Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SPGRX (DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS S) | 10.11% | 15.33% | 17.14% | 6.90% | 4.94% | 6.07% | 4.73% | 5.08% |
Data as of 07/23/2025, AR inception is 12/30/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPGRX (DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS S) | 12/30/1996 | 07/23/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.57 | 15.33 | 17.14 | 6.90 | 4.94 | 6.07 | 4.73 | 5.08 | 10.11 | 20.16 | 21.55 | -16.21 | -9.49 | 10.96 | 22.10 | -11.28 | 16.87 | -1.36 | -2.23 | 4.25 | 14.78 | 12.05 | -1.91 | 12.42 | 25.03 | -32.68 | 4.68 | 13.51 | 6.02 | 10.42 | 25.64 | -18.80 | -14.68 | -4.89 | 35.24 | 9.60 | 14.93 | -0.82 |
| Sharpe Ratio | NA | 0.63 | 0.94 | 0.23 | 0.19 | NA | NA | 0.21 | 0.65 | 1.29 | 1.59 | -0.80 | -0.30 | 0.40 | 2.35 | -1.24 | 3.31 | -0.15 | -0.25 | 0.59 | 2.12 | 1.06 | -0.12 | 0.91 | 1.29 | -1.23 | 0.14 | 1.21 | 0.49 | 0.98 | 1.86 | -0.96 | -1.02 | -0.40 | 2.54 | 0.42 | 1.07 | NA |
| Standard Deviation(%) | NA | 17.89 | 15.11 | 20.31 | 17.49 | NA | NA | 15.83 | 21.65 | 10.49 | 10.99 | 22.07 | 31.85 | 26.61 | 8.79 | 10.21 | 4.93 | 10.31 | 9.19 | 7.14 | 6.97 | 11.46 | 16.71 | 13.61 | 19.40 | 27.13 | 11.88 | 8.53 | 7.89 | 9.63 | 13.41 | 20.71 | 16.97 | 22.18 | 12.60 | 15.01 | 10.61 | 0.00 |
| Draw Down(%) | NA | 17.02 | 17.02 | 41.71 | 41.71 | NA | NA | 46.60 | 17.02 | 6.78 | 7.77 | 23.64 | 26.85 | 29.69 | 4.92 | 17.77 | 1.65 | 9.42 | 8.98 | 5.64 | 6.14 | 7.65 | 15.77 | 11.04 | 19.54 | 41.70 | 7.92 | 7.36 | 5.41 | 6.50 | 11.47 | 28.61 | 26.00 | 16.77 | 8.22 | 24.93 | 9.27 | 0.82 |
| Yield(%) | 0.00 | 1.25 | 1.76 | 1.36 | 2.39 | 3.07 | 2.84 | 3.82 | 0.00 | 1.44 | 1.82 | 1.51 | 0.00 | 2.20 | 9.15 | 2.03 | 2.15 | 3.35 | 2.12 | 3.37 | 2.73 | 2.39 | 2.09 | 2.63 | 2.63 | 3.17 | 3.96 | 3.38 | 2.38 | 1.88 | 2.05 | 1.30 | 2.63 | 11.41 | 8.43 | 4.75 | 3.98 | 1.31 |
Data as of 07/23/2025, AR inception is 12/30/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPGRX (DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS S) |
-15.01%
Mar 2000 - Mar 2003 |
-4.49%
Feb 2004 - Feb 2009 |
-0.83%
Feb 1999 - Feb 2009 |
0.91%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPGRX (DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS S) |
20.84%
Mar 1997 - Mar 2000 |
15.40%
Feb 2009 - Feb 2014 |
8.61%
Feb 2009 - Feb 2019 |
7.10%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart