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SQMAX: DEUTSCHE MASSACHUSETTS TAX-FREE FUND CLASS A (MUTUAL FUND)
Basic Info 13.11 0.02(0.15%) May 17
Asset Class: | Muni Massachusetts |
MyPlanIQ Rating: | (61%) |
Start Date: | 06/18/2001 |
Last Dividend Date: | 04/30/2024 |
12-Mo. Yield | 2.94% |
Expenses | 0.86% |
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Performance Analytics (As of 05/16/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 06/18/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.0 | -0.5 | 3.3 | -1.7 | 0.4 | 1.7 | 2.9 | 3.9 | 4.2 | 6.2 | -10.7 | 0.8 | 4.4 | 7.1 | 0.1 | 4.9 | -0.6 | 3.6 | 9.9 | -5.0 | 8.4 | 10.7 | -0.8 | 20.9 | -3.4 | 4.9 | 6.9 | 5.5 | 6.8 | 8.7 | 10.0 | 1.2 |
Sharpe Ratio | NA | -1.79 | -0.26 | -1.1 | -0.24 | 0.19 | NA | NA | 0.82 | 0.49 | -2.58 | 0.47 | 0.53 | 2.85 | -0.66 | 1.97 | -0.3 | 1.7 | 4.43 | -1.24 | 3.03 | 3.19 | -0.25 | 4.99 | -0.58 | 0.77 | 1.58 | 1.41 | 1.58 | 2.14 | 1.94 | 0.16 |
Draw Down(%) | NA | 1.9 | 5.5 | 15.6 | 15.6 | 15.6 | NA | NA | 15.6 | 5.9 | 15.1 | 2.3 | 11.4 | 1.8 | 2.6 | 1.2 | 5.8 | 2.1 | 1.5 | 9.6 | 2.6 | 3.6 | 7.5 | 3.0 | 13.0 | 1.6 | 1.2 | 1.7 | 5.4 | 3.9 | 4.4 | 4.8 |
Standard Deviation(%) | NA | 2.8 | 3.6 | 3.7 | 4.7 | 3.6 | NA | NA | 3.8 | 3.9 | 4.7 | 1.7 | 7.9 | 2.0 | 1.8 | 2.2 | 2.6 | 2.1 | 2.2 | 4.1 | 2.8 | 3.3 | 3.6 | 4.2 | 7.5 | 2.4 | 2.3 | 2.4 | 3.7 | 3.7 | 4.6 | 3.5 |
Treynor Ratio | NA | -0.06 | -0.01 | -0.05 | -0.01 | 0.01 | NA | NA | 0.04 | 0.02 | -0.14 | 0.01 | 0.05 | 0.08 | -0.02 | 0.06 | -0.01 | 0.05 | 0.12 | -0.05 | 0.08 | 0.1 | -0.01 | 0.21 | -0.04 | 0.03 | 0.05 | 0.05 | 0.07 | 0.09 | 0.09 | 0.01 |
Alpha | NA | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | -0.01 | 0.0 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | 0.03 | -0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.02 |
Beta | NA | 0.78 | 0.77 | 0.83 | 0.86 | 0.82 | NA | NA | 0.89 | 0.79 | 0.88 | 0.83 | 0.88 | 0.71 | 0.62 | 0.67 | 0.71 | 0.65 | 0.86 | 1.08 | 1.03 | 1.06 | 1.12 | 0.98 | 1.05 | 0.57 | 0.69 | 0.65 | 0.8 | 0.88 | 1.04 | 1.02 |
RSquared | NA | 0.92 | 0.95 | 0.95 | 0.96 | 0.9 | NA | NA | 0.8 | 0.95 | 0.96 | 0.82 | 0.99 | 0.64 | 0.56 | 0.65 | 0.76 | 0.56 | 0.79 | 0.95 | 0.81 | 0.81 | 0.85 | 0.72 | 0.85 | 0.48 | 0.62 | 0.59 | 0.71 | 0.68 | 0.53 | 0.72 |
Yield(%) | N/A | 0.9 | 3.0 | 2.1 | 2.2 | 2.7 | 3.4 | 4.2 | N/A | 3.2 | 2.2 | 1.5 | 1.9 | 2.6 | 2.9 | 3.3 | 3.0 | 4.1 | 3.9 | 3.4 | 3.9 | 4.4 | 3.9 | 8.0 | 6.1 | 5.0 | 7.2 | 7.8 | 8.3 | 7.9 | 4.4 | 2.6 |
Dividend Growth(%) | N/A | -71.4 | 23.3 | -10.4 | -35.3 | -49.9 | N/A | N/A | N/A | 31.2 | 39.1 | -14.8 | -25.0 | -12.2 | -12.8 | 6.8 | -27.9 | 10.9 | 5.8 | -8.8 | -6.6 | 7.0 | -44.7 | 18.4 | 22.5 | -31.1 | -9.6 | -8.1 | 6.0 | 88.7 | 67.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/18/2001
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