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Issuer
DWS
Inception Date
Jun 28, 2007
Category
Bank Loan
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DFRPX Performance Chart


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S&P 500 Index

Returns By Period


DWS Floating Rate Fund Class S

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFRPX Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.19%0.05%0.14%0.38%
2025-0.13%-0.02%-0.93%-0.08%1.66%0.72%0.83%0.44%-0.20%0.33%0.35%0.45%3.45%
20240.34%0.74%0.87%0.61%0.87%0.21%0.61%0.61%0.48%0.66%1.06%0.40%7.72%
20232.52%0.40%0.01%0.80%-0.66%2.44%0.94%1.11%0.47%-0.05%1.41%1.54%11.42%
20220.15%-0.61%0.02%-0.11%-2.68%-2.50%2.49%1.39%-2.77%1.38%1.43%0.45%-1.52%
20210.79%0.53%-0.10%0.40%0.53%0.27%-0.10%0.40%0.53%0.15%-0.36%0.66%3.75%

Benchmark Metrics

DWS Floating Rate Fund Class S has an annualized alpha of 2.94%, beta of 0.06, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since June 29, 2007.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (22.24%) than losses (21.89%) - typical of diversified or defensive assets.
  • Beta of 0.06 may look defensive, but with R2 of 0.09 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.09 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.94%
Beta
0.06
0.09
Upside Capture
22.24%
Downside Capture
21.89%

Expense Ratio

DFRPX has an expense ratio of 0.87%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DWS Floating Rate Fund Class S (DFRPX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DFRPXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

DWS Floating Rate Fund Class S provided a 5.11% dividend yield over the last twelve months, with an annual payout of $0.38 per share.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.60$0.7020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.38$0.44$0.66$0.63$0.32$0.26$0.30$0.39$0.33$0.36$0.40$0.39

Dividend yield

5.11%5.99%8.67%8.22%4.25%3.31%3.75%4.80%4.21%4.39%4.76%4.63%

Monthly Dividends

The table displays the monthly dividend distributions for DWS Floating Rate Fund Class S. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.04$0.02$0.00$0.07
2025$0.00$0.05$0.00$0.04$0.04$0.04$0.04$0.04$0.05$0.04$0.05$0.04$0.44
2024$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.06$0.05$0.05$0.05$0.66
2023$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.05$0.06$0.06$0.06$0.06$0.63
2022$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.04$0.04$0.32
2021$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.26

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the DWS Floating Rate Fund Class S. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DWS Floating Rate Fund Class S was 31.21%, occurring on Dec 16, 2008. Recovery took 210 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-31.21%Dec 2008
1y 5mo10mo 4d
2y 3moJul 2007 - Oct 2009
COVID crash2020
-21.36%Mar 2020
2mo 1d8mo 26d
10mo 27dJan 2020 - Dec 2020
2016 pullback2016
-8.68%Feb 2016
8mo 28d1y 5mo
2y 1moJun 2015 - Jul 2017
Bear market2022
-6.50%Jul 2022
5mo 13d6mo 18d
12mo 1dJan 2022 - Jan 2023
2011 pullback2011
-6.12%Aug 2011
3mo 24d5mo 4d
8mo 28dMay 2011 - Jan 2012

Drawdown Indicators


DFRPXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DFRPX

Add DWS Floating Rate Fund Class S to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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