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KGDAX: DEUTSCHE GLOBAL SMALL CAP FUND CLASS A (MUTUAL FUND)
Basic Info 27.92 0.06(0.21%) May 07
Asset Class: | WORLD STOCK |
MyPlanIQ Rating: | (51%) |
Start Date: | 08/25/1998 |
Last Dividend Date: | 12/21/2023 |
12-Mo. Yield | 5.92% |
Expenses | 1.12% |
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Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 08/25/1998 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 5.0 | 1.0 | 18.8 | -6.0 | 2.3 | 1.7 | 7.0 | 5.5 | 6.0 | 24.3 | -24.8 | -2.7 | 16.7 | 22.0 | -22.2 | 19.5 | 1.6 | 0.6 | -4.8 | 34.5 | 14.8 | -10.5 | 26.5 | 47.1 | -49.7 | 8.5 | 21.6 | 17.8 | 23.3 | 49.9 | -19.9 | -25.2 | -5.5 | 64.3 | 9.9 |
Sharpe Ratio | NA | -0.23 | 0.89 | -0.41 | 0.02 | 0.03 | NA | NA | 0.23 | 1.18 | -1.05 | -0.12 | 0.47 | 1.46 | -1.44 | 2.28 | 0.09 | 0.04 | -0.39 | 3.05 | 0.97 | -0.39 | 1.37 | 1.83 | -1.33 | 0.33 | 1.27 | 1.59 | 1.69 | 3.87 | -1.09 | -1.38 | -0.37 | 3.8 | 1.1 |
Draw Down(%) | NA | 7.7 | 16.2 | 44.0 | 44.0 | 46.3 | NA | NA | 62.4 | 16.2 | 32.1 | 18.9 | 40.5 | 9.7 | 31.0 | 3.7 | 15.3 | 13.3 | 14.3 | 7.8 | 15.1 | 24.6 | 15.6 | 23.5 | 58.9 | 12.6 | 17.8 | 7.3 | 12.0 | 10.6 | 32.8 | 38.7 | 31.9 | 9.6 | 22.2 |
Standard Deviation(%) | NA | 16.2 | 16.6 | 21.6 | 24.0 | 19.6 | NA | NA | 20.0 | 17.1 | 25.0 | 22.6 | 35.2 | 14.1 | 16.3 | 8.3 | 16.5 | 13.4 | 12.2 | 11.3 | 15.3 | 26.8 | 19.3 | 25.7 | 37.9 | 17.0 | 14.4 | 9.8 | 13.2 | 12.7 | 19.3 | 20.2 | 25.7 | 16.1 | 25.1 |
Treynor Ratio | NA | -0.03 | 0.12 | -0.08 | 0.0 | 0.01 | NA | NA | 0.05 | 0.17 | -0.23 | -0.03 | 0.15 | 0.18 | -0.22 | 0.21 | 0.02 | 0.01 | -0.05 | 0.42 | 0.17 | -0.11 | 0.31 | 0.56 | -0.6 | 0.06 | 0.2 | 0.21 | 0.28 | 0.73 | -0.35 | -0.35 | -0.09 | 1.08 | 0.38 |
Alpha | NA | -0.06 | 0.02 | -0.02 | -0.01 | -0.01 | NA | NA | 0.01 | 0.03 | -0.03 | -0.04 | 0.02 | -0.01 | -0.03 | -0.01 | -0.01 | 0.02 | 0.0 | 0.07 | 0.0 | 0.02 | 0.06 | 0.05 | -0.08 | -0.02 | -0.01 | 0.02 | 0.02 | 0.07 | -0.05 | -0.04 | 0.06 | 0.14 | 0.02 |
Beta | NA | 1.26 | 1.21 | 1.12 | 1.13 | 1.05 | NA | NA | 0.89 | 1.18 | 1.14 | 0.99 | 1.13 | 1.16 | 1.06 | 0.88 | 0.88 | 0.78 | 0.91 | 0.81 | 0.88 | 0.98 | 0.86 | 0.84 | 0.84 | 0.86 | 0.91 | 0.73 | 0.79 | 0.67 | 0.6 | 0.79 | 1.09 | 0.57 | 0.72 |
RSquared | NA | 0.7 | 0.72 | 0.64 | 0.75 | 0.74 | NA | NA | 0.73 | 0.7 | 0.85 | 0.33 | 0.89 | 0.74 | 0.77 | 0.58 | 0.8 | 0.79 | 0.65 | 0.77 | 0.84 | 0.92 | 0.89 | 0.92 | 0.93 | 0.9 | 0.8 | 0.6 | 0.62 | 0.61 | 0.45 | 0.55 | 0.46 | 0.21 | 0.53 |
Yield(%) | N/A | 0.0 | 5.9 | 2.5 | 2.2 | 4.8 | 8.3 | 6.9 | N/A | 6.3 | 4.0 | 0.2 | 0.4 | 0.4 | 12.6 | 12.5 | 7.6 | 6.0 | 8.4 | 11.7 | 6.6 | 2.1 | 1.0 | 0.0 | 0.5 | 6.7 | 12.6 | 5.5 | 0.0 | 0.0 | 0.4 | 0.0 | 6.7 | 10.2 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 10.2 | -42.1 | -82.8 | 19.1 | N/A | N/A | N/A | 9.8 | 1800.0 | -46.2 | 44.4 | -98.1 | 8.0 | 59.1 | 18.1 | -38.0 | -14.4 | 90.8 | 172.6 | 171.0 | N/A | -100.0 | -93.2 | -43.7 | 168.5 | N/A | N/A | -100.0 | N/A | -100.0 | 0.8 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/25/1998
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