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    More On KDSAX


    Deutsche Small Cap Value A (KDSAX)

    25.44 Down 0.03(0.12%) Feb 24

    Risk as of Jan 30, 2017Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up18
    Number of Years Down6
    Best 1 Yr Total Return(Dec 30, 2003):42.64%
    Worst 1 Yr Total Return(Dec 30, 2008):-29.62%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticKDSAXCategory
    Alpha (against Standard Index)-6.25-3.05
    Beta (against Standard Index)1.081.08
    Mean Annual Return0.460.73
    R-squared (against Standard Index)55.1158.69
    Standard Deviation15.3014.93
    Sharpe Ratio0.350.59
    Treynor Ratio4.007.30
    5 Years
    StatisticKDSAXCategory
    Alpha (against Standard Index)-5.27-2.20
    Beta (against Standard Index)1.101.08
    Mean Annual Return0.831.05
    R-squared (against Standard Index)63.4064.44
    Standard Deviation14.2213.90
    Sharpe Ratio0.690.92
    Treynor Ratio8.3111.46
    10 Years
    StatisticKDSAXCategory
    Alpha (against Standard Index)-1.92-0.86
    Beta (against Standard Index)1.131.17
    Mean Annual Return0.580.70
    R-squared (against Standard Index)82.3080.50
    Standard Deviation18.9920.07
    Sharpe Ratio0.330.39
    Treynor Ratio4.085.10