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SKIRX: DEUTSCHE ENHANCED COMMODITY STRATEGY FUND INSTITUTIONAL CLASS (MUTUAL FUND)
Basic Info 5.94 0.03(0.51%) April 25
Asset Class: | COMMODITIES BROAD BASKET |
MyPlanIQ Rating: | (75%) |
Start Date: | 02/15/2005 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 1.95% |
Expenses | 1.89% |
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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 02/15/2005 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 5.9 | 2.7 | 7.4 | 6.3 | 0.4 | 2.5 | 0.7 | -5.7 | 8.3 | 30.4 | -1.7 | 2.7 | -11.6 | 1.5 | 10.9 | -16.9 | -6.3 | -7.1 | -1.2 | -8.5 | 19.5 | 27.2 | -49.3 | 35.4 | 1.6 | 16.4 |
Sharpe Ratio | NA | 2.31 | -0.4 | 0.35 | 0.32 | -0.06 | NA | -0.02 | -1.1 | 0.32 | 1.94 | -0.15 | 0.16 | -1.31 | 0.11 | 0.8 | -1.76 | -0.95 | -1.16 | -0.13 | -0.54 | 1.16 | 0.93 | -1.15 | 1.92 | -0.09 | 0.98 |
Draw Down(%) | NA | 2.5 | 7.1 | 24.3 | 24.5 | 42.5 | NA | 67.5 | 9.1 | 20.8 | 10.2 | 22.7 | 8.3 | 16.1 | 10.1 | 8.6 | 18.0 | 13.3 | 9.2 | 9.6 | 20.7 | 13.9 | 21.6 | 62.0 | 11.3 | 19.2 | 11.3 |
Standard Deviation(%) | NA | 6.7 | 8.3 | 15.9 | 14.4 | 12.3 | NA | 17.4 | 9.1 | 22.0 | 15.7 | 12.6 | 8.4 | 9.8 | 8.1 | 13.3 | 9.6 | 6.7 | 6.1 | 9.9 | 15.9 | 16.7 | 29.1 | 43.5 | 17.0 | 18.2 | 17.0 |
Treynor Ratio | NA | 0.32 | -0.07 | 0.08 | 0.07 | -0.01 | NA | 0.0 | -0.24 | 0.1 | 0.43 | -0.04 | 0.02 | -0.22 | 0.02 | 0.15 | -0.36 | -0.17 | -0.16 | -0.02 | -0.12 | 0.26 | 0.3 | -0.5 | 0.44 | -0.02 | 0.0 |
Alpha | NA | 0.02 | -0.01 | 0.0 | 0.0 | 0.0 | NA | 0.0 | -0.03 | -0.02 | 0.01 | 0.01 | -0.02 | -0.02 | -0.01 | -0.01 | -0.01 | 0.02 | -0.02 | -0.01 | -0.03 | 0.04 | 0.04 | -0.1 | 0.04 | 0.0 | NA |
Beta | NA | 0.48 | 0.48 | 0.67 | 0.62 | 0.6 | NA | 0.73 | 0.42 | 0.72 | 0.71 | 0.5 | 0.55 | 0.58 | 0.58 | 0.69 | 0.47 | 0.38 | 0.45 | 0.53 | 0.7 | 0.74 | 0.92 | 1.01 | 0.74 | 0.74 | NA |
RSquared | NA | 0.61 | 0.69 | 0.73 | 0.73 | 0.74 | NA | 0.64 | 0.6 | 0.75 | 0.79 | 0.76 | 0.78 | 0.74 | 0.79 | 0.86 | 0.77 | 0.43 | 0.6 | 0.62 | 0.83 | 0.75 | 0.75 | 0.67 | 0.6 | 0.57 | 0.0 |
Yield(%) | N/A | 0.5 | 2.0 | 21.4 | 14.4 | 6.0 | 24.9 | N/A | 1.8 | 36.8 | 39.2 | 1.5 | 1.8 | 9.6 | 0.3 | 7.4 | 0.4 | 3.4 | 0.6 | 1.8 | 15.1 | 0.0 | 1.3 | 33.7 | 0.3 | 2.6 | 1.4 |
Dividend Growth(%) | N/A | -72.7 | -96.1 | 373.1 | 172.9 | N/A | N/A | N/A | -96.4 | -15.6 | 2507.1 | -17.6 | -85.2 | 2775.0 | -95.2 | 1580.0 | -90.2 | 2450.0 | -66.7 | -91.0 | N/A | -100.0 | -99.2 | 17500.0 | -90.3 | 121.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/15/2005
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