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SDGTX: DEUTSCHE CAPITAL GROWTH FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 116.2 1.5(1.31%) May 06
Asset Class: | LARGE GROWTH |
MyPlanIQ Rating: | (87%) |
Start Date: | 10/18/2002 |
Last Dividend Date: | 12/13/2023 |
12-Mo. Yield | 6.54% |
Expenses | 0.69% |
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Performance Analytics (As of 05/03/2024)
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(%) | 2.1 | 10.1 | 35.8 | 7.1 | 14.7 | 14.5 | 14.9 | 10.9 | 11.1 | 38.6 | -30.9 | 22.4 | 38.6 | 37.0 | -2.0 | 26.2 | 4.0 | 8.1 | 12.5 | 34.5 | 15.7 | -4.9 | 16.2 | 26.1 | -32.7 | 12.4 | 8.4 | 8.6 | 7.7 | 26.4 | -3.7 |
Sharpe Ratio | NA | 1.53 | 2.05 | 0.18 | 0.54 | 0.67 | NA | NA | 0.52 | 2.26 | -1.05 | 1.34 | 1.12 | 2.47 | -0.17 | 3.34 | 0.26 | 0.5 | 0.92 | 2.94 | 1.08 | -0.19 | 0.89 | 1.16 | -0.95 | 0.65 | 0.47 | 0.59 | 0.6 | 1.53 | -0.81 |
Draw Down(%) | NA | 6.6 | 10.4 | 35.8 | 35.8 | 35.8 | NA | NA | 45.9 | 10.4 | 34.5 | 9.4 | 30.2 | 7.4 | 22.8 | 2.4 | 14.0 | 12.7 | 7.7 | 6.2 | 10.5 | 21.7 | 16.1 | 20.3 | 42.4 | 8.0 | 9.3 | 5.8 | 8.9 | 11.3 | 8.5 |
Standard Deviation(%) | NA | 15.6 | 14.5 | 21.7 | 23.8 | 19.9 | NA | NA | 19.3 | 15.3 | 30.8 | 16.7 | 34.0 | 14.4 | 19.9 | 7.7 | 14.4 | 16.3 | 13.6 | 11.7 | 14.7 | 25.4 | 18.2 | 22.3 | 35.3 | 14.6 | 11.0 | 10.8 | 11.2 | 16.8 | 22.3 |
Treynor Ratio | NA | 0.29 | 0.38 | 0.05 | 0.15 | 0.16 | NA | NA | 0.11 | 0.44 | -0.4 | 0.3 | 0.41 | 0.54 | -0.03 | 0.3 | 0.04 | 0.08 | 0.13 | 0.36 | 0.16 | -0.05 | 0.17 | 0.29 | -0.36 | 0.11 | 0.06 | 0.08 | 0.09 | 0.3 | -0.19 |
Alpha | NA | 0.0 | 0.0 | 0.02 | 0.01 | 0.0 | NA | NA | 0.0 | 0.01 | 0.01 | 0.04 | -0.04 | 0.02 | -0.01 | 0.0 | 0.02 | 0.0 | 0.0 | 0.0 | -0.01 | -0.02 | 0.02 | -0.02 | 0.02 | 0.01 | 0.02 | 0.0 | 0.01 | 0.01 | 0.02 |
Beta | NA | 0.81 | 0.79 | 0.8 | 0.85 | 0.86 | NA | NA | 0.88 | 0.79 | 0.82 | 0.73 | 0.94 | 0.66 | 0.94 | 0.85 | 0.95 | 1.0 | 0.98 | 0.95 | 0.98 | 0.95 | 0.94 | 0.89 | 0.93 | 0.86 | 0.8 | 0.82 | 0.73 | 0.86 | 0.93 |
RSquared | NA | 0.97 | 0.95 | 0.95 | 0.95 | 0.93 | NA | NA | 0.94 | 0.94 | 0.96 | 0.89 | 0.97 | 0.71 | 0.98 | 0.9 | 0.95 | 0.98 | 0.96 | 0.95 | 0.94 | 0.98 | 0.97 | 0.97 | 0.97 | 0.95 | 0.89 | 0.79 | 0.89 | 0.96 | 0.96 |
Yield(%) | N/A | 0.0 | 8.1 | 6.5 | 8.4 | 10.6 | 14.2 | 10.3 | N/A | 9.3 | 5.0 | 7.8 | 7.2 | 7.7 | 14.2 | 10.4 | 8.3 | 11.3 | 15.4 | 8.1 | 1.3 | 0.6 | 0.7 | 0.8 | 0.5 | 0.7 | 0.5 | 0.4 | 0.7 | 0.2 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 18.8 | 0.3 | -22.4 | 867.4 | N/A | N/A | N/A | 18.7 | -24.3 | 36.7 | 22.6 | -54.7 | 58.4 | 23.3 | -29.8 | -28.5 | 130.6 | 604.3 | 100.0 | 6.1 | 0.0 | 17.9 | -20.0 | 59.1 | 15.8 | -34.5 | 314.3 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/21/2002
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