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KDCIX: DEUTSCHE LARGE CAP VALUE FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/22/2000 |
Last Dividend Date: | 12/07/2016 |
12-Mo. Yield | 0.00% |
Expenses | 0.68% |
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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 | Since 01/26/2005 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 0.0 | -2.9 | 4.7 | 5.1 | 4.7 | -1.0 | -3.7 | -7.0 | 10.3 | 31.1 | 9.9 | -0.0 | 10.7 | 25.4 | -35.3 | 12.7 | 15.9 | 2.3 | 9.7 | 32.9 | -14.9 | 2.1 | 21.9 |
Sharpe Ratio | NA | 0.75 | -0.05 | 0.41 | 0.15 | NA | 0.27 | -2.69 | -0.27 | -0.42 | 0.88 | 2.85 | 0.86 | 0.0 | 0.67 | 0.99 | -0.91 | 0.64 | 1.26 | 0.01 | 0.87 | 1.99 | -0.68 | -0.01 | 2.89 |
Draw Down(%) | NA | 7.6 | 26.8 | 26.8 | 50.6 | NA | 50.6 | 1.0 | 16.5 | 16.8 | 9.0 | 4.8 | 9.9 | 18.1 | 13.5 | 23.8 | 47.8 | 8.3 | 8.0 | 7.7 | 6.4 | 13.6 | 30.3 | 16.5 | 5.8 |
Standard Deviation(%) | NA | 11.3 | 14.3 | 13.3 | 20.2 | NA | 18.2 | 2.6 | 14.6 | 16.7 | 11.7 | 10.9 | 11.6 | 20.5 | 15.8 | 25.6 | 39.5 | 15.3 | 10.0 | 10.1 | 10.0 | 16.2 | 23.6 | 15.2 | 14.4 |
Treynor Ratio | NA | 0.09 | -0.01 | 0.06 | 0.03 | NA | 0.06 | 5.05 | -0.04 | -0.07 | 0.1 | 0.32 | 0.11 | 0.0 | 0.13 | 0.32 | -0.42 | 0.11 | 0.12 | 0.0 | 0.1 | 0.35 | -0.19 | 0.0 | 0.53 |
Alpha | NA | -0.06 | -0.05 | -0.04 | -0.03 | NA | -0.01 | -0.03 | -0.08 | -0.02 | -0.01 | 0.0 | -0.01 | 0.0 | -0.01 | 0.03 | -0.02 | 0.05 | -0.02 | -0.02 | -0.01 | 0.01 | 0.01 | 0.04 | 0.1 |
Beta | NA | 0.92 | 1.01 | 0.99 | 0.87 | NA | 0.86 | -0.01 | 1.02 | 1.02 | 1.03 | 0.97 | 0.88 | 0.85 | 0.85 | 0.79 | 0.87 | 0.87 | 1.03 | 0.93 | 0.9 | 0.93 | 0.84 | 0.69 | 0.79 |
RSquared | NA | 0.77 | 0.86 | 0.89 | 0.92 | NA | 0.92 | 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 | 0.95 | 0.83 | 0.69 |
Yield(%) | N/A | 2.1 | 11.4 | 10.7 | 6.9 | 7.2 | N/A | 0.0 | 1.9 | 8.0 | 26.5 | 9.7 | 2.3 | 1.8 | 2.1 | 2.4 | 3.2 | 19.9 | 11.4 | 6.3 | 2.1 | 1.8 | 1.6 | 1.6 | 1.8 |
Dividend Growth(%) | N/A | -80.3 | 197.6 | 59.7 | N/A | N/A | N/A | -100.0 | -80.3 | -74.8 | 218.6 | 357.5 | 25.0 | -5.9 | 3.0 | -50.7 | -85.1 | 78.9 | 76.8 | 222.7 | 46.7 | -3.2 | 3.3 | 3.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/26/2005
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