Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SZCTX (Deutsche Small Cap Core Fund Class T) | NA | -13.69% | 14.49% | 7.17% | NA | NA | NA | … | … |
Data as of 10/05/2022, Common starting date is 06/06/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SZCTX (Deutsche Small Cap Core Fund Class T) | 06/06/2017 | 10/05/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.45 | -13.69 | 14.49 | 7.17 | NA | NA | NA | … | … | -17.62 | 38.36 | 14.39 | 21.41 | -19.25 | 8.68 |
| Sharpe Ratio | NA | -0.68 | 0.47 | 0.25 | NA | NA | NA | … | … | -1.10 | 1.65 | 0.33 | 1.17 | -1.07 | 1.49 |
| Standard Deviation(%) | NA | 21.35 | 30.08 | 25.74 | NA | NA | NA | … | … | 21.41 | 23.30 | 42.22 | 17.23 | 19.30 | 10.03 |
| Draw Down(%) | NA | 22.66 | 44.33 | 48.03 | NA | NA | NA | … | … | 20.04 | 11.59 | 44.33 | 13.83 | 32.64 | 6.17 |
| Yield(%) | 0.00 | 1.81 | 1.12 | 2.68 | 1.43 | 0.95 | 0.71 | … | … | 0.00 | 2.45 | 0.18 | 0.31 | 4.82 | 6.05 |
Data as of 10/05/2022, Common starting date is 06/06/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZCTX (Deutsche Small Cap Core Fund Class T) |
-1.53%
Sep 2017 – Sep 2020 |
7.52%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZCTX (Deutsche Small Cap Core Fund Class T) |
25.22%
Dec 2018 – Dec 2021 |
10.01%
Jul 2017 – Jul 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart