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    Deutsche Global Income Builder A (KTRAX)

    9.00 Up 0.04(0.45%) Sep 28

    Risk as of Aug 30, 2016Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:2
    Number of Years Up38
    Number of Years Down13
    Best 1 Yr Total Return(Dec 30, 2009):22.59%
    Worst 1 Yr Total Return(Dec 30, 2008):-27.38%
    Risk (Modern Portfolio Theory) Statistics 
    3 Years
    StatisticKTRAXCategory
    Alpha (against Standard Index)-2.36-2.82
    Beta (against Standard Index)1.071.10
    Mean Annual Return0.360.33
    R-squared (against Standard Index)90.0686.03
    Standard Deviation7.698.16
    Sharpe Ratio0.540.51
    Treynor Ratio3.693.49
    5 Years
    StatisticKTRAXCategory
    Alpha (against Standard Index)-1.40-3.18
    Beta (against Standard Index)1.041.15
    Mean Annual Return0.520.44
    R-squared (against Standard Index)92.4788.55
    Standard Deviation8.349.46
    Sharpe Ratio0.740.58
    Treynor Ratio5.734.44
    10 Years
    StatisticKTRAXCategory
    Alpha (against Standard Index)-2.34-1.76
    Beta (against Standard Index)1.071.13
    Mean Annual Return0.350.43
    R-squared (against Standard Index)96.0790.34
    Standard Deviation10.8411.88
    Sharpe Ratio0.310.36
    Treynor Ratio2.613.28