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DBIVX: DEUTSCHE GLOBAL MACRO FUND CLASS S (MUTUAL FUND)
Basic Info 10.19 0.03(0.30%) May 14
Asset Class: | Foreign Large Blend |
MyPlanIQ Rating: | (82%) |
Start Date: | 02/28/2005 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.81% |
Expenses | 0.97% |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 03/01/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 2.9 | 6.4 | 1.9 | 4.1 | 4.1 | 6.7 | 3.7 | 9.2 | -6.9 | 6.3 | 2.2 | 12.7 | 0.4 | 13.6 | 5.9 | -2.0 | 0.2 | 19.0 | 17.4 | -12.5 | 11.0 | 29.3 | -48.2 | 17.0 | 17.6 | 6.5 |
Sharpe Ratio | NA | 0.74 | 0.33 | -0.12 | 0.3 | 0.34 | NA | 0.15 | 0.9 | -0.97 | 1.22 | 0.16 | 2.68 | -0.17 | 2.63 | 0.4 | -0.14 | 0.02 | 1.56 | 1.04 | -0.47 | 0.54 | 1.03 | -1.13 | 0.75 | 0.79 | 0.46 |
Draw Down(%) | NA | 2.3 | 5.3 | 12.3 | 15.2 | 19.1 | NA | 63.5 | 5.3 | 12.2 | 3.4 | 15.2 | 2.7 | 5.3 | 2.4 | 11.2 | 14.1 | 10.6 | 9.5 | 15.3 | 25.4 | 17.5 | 28.0 | 57.6 | 12.7 | 20.0 | 9.2 |
Standard Deviation(%) | NA | 5.1 | 5.4 | 6.4 | 7.7 | 9.1 | NA | 17.6 | 5.5 | 8.5 | 5.2 | 12.1 | 4.2 | 5.5 | 4.9 | 14.1 | 13.8 | 11.6 | 12.2 | 16.8 | 26.9 | 20.3 | 28.5 | 43.1 | 18.8 | 18.1 | 12.0 |
Treynor Ratio | NA | 0.1 | 0.05 | -0.02 | 0.06 | 0.07 | NA | 0.03 | 0.14 | -0.22 | 0.18 | 0.05 | 0.32 | -0.03 | 0.31 | 0.08 | -0.02 | 0.0 | 0.21 | 0.18 | -0.13 | 0.11 | 0.32 | -0.48 | 0.14 | 0.12 | 0.05 |
Alpha | NA | -0.01 | -0.01 | -0.01 | 0.0 | 0.0 | NA | 0.0 | 0.0 | -0.01 | 0.01 | -0.01 | 0.02 | 0.01 | 0.01 | 0.01 | 0.0 | 0.02 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | -0.04 | 0.02 | -0.03 | -0.02 |
Beta | NA | 0.39 | 0.38 | 0.36 | 0.37 | 0.46 | NA | 0.8 | 0.35 | 0.37 | 0.35 | 0.37 | 0.35 | 0.27 | 0.42 | 0.73 | 0.84 | 0.94 | 0.91 | 1.0 | 0.99 | 0.95 | 0.92 | 1.02 | 1.04 | 1.2 | 1.01 |
RSquared | NA | 0.68 | 0.72 | 0.8 | 0.84 | 0.7 | NA | 0.8 | 0.7 | 0.87 | 0.76 | 0.89 | 0.79 | 0.44 | 0.39 | 0.82 | 0.88 | 0.82 | 0.9 | 0.97 | 0.99 | 0.98 | 0.86 | 0.94 | 0.86 | 0.79 | 0.77 |
Yield(%) | N/A | 0.1 | 1.8 | 2.6 | 2.6 | 2.3 | 3.4 | N/A | 3.0 | 4.2 | 1.1 | 0.8 | 3.5 | 6.3 | 0.0 | 0.0 | 0.0 | 0.0 | 2.0 | 2.9 | 1.9 | 2.7 | 2.3 | 2.3 | 25.4 | 18.5 | 0.0 |
Dividend Growth(%) | N/A | -96.4 | -65.7 | -21.5 | 105.4 | N/A | N/A | N/A | -36.4 | 300.0 | 37.5 | -75.0 | -47.5 | N/A | N/A | N/A | N/A | -100.0 | -22.2 | 28.6 | -22.2 | 50.0 | -50.0 | -91.9 | 31.6 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2005
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