Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SZCBX (DEUTSCHE SMALL CAP CORE FUND CLASS B) | NA | -13.24% | -4.25% | 7.53% | 1.39% | 4.56% | NA | … | … |
Data as of 12/29/2016, Common starting date is 07/13/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SZCBX (DEUTSCHE SMALL CAP CORE FUND CLASS B) | 07/13/2001 | 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 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.24 | -4.25 | 7.53 | 1.39 | 4.56 | NA | … | … | -10.71 | -2.80 | 0.92 | 41.41 | 16.70 | -3.34 | 19.76 | 28.07 | -38.93 | -12.33 | 14.31 | 1.62 | 15.54 | 47.23 | -13.94 | 1.64 |
| Sharpe Ratio | NA | -1.55 | -0.31 | 0.50 | 0.04 | NA | NA | … | … | -1.30 | -0.17 | 0.06 | 2.76 | 1.00 | -0.10 | 0.78 | 0.85 | -0.91 | -0.70 | 0.61 | -0.03 | 0.82 | 2.59 | -0.65 | 0.10 |
| Standard Deviation(%) | NA | 8.65 | 14.20 | 14.98 | 25.28 | NA | NA | … | … | 8.38 | 16.74 | 15.87 | 15.01 | 16.85 | 32.11 | 25.13 | 33.03 | 43.57 | 21.95 | 17.99 | 16.43 | 17.75 | 17.95 | 22.98 | 19.06 |
| Draw Down(%) | NA | 13.29 | 20.28 | 20.28 | 63.82 | NA | NA | … | … | 10.76 | 11.83 | 14.17 | 6.16 | 14.90 | 30.09 | 21.01 | 30.91 | 54.75 | 20.60 | 16.24 | 11.04 | 15.21 | 12.50 | 31.87 | 20.46 |
| Yield(%) | 0.00 | 0.00 | 5.09 | 5.40 | 3.18 | 5.80 | 4.42 | … | … | 0.00 | 9.11 | 6.79 | 1.96 | 0.05 | 0.00 | 0.00 | 0.00 | 0.03 | 13.53 | 12.38 | 14.30 | 13.07 | 4.11 | 0.00 | 0.00 |
Data as of 12/29/2016, Common starting date is 07/13/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZCBX (DEUTSCHE SMALL CAP CORE FUND CLASS B) |
-22.76%
Feb 2006 – Feb 2009 |
-11.12%
Feb 2004 – Feb 2009 |
1.49%
Nov 2006 – Nov 2016 |
4.97%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZCBX (DEUTSCHE SMALL CAP CORE FUND CLASS B) |
26.86%
Feb 2009 – Feb 2012 |
24.33%
Feb 2009 – Feb 2014 |
7.88%
Mar 2003 – Mar 2013 |
5.84%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart