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MIDQX: DEUTSCHE MID CAP VALUE FUND CLASS R (MUTUAL FUND)
Basic Info
Asset Class: | MID-CAP VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 03/03/2011 |
Last Dividend Date: | 12/17/2021 |
12-Mo. Yield | 0.44% |
Expenses | 1.29% |
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Performance Analytics (As of 11/11/2022)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 5.5 | -11.5 | 11.7 | 7.7 | 10.7 | 9.0 | -12.5 | 14.1 | 18.4 | 27.5 | -17.5 | 12.5 | 11.1 | 1.6 | 8.6 | 38.3 | 16.4 | -12.0 |
Sharpe Ratio | NA | -0.52 | 0.44 | 0.32 | 0.57 | 0.45 | -0.62 | 0.79 | 0.51 | 2.18 | -1.29 | 1.45 | 0.66 | 0.1 | 0.71 | 2.87 | 1.08 | -0.49 |
Draw Down(%) | NA | 22.4 | 34.8 | 34.8 | 34.8 | 34.8 | 22.4 | 14.8 | 34.8 | 7.1 | 24.6 | 4.3 | 13.9 | 14.8 | 10.6 | 6.6 | 13.7 | 26.8 |
Standard Deviation(%) | NA | 23.9 | 25.6 | 21.6 | 18.0 | 18.9 | 24.9 | 17.8 | 35.4 | 12.0 | 14.7 | 8.2 | 16.4 | 15.7 | 12.2 | 13.3 | 15.3 | 29.2 |
Treynor Ratio | NA | -0.12 | 0.13 | 0.08 | 0.11 | 0.09 | -0.15 | 0.2 | 0.22 | 0.28 | -0.2 | 0.13 | 0.1 | 0.02 | 0.09 | 0.37 | 0.16 | -0.14 |
Alpha | NA | -0.03 | 0.01 | 0.0 | 0.0 | 0.0 | -0.04 | -0.02 | 0.06 | 0.0 | -0.03 | -0.01 | -0.02 | 0.01 | -0.02 | 0.0 | 0.0 | -0.03 |
Beta | NA | 1.01 | 0.85 | 0.86 | 0.9 | 0.93 | 1.03 | 0.7 | 0.83 | 0.94 | 0.96 | 0.94 | 1.04 | 1.0 | 1.01 | 1.04 | 1.06 | 1.03 |
RSquared | NA | 0.85 | 0.84 | 0.86 | 0.87 | 0.89 | 0.86 | 0.38 | 0.88 | 0.94 | 0.97 | 0.87 | 0.93 | 0.93 | 0.91 | 0.92 | 0.94 | 0.98 |
Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 4.1 | 0.2 | 0.9 | 0.4 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | 2133.3 | -66.7 | 80.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/02/2011
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