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SSTGX: DEUTSCHE ENHANCED GLOBAL BOND FUND CLASS S (MUTUAL FUND)
Basic Info
| Asset Class: | WORLD BOND |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 03/27/1991 |
| Last Dividend Date: | 11/30/2023 |
| 12-Mo. Yield | 94.27% |
| Expenses | 0.90% |
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Performance Analytics (As of 12/14/2023)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/27/1991 |
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 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -5.9 | -5.9 | -0.7 | 0.2 | 66.1 | 47.5 | 29.4 | -3.5 | -12.0 | -2.1 | 5.6 | 9.3 | -3.0 | 6.6 | 3.4 | -1.4 | 0.5 | -2.3 | 8.7 | -2.7 | 5.0 | 7.7 | 7.4 | 6.9 | 5.1 | -1.3 | 6.6 | 9.3 | 13.3 | 3.7 | 4.4 | -4.1 | 11.5 | -0.1 | 3.1 | 7.7 | -1.1 | 6.7 | 5.5 | 10.0 |
| Sharpe Ratio | NA | -1.4 | -1.46 | -0.4 | -0.16 | NA | NA | 0.32 | -1.09 | -2.67 | -0.78 | 0.79 | 2.07 | -1.68 | 2.55 | 0.46 | -0.44 | 0.16 | -0.44 | 2.29 | -0.4 | 0.95 | 0.95 | 0.58 | 1.08 | 0.43 | -0.88 | 0.93 | 1.49 | 2.69 | 0.31 | 0.06 | -1.58 | 1.58 | -0.87 | -0.09 | 1.26 | -1.22 | 1.46 | 0.71 | 1.92 |
| Draw Down(%) | NA | 9.7 | 19.3 | 20.0 | 20.0 | NA | NA | 20.0 | 9.7 | 14.1 | 3.2 | 11.6 | 2.5 | 4.2 | 1.2 | 5.6 | 3.6 | 5.5 | 9.3 | 2.5 | 8.3 | 5.5 | 7.8 | 7.8 | 2.8 | 2.6 | 4.4 | 5.3 | 6.8 | 1.9 | 2.8 | 4.1 | 6.6 | 3.1 | 5.8 | 4.3 | 1.5 | 2.6 | 1.5 | 2.0 | 2.2 |
| Standard Deviation(%) | NA | 7.2 | 5.3 | 5.4 | 4.8 | NA | NA | 5.1 | 7.3 | 5.0 | 2.7 | 6.8 | 3.8 | 2.6 | 2.3 | 7.0 | 3.4 | 3.0 | 5.3 | 3.8 | 6.8 | 5.1 | 8.0 | 11.1 | 3.6 | 4.2 | 4.0 | 6.1 | 5.8 | 4.5 | 4.6 | 4.5 | 4.6 | 5.2 | 4.2 | 4.6 | 3.1 | 3.3 | 3.2 | 4.3 | 5.0 |
| Treynor Ratio | NA | -0.24 | -0.23 | -0.05 | -0.02 | NA | NA | 0.05 | -0.18 | -0.46 | -0.08 | 0.08 | 0.13 | -0.2 | 0.39 | 0.11 | -0.24 | 0.04 | -0.05 | 0.19 | -0.04 | 0.1 | 0.12 | 0.11 | 0.08 | 0.04 | -0.08 | 0.13 | 0.18 | 0.28 | 0.04 | 0.01 | -0.18 | 0.18 | -0.12 | -0.01 | -1.15 | -0.63 | -14.6 | 0.35 | 0.0 |
| Alpha | NA | -0.03 | -0.02 | 0.0 | 0.0 | NA | NA | 0.0 | -0.02 | -0.03 | 0.0 | 0.0 | 0.02 | -0.01 | 0.02 | 0.01 | 0.0 | 0.0 | 0.0 | 0.03 | -0.03 | 0.02 | 0.01 | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.01 | -0.01 | 0.01 | 0.0 | -0.01 | 0.02 | -0.02 | 0.02 | 0.01 | NA |
| Beta | NA | 0.42 | 0.34 | 0.43 | 0.31 | NA | NA | 0.36 | 0.43 | 0.29 | 0.25 | 0.64 | 0.6 | 0.21 | 0.15 | 0.28 | 0.06 | 0.11 | 0.47 | 0.45 | 0.72 | 0.48 | 0.64 | 0.57 | 0.5 | 0.51 | 0.43 | 0.44 | 0.48 | 0.44 | 0.35 | 0.36 | 0.42 | 0.45 | 0.29 | 0.4 | -0.03 | 0.06 | 0.0 | 0.09 | NA |
| RSquared | NA | 0.26 | 0.28 | 0.39 | 0.24 | NA | NA | 0.37 | 0.27 | 0.35 | 0.2 | 0.65 | 0.55 | 0.27 | 0.2 | 0.11 | 0.02 | 0.04 | 0.42 | 0.46 | 0.68 | 0.81 | 0.83 | 0.4 | 0.74 | 0.87 | 0.86 | 0.63 | 0.83 | 0.76 | 0.63 | 0.62 | 0.52 | 0.55 | 0.39 | 0.24 | 0.01 | 0.03 | 0.0 | 0.06 | 0.0 |
| Yield(%) | N/A | 94.3 | 27.9 | 19.5 | 10.3 | 8.1 | 7.2 | N/A | 96.1 | 1.2 | 0.9 | 1.3 | 2.7 | 2.5 | 2.4 | 2.2 | 3.4 | 6.0 | 3.2 | 4.0 | 3.1 | 4.0 | 3.4 | 7.4 | 2.9 | 2.8 | 8.2 | 5.0 | 4.8 | 4.0 | 4.5 | 4.7 | 4.7 | 6.1 | 5.6 | 6.0 | 7.5 | 7.5 | 8.0 | 8.8 | 7.9 |
| Dividend Growth(%) | N/A | 6709.9 | 1274.9 | 455.9 | 124.3 | 42.1 | N/A | N/A | 6709.9 | 37.1 | -29.8 | -49.5 | 4.1 | 9.0 | 10.4 | -38.1 | -47.1 | 77.0 | -17.2 | 23.1 | -21.5 | 22.8 | -55.4 | 173.6 | 4.5 | -69.1 | 64.7 | 9.5 | 31.7 | -13.0 | -3.9 | -9.5 | -19.0 | 3.7 | -10.3 | -20.2 | -8.1 | -8.1 | -12.5 | 13.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/27/1991
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