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KDCAX: DEUTSCHE LARGE CAP VALUE FUND CLASS A (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/11/1988 |
Last Dividend Date: | 12/07/2016 |
12-Mo. Yield | 0.00% |
Expenses | 1.02% |
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Performance Analytics (As of 07/31/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/21/1996 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -2.9 | 4.5 | 4.8 | 5.6 | 6.4 | 0.0 | -4.1 | -7.3 | 9.9 | 30.7 | 9.5 | -0.4 | 10.4 | 24.9 | -35.6 | 12.2 | 15.3 | 1.8 | 9.3 | 32.4 | -15.3 | 1.6 | 15.7 | -10.8 | 19.2 | 28.3 | 14.9 | 35.2 | -8.7 | 2.5 | 11.3 | 25.4 | -8.6 | 10.2 | 6.6 |
Sharpe Ratio | NA | 0.81 | -0.05 | 0.4 | 0.14 | NA | NA | 0.2 | 0.0 | -0.3 | -0.44 | 0.85 | 2.82 | 0.83 | -0.02 | 0.65 | 0.97 | -0.92 | 0.61 | 1.2 | -0.03 | 0.83 | 1.95 | -0.7 | -0.05 | 0.59 | -0.99 | 0.95 | -1.8 | 1.07 | 2.81 | -0.81 | 0.04 | 0.8 | 1.28 | -0.84 | 0.34 | 0.29 |
Draw Down(%) | NA | 7.8 | 26.9 | 26.9 | 50.8 | NA | NA | 50.8 | 0.0 | 16.5 | 16.9 | 9.0 | 4.8 | 10.0 | 18.2 | 13.6 | 23.8 | 47.9 | 8.4 | 8.0 | 7.7 | 6.6 | 13.6 | 30.4 | 16.5 | 18.8 | 24.5 | 16.3 | 9.1 | 10.3 | 7.6 | 16.5 | 9.3 | 6.4 | 9.6 | 25.5 | 12.1 | 8.8 |
Standard Deviation(%) | NA | 11.2 | 14.3 | 13.3 | 20.2 | NA | NA | 16.7 | NA | 14.6 | 16.7 | 11.7 | 10.9 | 11.5 | 20.5 | 15.9 | 25.5 | 39.4 | 15.2 | 10.1 | 10.1 | 10.0 | 16.3 | 23.6 | 15.2 | 19.9 | 14.2 | 16.7 | 14.9 | 10.5 | 11.2 | 14.4 | 11.8 | 11.0 | 16.8 | 16.5 | 13.3 | 14.7 |
Treynor Ratio | NA | 0.1 | -0.01 | 0.05 | 0.03 | NA | NA | 0.04 | NA | -0.04 | -0.07 | 0.1 | 0.32 | 0.11 | 0.0 | 0.12 | 0.32 | -0.42 | 0.11 | 0.12 | 0.0 | 0.09 | 0.34 | -0.2 | -0.01 | 0.13 | -0.19 | 0.19 | -0.31 | 0.13 | 0.31 | -0.12 | 0.0 | 0.19 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | -0.06 | -0.05 | -0.04 | -0.03 | NA | NA | -0.01 | 0.0 | -0.08 | -0.03 | -0.01 | 0.0 | -0.01 | -0.01 | -0.01 | 0.03 | -0.02 | 0.04 | -0.03 | -0.02 | -0.02 | 0.01 | 0.01 | 0.04 | 0.04 | -0.08 | 0.02 | -0.02 | -0.01 | -0.01 | -0.03 | -0.06 | 0.04 | NA | NA | NA | NA |
Beta | NA | 0.91 | 1.01 | 0.98 | 0.87 | NA | NA | 0.86 | 0.0 | 1.02 | 1.02 | 1.04 | 0.97 | 0.88 | 0.85 | 0.85 | 0.79 | 0.87 | 0.87 | 1.03 | 0.92 | 0.9 | 0.93 | 0.84 | 0.69 | 0.88 | 0.74 | 0.85 | 0.87 | 0.87 | 1.02 | 0.96 | 1.03 | 0.46 | NA | NA | NA | NA |
RSquared | NA | 0.77 | 0.87 | 0.89 | 0.92 | NA | NA | 0.77 | 0.0 | 0.86 | 0.88 | 0.92 | 0.99 | 0.94 | 0.98 | 0.96 | 0.95 | 0.92 | 0.94 | 0.95 | 0.94 | 0.92 | 0.96 | 0.94 | 0.83 | 0.71 | 0.77 | 0.94 | 0.95 | 0.88 | 0.54 | 0.47 | 0.55 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 1.7 | 11.1 | 10.3 | 6.6 | 6.8 | 7.3 | N/A | 0.0 | 1.6 | 7.6 | 26.3 | 9.3 | 1.9 | 1.5 | 1.8 | 2.1 | 2.7 | 19.5 | 10.8 | 6.0 | 1.7 | 1.4 | 1.1 | 1.1 | 1.9 | 10.0 | 10.4 | 12.3 | 9.6 | 2.0 | 2.1 | 1.6 | 2.1 | 2.7 | 2.2 | 2.8 | 1.4 |
Dividend Growth(%) | N/A | -82.9 | 216.7 | 63.9 | 35.1 | N/A | N/A | N/A | -100.0 | -82.9 | -75.7 | 229.7 | 430.3 | 26.9 | -10.3 | 3.6 | -50.9 | -87.0 | 84.5 | 77.6 | 272.2 | 56.5 | 4.5 | 10.0 | -37.5 | -85.0 | 3.4 | -0.5 | 31.8 | 554.2 | -14.3 | 27.3 | -15.4 | -3.7 | 3.8 | -10.3 | 107.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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