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SFXSX: DEUTSCHE CORE FIXED INCOME FUND CLASS S (MUTUAL FUND)
Basic Info
| Asset Class: | Intermediate-Term Bond |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 02/18/2005 |
| Last Dividend Date: | 09/25/2017 |
| 12-Mo. Yield | 1.52% |
| Expenses | 0.78% |
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Performance Analytics (As of 08/21/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/18/2005 |
2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 0.0 | 0.1 | 1.3 | 2.5 | 2.0 | 4.2 | 3.1 | 0.3 | 5.6 | -1.2 | 7.1 | 6.9 | 6.5 | 7.7 | -14.2 | 4.8 | -0.7 | -1.7 |
| Sharpe Ratio | NA | 0.59 | 0.83 | 0.79 | 0.54 | 0.32 | 1.72 | 0.94 | 0.07 | 2.2 | -0.39 | 2.56 | 1.67 | 1.51 | 1.5 | -2.03 | 0.45 | -1.35 | -1.37 |
| Draw Down(%) | NA | 3.0 | 3.7 | 5.0 | 18.9 | 18.9 | 1.5 | 3.7 | 2.8 | 1.4 | 5.0 | 1.3 | 1.9 | 3.3 | 4.5 | 18.9 | 2.4 | 4.0 | 3.7 |
| Standard Deviation(%) | NA | 2.9 | 3.1 | 3.0 | 4.2 | 4.0 | 2.6 | 3.0 | 3.5 | 2.6 | 3.2 | 2.8 | 4.1 | 4.3 | 5.1 | 7.4 | 4.0 | 2.9 | 3.1 |
| Treynor Ratio | NA | 0.02 | 0.04 | 0.03 | 0.03 | 0.02 | 0.06 | 0.04 | 0.0 | 0.08 | -0.02 | 0.09 | 0.09 | 0.08 | 0.12 | -0.24 | 0.02 | -0.06 | -0.06 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | -0.01 | -0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | -0.05 | 0.0 | -0.02 | -0.02 |
| Beta | NA | 0.75 | 0.7 | 0.71 | 0.7 | 0.7 | 0.73 | 0.65 | 0.72 | 0.74 | 0.75 | 0.78 | 0.79 | 0.76 | 0.65 | 0.62 | 0.73 | 0.7 | 0.71 |
| RSquared | NA | 0.7 | 0.68 | 0.72 | 0.67 | 0.67 | 0.65 | 0.61 | 0.75 | 0.76 | 0.79 | 0.76 | 0.87 | 0.85 | 0.78 | 0.43 | 0.71 | 0.75 | 0.76 |
| Yield(%) | N/A | 1.5 | 2.1 | 2.3 | 2.7 | N/A | 1.4 | 1.7 | 2.7 | 2.7 | 2.9 | 2.6 | 2.6 | 2.9 | 4.5 | 4.9 | 4.5 | 0.0 | 0.3 |
| Dividend Growth(%) | N/A | -23.5 | -20.7 | -30.5 | N/A | N/A | -17.1 | -36.3 | 3.1 | -10.1 | 13.8 | 3.3 | -5.8 | -33.5 | -26.6 | 11.5 | N/A | -100.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/18/2005
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