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AAAZX: DEUTSCHE REAL ASSETS FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 11.45 0.15(1.33%) March 27
Asset Class: | Multialternative |
MyPlanIQ Rating: | (88%) |
Start Date: | 08/01/2007 |
Last Dividend Date: | 12/19/2023 |
12-Mo. Yield | 2.02% |
Expenses | 1.22% |
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Performance Analytics (As of 03/22/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 08/01/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 1.7 | 8.1 | 3.6 | 5.6 | 4.5 | 6.2 | 3.7 | 2.6 | -9.6 | 23.8 | 3.9 | 21.8 | -5.1 | 15.0 | 4.4 | -9.5 | 3.5 | 1.0 | 9.7 | -3.2 | 12.4 | 26.0 | -26.7 | 4.8 |
Sharpe Ratio | NA | -0.01 | 0.4 | 0.07 | 0.26 | 0.28 | NA | 0.24 | -0.14 | -0.67 | 2.05 | 0.15 | 3.01 | -0.66 | 2.45 | 0.47 | -1.34 | 0.77 | 0.23 | 1.95 | -0.32 | 1.35 | 1.71 | -1.32 | 0.91 |
Draw Down(%) | NA | 4.5 | 10.1 | 22.5 | 29.4 | 29.4 | NA | 40.1 | 13.0 | 22.5 | 5.1 | 29.4 | 3.4 | 10.0 | 2.5 | 9.2 | 12.3 | 5.2 | 6.7 | 4.3 | 12.0 | 6.7 | 13.7 | 40.1 | 5.1 |
Standard Deviation(%) | NA | 9.1 | 10.7 | 13.1 | 15.3 | 12.1 | NA | 12.0 | 11.5 | 16.4 | 11.6 | 24.1 | 6.8 | 9.6 | 5.9 | 8.9 | 7.1 | 4.5 | 4.3 | 5.0 | 10.2 | 9.2 | 15.1 | 20.8 | 10.3 |
Treynor Ratio | NA | 0.0 | 0.07 | 0.02 | 0.07 | 0.06 | NA | 0.06 | -0.03 | -0.21 | 0.36 | 0.06 | 0.53 | -0.14 | 0.29 | 0.09 | -0.26 | 0.1 | 0.03 | 0.3 | -0.09 | 0.28 | 0.51 | -0.63 | 0.22 |
Alpha | NA | -0.07 | -0.05 | -0.02 | -0.01 | -0.01 | NA | -0.01 | -0.05 | 0.0 | 0.02 | -0.03 | 0.03 | -0.02 | 0.02 | 0.0 | -0.04 | 0.0 | -0.03 | 0.02 | -0.02 | 0.02 | 0.04 | -0.05 | 0.03 |
Beta | NA | 0.42 | 0.6 | 0.57 | 0.56 | 0.52 | NA | 0.47 | 0.63 | 0.53 | 0.67 | 0.58 | 0.38 | 0.46 | 0.5 | 0.46 | 0.37 | 0.34 | 0.3 | 0.32 | 0.37 | 0.44 | 0.5 | 0.44 | 0.43 |
RSquared | NA | 0.27 | 0.43 | 0.56 | 0.62 | 0.6 | NA | 0.65 | 0.52 | 0.61 | 0.57 | 0.7 | 0.5 | 0.66 | 0.32 | 0.46 | 0.64 | 0.7 | 0.59 | 0.68 | 0.7 | 0.76 | 0.82 | 0.75 | 0.7 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/01/2007
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