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SPGRX: DEUTSCHE MULTI-ASSET GLOBAL ALLOCATION FUND CLASS S (MUTUAL FUND)
Basic Info 16.76 0.01(0.06%) May 10
Asset Class: | Target Date 2016-2020 |
MyPlanIQ Rating: | (86%) |
Start Date: | 12/30/1996 |
Last Dividend Date: | 12/29/2023 |
12-Mo. Yield | 1.70% |
Expenses | 0.48% |
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Performance Analytics (As of 05/09/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 04/14/1997 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.9 | 9.4 | 24.6 | 7.0 | 10.6 | 6.5 | 8.0 | 6.0 | 5.7 | 21.5 | -16.2 | 20.4 | 11.0 | 22.1 | -11.3 | 16.9 | -1.4 | -2.2 | 4.2 | 14.8 | 12.0 | -1.9 | 12.4 | 25.0 | -32.7 | 4.7 | 13.5 | 6.0 | 10.4 | 25.6 | -18.8 | -14.7 | -4.9 | 35.2 | 9.6 | 14.9 | -0.8 |
Sharpe Ratio | NA | 1.98 | 2.02 | 0.26 | 0.46 | 0.37 | NA | NA | 0.28 | 1.59 | -0.8 | 1.68 | 0.4 | 2.35 | -1.23 | 3.31 | -0.15 | -0.25 | 0.59 | 2.12 | 1.06 | -0.12 | 0.91 | 1.29 | -1.23 | 0.14 | 1.21 | 0.49 | 0.98 | 1.86 | -0.96 | -1.02 | -0.4 | 2.54 | 0.42 | 1.07 | NA |
Draw Down(%) | NA | 4.2 | 7.8 | 23.7 | 29.7 | 29.7 | NA | NA | 46.6 | 7.8 | 23.6 | 5.5 | 29.7 | 4.9 | 17.8 | 1.6 | 9.4 | 9.0 | 5.6 | 6.1 | 7.6 | 15.8 | 11.0 | 19.5 | 41.7 | 7.9 | 7.4 | 5.4 | 6.5 | 11.5 | 28.6 | 26.0 | 16.8 | 8.2 | 24.9 | 9.3 | 0.8 |
Standard Deviation(%) | NA | 9.9 | 9.7 | 15.6 | 17.6 | 13.9 | NA | NA | 14.8 | 11.0 | 22.1 | 12.1 | 26.6 | 8.8 | 10.2 | 4.9 | 10.3 | 9.2 | 7.1 | 7.0 | 11.5 | 16.7 | 13.6 | 19.4 | 27.1 | 11.9 | 8.5 | 7.9 | 9.6 | 13.4 | 20.7 | 17.0 | 22.2 | 12.6 | 15.0 | 10.6 | 0.0 |
Treynor Ratio | NA | 0.14 | 0.17 | 0.02 | 0.32 | 0.18 | NA | NA | 0.08 | 0.3 | -0.1 | 0.11 | 0.16 | 5.03 | -0.59 | 0.13 | -0.01 | -0.02 | 0.04 | 0.15 | 0.12 | -0.02 | 0.11 | 0.25 | -0.35 | 0.02 | 0.1 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | 0.06 | 0.05 | 0.03 | 0.03 | 0.02 | NA | NA | 0.01 | 0.03 | 0.05 | 0.02 | 0.02 | 0.07 | -0.05 | 0.0 | -0.04 | -0.01 | -0.01 | 0.0 | 0.0 | -0.01 | -0.01 | 0.01 | -0.04 | -0.01 | 0.0 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | 1.35 | 1.18 | 1.68 | 0.25 | 0.29 | NA | NA | 0.51 | 0.58 | 1.81 | 1.82 | 0.67 | 0.04 | 0.21 | 1.22 | 1.21 | 1.08 | 1.1 | 0.97 | 1.01 | 1.1 | 1.11 | 1.01 | 0.96 | 1.05 | 1.04 | NA | NA | NA | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.66 | 0.58 | 0.78 | 0.14 | 0.18 | NA | NA | 0.26 | 0.26 | 0.86 | 0.86 | 0.39 | 0.06 | 0.21 | 0.81 | 0.89 | 0.96 | 0.97 | 0.99 | 0.53 | 0.99 | 0.99 | 0.99 | 0.99 | 0.99 | 0.43 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.0 | 1.7 | 9.8 | 9.3 | 5.9 | 7.1 | 5.4 | N/A | 1.8 | 1.5 | 29.8 | 2.2 | 9.2 | 2.0 | 2.1 | 3.4 | 2.1 | 3.4 | 2.7 | 2.4 | 2.1 | 2.6 | 2.6 | 3.1 | 3.9 | 3.4 | 2.4 | 1.9 | 2.0 | 1.3 | 2.7 | 11.4 | 8.5 | 4.8 | 4.0 | 1.3 |
Dividend Growth(%) | N/A | -100.0 | -1.2 | 183.5 | 265.9 | 154.5 | N/A | N/A | N/A | -4.2 | -95.3 | 1351.4 | -72.7 | 287.9 | 10.0 | -38.8 | 48.5 | -35.3 | 34.2 | 26.7 | 11.1 | -12.9 | 19.2 | -44.7 | -20.3 | 25.5 | 51.6 | 34.8 | 15.0 | 25.0 | -57.9 | -81.0 | 69.5 | 87.3 | 34.0 | 193.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/14/1997
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