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KDSIX: DEUTSCHE SMALL CAP VALUE FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/18/2002 |
Last Dividend Date: | 12/19/2017 |
12-Mo. Yield | 7.54% |
Expenses | 0.89% |
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Performance Analytics (As of 02/23/2018)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/21/2002 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -25.4 | -6.7 | 0.7 | 3.2 | 8.5 | 8.2 | -31.5 | 9.5 | 17.2 | -7.1 | 0.9 | 35.3 | 16.2 | -9.9 | 19.8 | 30.8 | -29.3 | 2.8 | 24.3 | 10.1 | 25.9 | 43.0 | 4.0 |
Sharpe Ratio | NA | -0.8 | -0.3 | 0.02 | 0.12 | NA | 0.34 | -1.17 | 0.72 | 0.99 | -0.43 | 0.06 | 2.61 | 1.02 | -0.33 | 0.95 | 0.92 | -0.8 | -0.01 | 1.37 | 0.58 | 1.97 | 3.0 | 1.35 |
Draw Down(%) | NA | 34.1 | 34.1 | 34.1 | 53.3 | NA | 56.6 | 33.3 | 5.2 | 14.7 | 16.8 | 13.2 | 6.3 | 13.1 | 30.7 | 18.8 | 34.9 | 46.0 | 13.2 | 13.8 | 8.9 | 9.1 | 10.8 | 5.1 |
Standard Deviation(%) | NA | 32.8 | 23.3 | 20.3 | 24.8 | NA | 21.9 | 79.8 | 12.3 | 17.2 | 16.7 | 14.8 | 13.5 | 16.0 | 30.7 | 20.8 | 33.3 | 37.8 | 17.5 | 15.4 | 13.7 | 12.6 | 14.1 | 15.6 |
Treynor Ratio | NA | -0.26 | -0.07 | 0.0 | 0.03 | NA | 0.09 | -1.1 | 0.08 | 0.17 | -0.07 | 0.01 | 0.36 | 0.16 | -0.1 | 0.23 | 0.37 | -0.38 | 0.0 | 0.21 | 0.09 | 0.3 | 0.53 | 0.32 |
Alpha | NA | -0.13 | -0.06 | -0.04 | -0.02 | NA | -0.01 | -0.89 | -0.01 | -0.02 | -0.01 | -0.04 | 0.0 | -0.01 | -0.02 | -0.01 | 0.02 | -0.02 | 0.04 | 0.02 | 0.02 | 0.02 | 0.04 | 0.01 |
Beta | NA | 1.02 | 1.02 | 1.02 | 0.88 | NA | 0.88 | 0.85 | 1.09 | 0.99 | 1.05 | 1.05 | 0.99 | 1.02 | 0.99 | 0.86 | 0.83 | 0.79 | 0.88 | 1.02 | 0.89 | 0.84 | 0.8 | 0.67 |
RSquared | NA | 0.17 | 0.46 | 0.57 | 0.84 | NA | 0.84 | 0.04 | 0.88 | 0.91 | 0.91 | 0.91 | 0.95 | 0.97 | 0.99 | 0.98 | 0.97 | 0.94 | 0.93 | 0.85 | 0.88 | 0.91 | 0.86 | 0.81 |
Yield(%) | N/A | 7.5 | 5.4 | 14.1 | 9.1 | 15.6 | N/A | 0.0 | 7.6 | 0.3 | 8.8 | 10.2 | 53.5 | 3.6 | 2.6 | 1.0 | 1.0 | 1.9 | 11.0 | 7.0 | 10.8 | 0.0 | 1.2 | 0.0 |
Dividend Growth(%) | N/A | 2630.6 | -82.2 | 706.7 | N/A | N/A | N/A | -100.0 | 2714.3 | -96.9 | -21.6 | -85.5 | 1568.6 | 24.7 | 203.1 | 33.3 | -63.6 | -84.2 | 79.0 | -33.0 | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/21/2002
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