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SPBAX: DEUTSCHE MULTI-ASSET CONSERVATIVE ALLOCATION FUND CLASS S (MUTUAL FUND)
Basic Info 12.65 0.02(0.16%) April 24
Asset Class: | Target Date 2011-2015 |
MyPlanIQ Rating: | (91%) |
Start Date: | 12/30/1996 |
Last Dividend Date: | 03/27/2024 |
12-Mo. Yield | 2.16% |
Expenses | 0.80% |
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Performance Analytics (As of 04/23/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/05/1998 |
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 | -0.1 | 6.6 | -2.1 | 2.3 | 2.9 | 5.6 | 3.7 | 3.4 | 11.2 | -14.6 | 2.3 | 8.3 | 16.3 | -6.1 | 10.9 | 3.8 | -1.6 | 3.9 | 11.6 | 11.4 | -1.0 | 11.1 | 23.4 | -30.3 | 4.4 | 11.5 | 5.3 | 7.9 | 19.1 | -12.0 | -9.1 | -2.6 | 16.7 | 7.6 | 11.5 | -0.6 |
Sharpe Ratio | NA | -1.06 | 0.29 | -0.53 | 0.06 | 0.22 | NA | NA | 0.2 | 1.0 | -1.44 | 0.28 | 0.52 | 3.03 | -1.02 | 3.1 | 0.74 | -0.22 | 0.67 | 1.97 | 1.61 | -0.08 | 0.96 | 1.41 | -1.36 | 0.15 | 1.19 | 0.48 | 0.99 | 1.92 | -0.72 | -0.95 | -0.31 | 1.52 | 0.42 | 1.0 | NA |
Draw Down(%) | NA | 3.7 | 6.3 | 24.1 | 24.1 | 24.1 | NA | NA | 42.8 | 6.3 | 19.3 | 6.0 | 19.9 | 2.1 | 10.8 | 1.4 | 4.3 | 8.0 | 4.7 | 5.7 | 6.3 | 13.5 | 9.1 | 17.2 | 38.5 | 6.4 | 5.7 | 4.4 | 6.3 | 7.5 | 20.3 | 19.3 | 14.8 | 6.3 | 16.5 | 6.6 | 0.6 |
Standard Deviation(%) | NA | 6.8 | 6.9 | 8.9 | 10.1 | 8.3 | NA | NA | 11.2 | 7.0 | 11.1 | 8.3 | 15.4 | 4.9 | 7.3 | 3.3 | 4.9 | 7.4 | 5.8 | 5.9 | 7.1 | 14.0 | 11.4 | 16.6 | 22.9 | 9.6 | 6.9 | 6.4 | 7.0 | 9.6 | 18.2 | 12.3 | 21.4 | 8.9 | 10.2 | 8.0 | 0.0 |
Treynor Ratio | NA | 0.0 | 0.0 | -0.2 | 0.01 | 0.02 | NA | NA | 0.02 | 0.0 | -0.12 | 0.22 | 0.06 | 0.13 | -0.06 | 0.1 | 0.05 | -0.02 | 0.04 | 0.12 | 0.12 | -0.01 | 0.1 | 0.24 | -0.34 | 0.01 | 0.09 | 0.03 | 0.09 | 0.23 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Alpha | NA | NA | NA | -0.02 | 0.0 | 0.0 | NA | NA | 0.0 | NA | 0.0 | 0.0 | -0.02 | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | -0.01 | -0.01 | 0.01 | -0.04 | -0.01 | 0.0 | 0.0 | 0.0 | 0.05 | NA | NA | NA | NA | NA | NA | NA |
Beta | NA | NA | NA | 0.23 | 0.65 | 0.75 | NA | NA | 0.91 | NA | 1.29 | 0.1 | 1.33 | 1.19 | 1.21 | 1.08 | 0.7 | 1.04 | 1.05 | 0.94 | 0.98 | 1.08 | 1.06 | 0.98 | 0.91 | 0.94 | 0.96 | 1.21 | 0.74 | 0.82 | NA | NA | NA | NA | NA | NA | NA |
RSquared | NA | 0.0 | 0.0 | 0.05 | 0.32 | 0.45 | NA | NA | 0.49 | 0.0 | 0.46 | 0.03 | 0.97 | 0.94 | 0.97 | 0.87 | 0.89 | 0.96 | 0.95 | 0.97 | 0.93 | 0.99 | 0.99 | 0.99 | 0.98 | 0.99 | 0.88 | 0.91 | 0.36 | 0.04 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Yield(%) | N/A | 0.6 | 4.4 | 2.5 | 3.0 | 2.8 | 3.9 | 3.1 | N/A | 4.5 | 2.0 | 1.7 | 4.6 | 2.5 | 1.7 | 2.0 | 2.2 | 3.4 | 2.9 | 2.4 | 2.3 | 2.2 | 2.4 | 2.7 | 4.7 | 3.8 | 3.5 | 2.8 | 1.4 | 2.6 | 2.3 | 2.4 | 11.7 | 8.9 | 6.3 | 3.2 | 1.3 |
Dividend Growth(%) | N/A | -85.2 | 96.4 | -6.0 | 34.0 | 8.3 | N/A | N/A | N/A | 92.9 | 16.7 | -61.9 | 110.0 | 30.4 | -4.2 | -7.7 | -38.1 | 16.7 | 28.6 | 16.7 | 0.0 | 0.0 | 4.3 | -61.0 | 25.5 | 14.6 | 28.1 | 113.3 | -37.5 | -4.0 | -13.8 | -82.2 | 39.3 | 42.7 | 115.8 | 137.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/05/1998
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