Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SSDBX (DEUTSCHE SMALL CAP GROWTH FUND CLASS B) | NA | -5.20% | -6.50% | 4.38% | 2.15% | NA | NA | … | … |
Data as of 01/23/2017, Common starting date is 09/23/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SSDBX (DEUTSCHE SMALL CAP GROWTH FUND CLASS B) | 09/23/2002 | 01/23/2017 |
| 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 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -5.20 | -6.50 | 4.38 | 2.15 | NA | NA | … | … | 0.00 | -16.25 | -3.29 | 1.67 | 43.13 | 10.19 | 1.81 | 28.56 | 38.72 | -50.79 | 4.84 | 3.96 | 6.14 | 11.99 | 21.25 | 7.93 |
| Sharpe Ratio | NA | -1.12 | -0.42 | 0.27 | 0.07 | NA | NA | … | … | 0.00 | -1.68 | -0.19 | 0.09 | 2.98 | 0.57 | 0.06 | 1.24 | 1.23 | -1.20 | 0.09 | 0.04 | 0.24 | 0.65 | 1.11 | 1.05 |
| Standard Deviation(%) | NA | 6.96 | 15.69 | 16.03 | 24.80 | NA | NA | … | … | NA | 9.74 | 17.85 | 18.12 | 14.48 | 18.03 | 31.34 | 22.92 | 31.45 | 42.84 | 19.88 | 18.55 | 16.33 | 17.11 | 18.58 | 29.70 |
| Draw Down(%) | NA | 7.65 | 28.08 | 28.08 | 66.52 | NA | NA | … | … | 0.00 | 16.29 | 15.86 | 16.27 | 5.95 | 15.64 | 26.89 | 16.74 | 27.22 | 61.26 | 15.25 | 20.81 | 11.85 | 17.55 | 18.67 | 10.08 |
| Yield(%) | 0.00 | 0.00 | 5.91 | 7.67 | 3.97 | 5.13 | 3.85 | … | … | 0.00 | 0.00 | 6.38 | 12.40 | 13.15 | 0.00 | 0.00 | 0.00 | 0.00 | 1.65 | 1.58 | 6.81 | 8.39 | 0.79 | 0.00 | 0.00 |
Data as of 01/23/2017, Common starting date is 09/23/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSDBX (DEUTSCHE SMALL CAP GROWTH FUND CLASS B) |
-25.17%
Feb 2006 – Feb 2009 |
-13.14%
Feb 2004 – Feb 2009 |
1.28%
Mar 2006 – Mar 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SSDBX (DEUTSCHE SMALL CAP GROWTH FUND CLASS B) |
35.84%
Feb 2009 – Feb 2012 |
29.09%
Feb 2009 – Feb 2014 |
6.93%
Aug 2004 – Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart