Deviation(%) | NA | 2.50 | 3.49 | 3.60 | 5.29 | NA | NA | … | … | 2.47 | 4.14 | 3.52 | 3.82 | 3.59 | 6.23 | 4.50 | 6.11 | 9.73 | 3.96 | 1.84 | 2.46 |
| Draw Down(%) | NA | 3.69 | 9.70 | 9.70 | 32.94 | NA | NA | … | … | 3.69 | 7.68 | 5.48 | 6.24 | 3.41 | 10.30 | 5.19 | 7.14 | 30.54 | 5.73 | 2.34 | 2.96 |
| Yield(%) | 0.00 | 0.64 | 4.50 | 5.29 | 5.41 | 3.82 | 2.87 | … | … | 0.23 | 6.50 | 6.66 | 5.19 | 6.24 | 6.37 | 7.19 | 9.53 | 7.10 | 6.88 | 1.10 | 0.00 |
Data as of 12/29/2016, Common starting date is 05/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGHBX (DEUTSCHE GLOBAL HIGH INCOME FUND CLASS B) |
-9.22%
Nov 2005 – Nov 2008 |
2.11%
Jun 2005 – Jun 2010 |
3.78%
Nov 2006 – Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGHBX (DEUTSCHE GLOBAL HIGH INCOME FUND CLASS B) |
18.60%
Feb 2009 – Feb 2012 |
15.41%
Nov 2008 – Nov 2013 |
4.74%
Jun 2005 – Jun 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart