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Deutsche Global Income Builder A (KTRAX)

10.16 Up 0.08(0.79%) Oct 17

Risk as of Sep 29, 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)0.16-1.66
Beta (against Standard Index)1.010.88
Mean Annual Return0.990.72
R-squared (against Standard Index)92.7072.72
Standard Deviation7.607.49
Sharpe Ratio1.551.16
Treynor Ratio12.0610.86
5 Years
StatisticKTRAXCategory
Alpha (against Standard Index)-0.92-0.72
Beta (against Standard Index)1.030.90
Mean Annual Return0.710.63
R-squared (against Standard Index)96.3277.24
Standard Deviation9.018.78
Sharpe Ratio0.940.89
Treynor Ratio8.078.96
10 Years
StatisticKTRAXCategory
Alpha (against Standard Index)-2.40-2.09
Beta (against Standard Index)1.061.01
Mean Annual Return0.450.45
R-squared (against Standard Index)96.4385.03
Standard Deviation10.4710.54
Sharpe Ratio0.370.40
Treynor Ratio3.224.24