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KDHIX: DEUTSCHE CROCI EQUITY DIVIDEND FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 54.34 0.3(0.56%) May 02
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (70%) |
Start Date: | 09/20/2002 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 2.34% |
Expenses | 0.80% |
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Performance Analytics (As of 04/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/21/2002 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.5 | 4.9 | 12.2 | 6.7 | 6.8 | 8.0 | 10.7 | 6.4 | 7.4 | 1.6 | 1.4 | 19.8 | -9.2 | 29.7 | -3.2 | 19.6 | 19.5 | -6.9 | 9.9 | 27.4 | 12.4 | -1.9 | 12.8 | 24.0 | -45.3 | -0.9 | 17.8 | 8.1 | 13.8 | 31.8 | 3.0 |
Sharpe Ratio | NA | 1.64 | 0.88 | 0.34 | 0.26 | 0.43 | NA | NA | 0.32 | -0.21 | 0.0 | 1.74 | -0.25 | 2.35 | -0.33 | 3.07 | 1.52 | -0.45 | 0.91 | 2.27 | 0.89 | -0.08 | 0.72 | 0.7 | -0.93 | -0.24 | 1.51 | 0.54 | 1.29 | 2.04 | 0.39 |
Draw Down(%) | NA | 4.6 | 9.1 | 14.6 | 40.0 | 40.0 | NA | NA | 65.6 | 9.1 | 14.6 | 6.4 | 40.0 | 7.6 | 15.5 | 1.9 | 7.4 | 16.5 | 7.8 | 7.0 | 10.1 | 21.8 | 16.6 | 33.7 | 56.9 | 13.9 | 7.2 | 6.3 | 7.0 | 13.0 | 12.8 |
Standard Deviation(%) | NA | 9.8 | 10.8 | 13.5 | 20.4 | 16.8 | NA | NA | 20.2 | 12.9 | 17.3 | 11.3 | 37.0 | 12.1 | 13.7 | 6.2 | 12.7 | 15.6 | 10.9 | 12.1 | 13.9 | 24.9 | 17.7 | 34.0 | 49.6 | 16.7 | 9.6 | 10.9 | 10.0 | 15.3 | 26.5 |
Treynor Ratio | NA | 0.18 | 0.1 | 0.05 | 0.06 | 0.08 | NA | NA | 0.06 | -0.03 | 0.0 | 0.26 | -0.09 | 0.28 | -0.05 | 0.26 | 0.21 | -0.07 | 0.1 | 0.26 | 0.12 | -0.02 | 0.13 | 0.23 | -0.41 | -0.04 | 0.15 | 0.06 | 0.15 | 0.39 | 0.13 |
Alpha | NA | 0.0 | -0.01 | 0.0 | -0.01 | 0.0 | NA | NA | -0.01 | -0.03 | 0.01 | 0.0 | -0.05 | 0.01 | 0.0 | 0.02 | 0.02 | -0.02 | -0.01 | -0.02 | -0.01 | -0.01 | 0.0 | 0.01 | -0.04 | 0.0 | -0.01 | 0.0 | 0.0 | 0.02 | -0.03 |
Beta | NA | 0.88 | 0.94 | 0.87 | 0.97 | 0.95 | NA | NA | 1.0 | 0.96 | 0.88 | 0.77 | 1.02 | 1.01 | 0.82 | 0.75 | 0.9 | 0.98 | 0.97 | 1.06 | 1.06 | 1.04 | 0.95 | 1.06 | 1.11 | 0.96 | 0.97 | 0.98 | 0.87 | 0.8 | 0.76 |
RSquared | NA | 0.67 | 0.82 | 0.87 | 0.93 | 0.92 | NA | NA | 0.93 | 0.79 | 0.91 | 0.76 | 0.97 | 0.91 | 0.89 | 0.72 | 0.88 | 0.93 | 0.93 | 0.95 | 0.93 | 0.99 | 0.98 | 0.97 | 0.96 | 0.95 | 0.91 | 0.9 | 0.87 | 0.8 | 0.81 |
Yield(%) | N/A | 0.7 | 6.3 | 7.1 | 6.6 | 6.8 | 9.2 | 5.6 | N/A | 6.2 | 6.2 | 10.8 | 4.9 | 8.9 | 10.8 | 2.1 | 2.4 | 2.4 | 2.2 | 3.1 | 2.9 | 1.4 | 1.3 | 2.1 | 4.0 | 8.7 | 4.2 | 1.8 | 1.8 | 2.2 | 0.5 |
Dividend Growth(%) | N/A | -88.6 | -5.2 | -11.8 | 51.3 | 128.5 | N/A | N/A | N/A | -4.7 | -37.3 | 85.0 | -33.5 | -28.9 | 486.8 | 5.0 | -8.2 | 17.0 | -13.8 | 17.2 | 106.7 | 12.5 | -24.5 | -70.9 | -58.8 | 129.0 | 147.4 | 11.4 | 4.5 | 346.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/21/2002
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