Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SGSCX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS S) | 2.35% | 8.55% | 7.73% | 3.83% | 1.20% | 4.99% | 4.44% | 7.43% |
Data as of 06/20/2025, AR inception is 12/20/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGSCX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS S) | 12/20/1991 | 06/20/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | 8.55 | 7.73 | 3.83 | 1.20 | 4.99 | 4.44 | 7.43 | 2.35 | -0.92 | 19.55 | -28.30 | -1.22 | 16.55 | 22.29 | -21.96 | 19.80 | 1.92 | 0.87 | -4.52 | 34.85 | 15.04 | -10.19 | 27.11 | 47.40 | -49.53 | 8.89 | 21.99 | 18.21 | 23.58 | 50.19 | -20.06 | -24.98 | -5.05 | 64.79 | 16.43 | 10.09 | 21.47 | 17.84 | -7.68 | 38.18 | -1.05 | 6.80 |
| Sharpe Ratio | NA | 0.27 | 0.24 | 0.10 | -0.01 | NA | NA | 0.30 | 0.09 | -0.42 | 0.90 | -1.16 | -0.06 | 0.46 | 1.48 | -1.43 | 2.32 | 0.10 | 0.06 | -0.37 | 3.08 | 0.99 | -0.38 | 1.40 | 1.84 | -1.33 | 0.35 | 1.30 | 1.63 | 1.72 | 3.88 | -1.10 | -1.37 | -0.35 | 3.82 | 0.70 | 0.60 | 2.38 | 1.72 | -1.50 | 5.51 | -0.44 | 267.94 |
| Standard Deviation(%) | NA | 19.86 | 19.67 | 20.48 | 20.30 | NA | NA | 18.36 | 22.10 | 17.87 | 17.25 | 25.68 | 21.75 | 35.40 | 14.06 | 16.32 | 8.31 | 16.49 | 13.40 | 12.24 | 11.29 | 15.30 | 26.76 | 19.26 | 25.72 | 37.89 | 16.98 | 14.44 | 9.83 | 13.20 | 12.77 | 19.25 | 20.22 | 25.79 | 16.11 | 18.71 | 10.82 | 7.48 | 8.12 | 7.10 | 6.52 | 7.83 | 5.54 |
| Draw Down(%) | NA | 22.37 | 22.37 | 43.11 | 45.98 | NA | NA | 62.26 | 18.79 | 13.48 | 16.16 | 31.99 | 17.85 | 40.46 | 9.57 | 30.78 | 3.72 | 15.28 | 13.22 | 14.18 | 7.80 | 15.06 | 24.53 | 15.42 | 23.43 | 58.78 | 12.61 | 17.71 | 7.27 | 11.94 | 10.59 | 32.87 | 38.62 | 31.70 | 9.65 | 32.48 | 9.80 | 6.88 | 5.73 | 12.39 | 3.45 | 9.05 | 0.00 |
| Yield(%) | 0.00 | 6.33 | 2.87 | 1.78 | 3.72 | 5.93 | 5.43 | 12.53 | 0.00 | 6.34 | 1.18 | 0.20 | 0.49 | 0.00 | 0.35 | 11.92 | 11.90 | 7.26 | 5.76 | 8.43 | 11.70 | 6.54 | 2.42 | 1.56 | 0.00 | 0.59 | 6.86 | 12.78 | 5.74 | 0.11 | 0.00 | 0.00 | 0.00 | 6.71 | 10.22 | 0.00 | 10.36 | 5.71 | 4.22 | 0.49 | 2.67 | 0.57 | 0.17 |
Data as of 06/20/2025, AR inception is 12/20/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGSCX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS S) |
-22.65%
Feb 2000 - Feb 2003 |
-4.94%
Mar 2015 - Mar 2020 |
0.02%
Oct 2013 - Oct 2023 |
1.02%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGSCX (DEUTSCHE GLOBAL SMALL CAP FUND CLASS S) |
37.03%
Feb 1997 - Feb 2000 |
30.43%
Feb 1995 - Feb 2000 |
14.09%
Apr 1997 - Apr 2007 |
13.76%
Oct 1992 - Oct 2007 |
Annualized Rolling Returns Comparison Chart