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SKCRX: DEUTSCHE ENHANCED COMMODITY STRATEGY FUND CLASS C (MUTUAL FUND)
Basic Info 5.18 0(0.0%) April 24
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (62%) |
Start Date: | 03/01/2005 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 0.56% |
Expenses | 1.02% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 03/01/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.0 | 5.0 | 0.3 | 9.6 | 7.0 | 0.2 | 1.9 | -0.2 | -6.4 | 18.0 | 28.9 | -2.8 | 1.6 | -12.5 | 0.5 | 9.7 | -17.8 | -7.3 | -8.0 | -2.6 | -9.2 | 17.7 | 26.5 | -50.2 | 34.0 | 0.6 | 9.2 |
Sharpe Ratio | NA | 1.99 | -0.51 | 0.48 | 0.37 | -0.07 | NA | -0.07 | -1.19 | 0.74 | 1.82 | -0.24 | 0.02 | -1.41 | -0.02 | 0.71 | -1.85 | -1.11 | -1.29 | -0.26 | -0.58 | 1.05 | 0.9 | -1.17 | 1.83 | -0.15 | 0.51 |
Draw Down(%) | NA | 2.6 | 7.6 | 18.3 | 25.3 | 46.1 | NA | 71.6 | 10.0 | 18.2 | 10.4 | 22.9 | 8.9 | 16.6 | 10.5 | 8.8 | 18.6 | 13.9 | 10.3 | 10.2 | 21.0 | 13.9 | 21.5 | 62.4 | 11.3 | 19.5 | 11.5 |
Standard Deviation(%) | NA | 7.0 | 8.4 | 16.2 | 14.6 | 12.4 | NA | 17.5 | 9.0 | 22.5 | 15.8 | 12.5 | 8.4 | 9.8 | 8.1 | 13.3 | 9.6 | 6.6 | 6.3 | 10.5 | 15.8 | 16.8 | 29.2 | 43.7 | 17.0 | 18.2 | 17.2 |
Treynor Ratio | NA | 0.29 | -0.09 | 0.12 | 0.09 | -0.01 | NA | -0.02 | -0.26 | 0.25 | 0.4 | -0.06 | 0.0 | -0.24 | 0.0 | 0.14 | -0.38 | -0.19 | -0.18 | -0.05 | -0.13 | 0.24 | 0.29 | -0.51 | 0.42 | -0.04 | 0.0 |
Alpha | NA | 0.02 | -0.01 | 0.01 | 0.0 | 0.0 | NA | 0.0 | -0.03 | 0.02 | 0.0 | 0.0 | -0.02 | -0.03 | -0.01 | -0.01 | -0.02 | 0.02 | -0.02 | -0.02 | -0.03 | 0.03 | 0.04 | -0.11 | 0.03 | -0.01 | NA |
Beta | NA | 0.49 | 0.49 | 0.64 | 0.6 | 0.59 | NA | 0.72 | 0.42 | 0.67 | 0.72 | 0.5 | 0.55 | 0.58 | 0.58 | 0.7 | 0.47 | 0.38 | 0.45 | 0.56 | 0.69 | 0.74 | 0.92 | 1.01 | 0.74 | 0.74 | NA |
RSquared | NA | 0.59 | 0.69 | 0.65 | 0.68 | 0.7 | NA | 0.62 | 0.61 | 0.62 | 0.79 | 0.75 | 0.77 | 0.73 | 0.79 | 0.87 | 0.77 | 0.44 | 0.57 | 0.62 | 0.82 | 0.75 | 0.75 | 0.67 | 0.6 | 0.57 | 0.0 |
Yield(%) | N/A | 0.4 | 1.0 | 22.5 | 14.6 | 5.7 | 22.5 | N/A | 0.6 | 42.8 | 38.4 | 0.5 | 0.6 | 8.8 | 0.0 | 6.5 | 0.0 | 2.6 | 0.3 | 1.3 | 14.7 | 0.0 | 0.0 | 34.2 | 0.0 | 1.9 | 0.0 |
Dividend Growth(%) | N/A | -33.3 | -98.4 | 522.5 | 230.3 | N/A | N/A | N/A | -99.0 | 0.0 | 7775.0 | -20.0 | -94.6 | N/A | -100.0 | N/A | -100.0 | 3500.0 | -75.0 | -93.3 | N/A | N/A | -100.0 | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/01/2005
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