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SCEMX: DEUTSCHE ENHANCED EMERGING MARKETS FIXED INCOME FUND CLASS S (MUTUAL FUND)
Basic Info 7.07 0.01(0.14%) April 19
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | (86%) |
Start Date: | 04/10/1996 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 4.76% |
Expenses | 1.16% |
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Performance Analytics (As of 04/18/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 04/11/1996 |
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 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.7 | 2.6 | 15.5 | -3.4 | 0.3 | 0.9 | 3.4 | 3.8 | 5.5 | 9.3 | -19.4 | -1.4 | 4.6 | 14.7 | -6.3 | 9.1 | 9.4 | -6.6 | -1.8 | -4.9 | 18.6 | -3.7 | 11.9 | 33.1 | -24.4 | 4.2 | 14.3 | 13.1 | 14.0 | 30.3 | 13.8 | 10.5 | 10.0 | 22.7 | -30.3 | 11.0 | 26.8 |
Sharpe Ratio | NA | 1.72 | 2.13 | -0.66 | -0.13 | -0.02 | NA | NA | 0.44 | 0.77 | -1.86 | -0.42 | 0.39 | 3.4 | -1.5 | 3.1 | 2.25 | -1.57 | -0.42 | -0.89 | 5.0 | -0.62 | 2.54 | 5.99 | -2.15 | 0.22 | 2.07 | 2.1 | 1.71 | 4.07 | 1.32 | 0.76 | 0.82 | 1.4 | -1.17 | 0.54 | 4.47 |
Draw Down(%) | NA | 2.0 | 5.2 | 34.0 | 34.0 | 34.0 | NA | NA | 47.5 | 8.3 | 30.4 | 6.1 | 22.4 | 2.6 | 9.2 | 1.3 | 4.7 | 9.1 | 10.0 | 10.5 | 3.6 | 10.1 | 5.7 | 4.5 | 34.6 | 8.0 | 7.6 | 5.5 | 12.3 | 9.5 | 12.5 | 9.4 | 7.7 | 12.5 | 47.5 | 12.9 | 4.0 |
Standard Deviation(%) | NA | 5.0 | 5.5 | 7.8 | 8.1 | 6.4 | NA | NA | 9.3 | 6.6 | 11.2 | 3.3 | 11.3 | 3.9 | 5.1 | 2.7 | 4.1 | 4.2 | 4.3 | 5.5 | 3.7 | 6.0 | 4.7 | 5.5 | 11.7 | 5.6 | 5.4 | 5.2 | 7.6 | 7.3 | 9.6 | 10.9 | 7.3 | 13.9 | 28.7 | 13.7 | 7.8 |
Treynor Ratio | NA | 0.08 | 0.36 | -0.12 | -0.02 | 0.0 | NA | NA | 0.36 | 0.14 | -0.41 | -0.08 | 0.07 | 3.99 | -0.37 | 0.63 | 0.59 | 2.5 | 0.22 | -0.27 | 25.8 | -0.17 | 1.0 | 2.12 | -1.64 | 0.26 | 0.47 | 0.84 | 0.41 | 1.79 | -2.46 | -0.72 | 2.46 | -0.63 | 0.65 | -0.66 | -2.82 |
Alpha | NA | 0.05 | 0.05 | 0.0 | 0.01 | 0.0 | NA | NA | 0.02 | 0.02 | -0.04 | 0.0 | 0.0 | 0.05 | -0.03 | 0.03 | 0.04 | -0.03 | -0.01 | -0.02 | 0.07 | -0.02 | 0.04 | 0.11 | -0.11 | 0.0 | 0.04 | 0.05 | 0.03 | 0.09 | 0.05 | 0.03 | 0.02 | 0.06 | -0.11 | 0.03 | 0.12 |
Beta | NA | 1.09 | 0.33 | 0.42 | 0.45 | 0.28 | NA | NA | 0.11 | 0.36 | 0.5 | 0.18 | 0.63 | 0.03 | 0.21 | 0.14 | 0.16 | -0.03 | -0.08 | 0.18 | 0.01 | 0.22 | 0.12 | 0.16 | 0.15 | 0.05 | 0.23 | 0.13 | 0.32 | 0.17 | -0.05 | -0.11 | 0.02 | -0.31 | -0.51 | -0.11 | -0.12 |
RSquared | NA | 0.08 | 0.16 | 0.19 | 0.18 | 0.1 | NA | NA | 0.01 | 0.21 | 0.22 | 0.07 | 0.23 | 0.0 | 0.06 | 0.11 | 0.1 | 0.0 | 0.01 | 0.06 | 0.0 | 0.08 | 0.06 | 0.1 | 0.03 | 0.0 | 0.11 | 0.04 | 0.2 | 0.06 | 0.0 | 0.01 | 0.0 | 0.03 | 0.02 | 0.01 | 0.01 |
Yield(%) | N/A | 1.6 | 6.7 | 4.7 | 4.7 | 4.0 | 5.1 | 5.3 | N/A | 6.5 | 4.9 | 4.5 | 4.4 | 4.5 | 3.9 | 4.0 | 5.3 | 4.5 | 4.0 | 3.4 | 4.4 | 4.5 | 5.2 | 8.7 | 8.1 | 5.5 | 6.4 | 6.4 | 5.2 | 7.0 | 8.4 | 10.5 | 10.9 | 9.2 | 8.4 | 18.8 | 18.3 |
Dividend Growth(%) | N/A | -75.0 | 0.0 | 12.8 | 3.4 | -31.8 | N/A | N/A | N/A | 0.0 | 2.3 | 2.4 | 7.7 | 5.4 | 0.0 | -19.6 | 4.5 | 4.8 | 7.7 | -11.4 | -10.2 | -7.5 | -26.4 | -26.5 | 44.1 | -6.8 | 5.8 | 32.7 | -8.8 | -13.6 | -19.5 | -4.7 | 30.3 | -30.5 | -58.7 | 10.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/11/1996
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