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    Deutsche Global Income Builder A (KTRAX)

    8.75 Up 0.04(0.46%) Sep 2

    Risk as of Jul 30, 2015Get Risk for:
    Risk Overview 
    Morningstar Risk Rating:3
    Number of Years Up38
    Number of Years Down12
    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)-2.66-2.58
    Beta (against Standard Index)1.141.11
    Mean Annual Return0.570.55
    R-squared (against Standard Index)87.1381.61
    Standard Deviation6.636.73
    Sharpe Ratio1.021.01
    Treynor Ratio5.905.97
    5 Years
    StatisticKTRAXCategory
    Alpha (against Standard Index)-1.84-2.91
    Beta (against Standard Index)1.061.17
    Mean Annual Return0.600.59
    R-squared (against Standard Index)93.4888.83
    Standard Deviation8.479.58
    Sharpe Ratio0.850.77
    Treynor Ratio6.646.14
    10 Years
    StatisticKTRAXCategory
    Alpha (against Standard Index)-2.56-1.25
    Beta (against Standard Index)1.071.09
    Mean Annual Return0.370.49
    R-squared (against Standard Index)95.9588.41
    Standard Deviation10.5611.23
    Sharpe Ratio0.300.41
    Treynor Ratio2.463.88