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Deutsche Global Income Builder A (KTRAX)

10.69 Up 0.02(0.19%) Sep 18

Risk as of Aug 30, 2014Get Risk for:
Risk Overview 
Morningstar Risk Rating:3
Number of Years Up37
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)-0.03-1.78
Beta (against Standard Index)1.020.88
Mean Annual Return0.900.64
R-squared (against Standard Index)93.8773.82
Standard Deviation8.278.00
Sharpe Ratio1.300.97
Treynor Ratio10.778.83
5 Years
StatisticKTRAXCategory
Alpha (against Standard Index)-1.02-0.55
Beta (against Standard Index)1.040.88
Mean Annual Return0.810.71
R-squared (against Standard Index)96.3375.16
Standard Deviation8.988.52
Sharpe Ratio1.071.04
Treynor Ratio9.2511.32
10 Years
StatisticKTRAXCategory
Alpha (against Standard Index)-2.52-2.14
Beta (against Standard Index)1.061.01
Mean Annual Return0.480.48
R-squared (against Standard Index)96.4385.01
Standard Deviation10.4410.50
Sharpe Ratio0.400.44
Treynor Ratio3.534.72