Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SMCSX (DEUTSCHE MID CAP GROWTH FUND CLASS S) | NA | -8.60% | -2.35% | 6.11% | 2.23% | NA | NA | … | … |
Data as of 09/27/2017, Common starting date is 02/04/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMCSX (DEUTSCHE MID CAP GROWTH FUND CLASS S) | 02/04/2005 | 09/27/2017 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -23.96 | -8.60 | -2.35 | 6.11 | 2.23 | NA | NA | … | … | -9.81 | 5.23 | -6.77 | 11.06 | 35.38 | 8.83 | -3.96 | 31.30 | 41.40 | -50.05 | 8.50 | 10.95 | 11.57 |
| Sharpe Ratio | NA | -0.34 | -0.13 | 0.33 | 0.08 | NA | NA | … | … | -0.45 | 0.29 | -0.41 | 0.76 | 2.70 | 0.52 | -0.14 | 1.45 | 1.37 | -1.10 | 0.26 | 0.44 | 0.76 |
| Standard Deviation(%) | NA | 26.62 | 20.90 | 18.28 | 25.42 | NA | NA | … | … | 30.31 | 16.96 | 16.50 | 14.57 | 13.09 | 16.94 | 29.32 | 21.52 | 30.24 | 46.05 | 20.88 | 17.62 | 14.03 |
| Draw Down(%) | NA | 24.26 | 29.80 | 29.80 | 63.19 | NA | NA | … | … | 24.26 | 17.97 | 17.17 | 10.29 | 6.47 | 15.50 | 26.67 | 14.05 | 22.84 | 60.65 | 15.60 | 19.33 | 9.20 |
| Yield(%) | 0.00 | 4.01 | 8.07 | 7.32 | 4.32 | 4.00 | 3.00 | … | … | 0.00 | 4.22 | 11.44 | 10.83 | 2.12 | 0.00 | 0.00 | 2.23 | 0.00 | 0.01 | 14.69 | 0.00 | 0.00 |
Data as of 09/27/2017, Common starting date is 02/04/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMCSX (DEUTSCHE MID CAP GROWTH FUND CLASS S) |
-21.42%
Feb 2006 – Feb 2009 |
-3.14%
May 2007 – May 2012 |
3.04%
Feb 2006 – Feb 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMCSX (DEUTSCHE MID CAP GROWTH FUND CLASS S) |
31.41%
Feb 2009 – Feb 2012 |
25.40%
Feb 2009 – Feb 2014 |
8.04%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart