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Values as of: 2019-07-15
Values as of: 2019-07-15
The investment seeks investment results that correspond generally to the performance of the Russell 1000 Comprehensive Factor Index. The fund, using a "passive" or indexing investment approach, seeks investment results that correspond generally to the performance of the underlying index, which is designed to track the equity market performance of companies in the United States selected on the investment style criteria ("factors") of value, momentum, quality, low volatility and size. It will invest at least 80% of its total assets in component securities of the underlying index. The fund is non-diversified.
Company Website : www.deutsche-etfs.com
Currency: USD
Country : USA
Inception Date: 24/11/2015
Primary Benchmark: Russell 1000 Comprehensive Factor TR USD
Primary Index: S&P 500 TR USD
Gross Expense Ratio: 0.25%
Management Expense Ratio: 0.18 %
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Symbol | Company Name | Allocation |
---|---|---|
CAH | Cardinal Health Inc | 1.15 % |
CTSH | Cognizant Technology Solutions Corp Class A | 1.03 % |
MCK | McKesson Corporation | 1.02 % |
CDW | CDW Corp | 0.85 % |
RS | Reliance Steel & Aluminum Co | 0.79 % |
BW | Babcock & Wilcox Enterprises Inc | 0.76 % |
MPC | Marathon Petroleum Corp | 0.69 % |
NVR | NVR Inc | 0.67 % |
JBL | Jabil Circuit Inc | 0.66 % |
AMAT | Applied Materials Inc | 0.60 % |
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Symbol | Name | Mer | Price(Change) | Market Cap |
---|---|---|---|---|
SOJE | SOJE | 0.00 % |
-0.26 (-1.27%) |
USD 65.72B |
ITDC | Ishares Lifepath Target Date 2.. | 0.00 % |
+0.02 (+0.07%) |
USD 36.86B |
JEPI | JPMorgan Equity Premium Income.. | 0.00 % |
+0.09 (+0.16%) |
USD 32.78B |
LCR | Leuthold Core ETF | 0.00 % |
+0.03 (+0.10%) |
USD 32.52B |
DTB | DTB | 0.00 % |
+0.01 (+0.05%) |
USD 26.58B |
DFAC | Dimensional U.S. Core Equity 2.. | 0.00 % |
+0.08 (+0.25%) |
USD 26.11B |
JPST | JPMorgan Ultra-Short Income ET.. | 0.00 % |
-0.01 (-0.02%) |
USD 22.47B |
SGOV | iShares® 0-3 Month Treasury B.. | 0.00 % |
+0.01 (+0.01%) |
USD 18.58B |
TSPA | T. Rowe Price US Equity Resear.. | 0.00 % |
+0.06 (+0.18%) |
USD 16.23B |
DFUV | Dimensional US Marketwide Valu.. | 0.00 % |
+0.20 (+0.49%) |
USD 10.15B |
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Market Performance vs. Industry/Classification (Others) | Market Performance vs. Exchange (NYSE Arca) | ||||||
Value | Sector Median | Percentile Rank | Grade | Market Median | Percentile Rank | Grade | |
YTD | |||||||
Capital Gain | 20.75% | 81% | B- | 72% | C | ||
Dividend Return | 0.89% | 38% | F | 26% | F | ||
Total Return | 21.64% | 82% | B | 70% | C- | ||
Trailing 12 Months | |||||||
Capital Gain | 5.48% | 76% | C+ | 69% | C- | ||
Dividend Return | 1.62% | 43% | F | 30% | F | ||
Total Return | 7.11% | 74% | C | 65% | D | ||
Trailing 5 Years | |||||||
Capital Gain | N/A | N/A | N/A | N/A | F | ||
Dividend Return | N/A | N/A | N/A | N/A | F | ||
Total Return | N/A | N/A | N/A | N/A | F | ||
Average Annual (5 Year Horizon) | |||||||
Capital Gain | 7.02% | 65% | D | 60% | D- | ||
Dividend Return | 8.45% | 65% | D | 59% | D- | ||
Total Return | 1.42% | 62% | D | 37% | F | ||
Risk Return Profile | |||||||
Volatility (Standard Deviation) | 8.53% | 81% | B- | 89% | A- | ||
Risk Adjusted Return | 99.00% | 96% | N/A | 93% | A | ||
Market Capitalization | 0.09B | 60% | D- | 31% | F |
Target Price Action | Rating Action | Analyst | Rating | Price | Date |
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This is a composite scorecard based on the application of evaluation criteria deemed most important by analysts. This is not a buy or sell recommendation.
This stock has performed well, on a risk adjusted basis, compared to its sector peers(for a hold period of at least 12 months) and is in the top quartile.
The stock’s annual returns have been stable and consistent compared to its sector peers(for a hold period of at least 12 months) and is in the top quartile. Although stability is good, also keep in mind it can limit returns.
The stock is trading high compared to its peers on a price to earning basis and is above the sector median.