Deutsche Croci Correlations
SUIIX Fund | USD 58.20 0.11 0.19% |
The current 90-days correlation between Deutsche Croci Inter and Western Asset Diversified is -0.18 (i.e., Good diversification). The correlation of Deutsche Croci is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.
Deutsche Croci Correlation With Market
Good diversification
The correlation between Deutsche Croci International and DJI is -0.01 (i.e., Good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Deutsche Croci International and DJI in the same portfolio, assuming nothing else is changed.
Deutsche |
Moving together with Deutsche Mutual Fund
0.73 | SRMAX | Deutsche Short Term | PairCorr |
0.72 | SRMCX | Deutsche Short Term | PairCorr |
0.69 | KTCCX | Deutsche Science And | PairCorr |
0.69 | KTCAX | Deutsche Science And | PairCorr |
0.74 | KTCIX | Deutsche Science And | PairCorr |
0.9 | KTCSX | Deutsche Science And | PairCorr |
0.71 | SRMSX | Deutsche Short Term | PairCorr |
0.93 | KTRAX | Deutsche Global Income | PairCorr |
0.79 | KTRCX | Deutsche Global Income | PairCorr |
0.9 | KTRIX | Deutsche Global Income | PairCorr |
0.91 | KTRSX | Deutsche Global Income | PairCorr |
0.91 | KTRZX | Deutsche Global Income | PairCorr |
0.85 | SSDZX | Deutsche Small Cap | PairCorr |
0.85 | SSDAX | Deutsche Small Cap | PairCorr |
0.84 | SSDCX | Deutsche Small Cap | PairCorr |
0.85 | SSDIX | Deutsche Small Cap | PairCorr |
0.85 | SSDSX | Deutsche Small Cap | PairCorr |
0.82 | SSLCX | Deutsche Small Cap | PairCorr |
0.76 | KDHSX | Deutsche Croci Equity | PairCorr |
0.75 | KDHCX | Deutsche Croci Equity | PairCorr |
0.83 | KDHAX | Deutsche Croci Equity | PairCorr |
0.77 | KDHIX | Deutsche Croci Equity | PairCorr |
0.9 | SCDGX | Deutsche E Equity | PairCorr |
0.92 | SCEMX | Deutsche Enhanced | PairCorr |
0.94 | SCINX | Deutsche Croci Inter | PairCorr |
0.9 | SCGSX | Deutsche Capital Growth | PairCorr |
0.84 | SCOBX | Deutsche Global Growth | PairCorr |
0.89 | SCQGX | Deutsche Large Cap | PairCorr |
0.9 | SCPIX | Deutsche Sp 500 | PairCorr |
0.71 | SCSBX | Deutsche E Plus | PairCorr |
Moving against Deutsche Mutual Fund
0.6 | NOTCX | Deutsche Strategic High | PairCorr |
0.55 | KCTCX | Deutsche California Tax | PairCorr |
0.53 | KCTAX | Deutsche California Tax | PairCorr |
0.51 | NOTAX | Deutsche Strategic High | PairCorr |
0.5 | NOTIX | Deutsche Strategic High | PairCorr |
0.42 | SCMBX | Deutsche Managed Mun | PairCorr |
Related Correlations Analysis
0.87 | 0.93 | 0.71 | 0.95 | 0.71 | XWDIX | ||
0.87 | 0.94 | 0.63 | 0.96 | 0.66 | XJCEX | ||
0.93 | 0.94 | 0.79 | 0.99 | 0.79 | GMADX | ||
0.71 | 0.63 | 0.79 | 0.75 | 0.97 | TOIIX | ||
0.95 | 0.96 | 0.99 | 0.75 | 0.76 | SNPTX | ||
0.71 | 0.66 | 0.79 | 0.97 | 0.76 | SMYIX | ||
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Risk-Adjusted Indicators
There is a big difference between Deutsche Mutual Fund performing well and Deutsche Croci Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Deutsche Croci's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
---|---|---|---|---|---|---|---|---|---|---|
XWDIX | 0.17 | 0.03 | (0.12) | 0.89 | 0.25 | 0.40 | 1.75 | |||
XJCEX | 0.52 | 0.14 | 0.03 | (1.47) | 0.62 | 1.05 | 6.08 | |||
GMADX | 0.49 | 0.11 | 0.00 | (1.26) | 0.50 | 1.26 | 3.02 | |||
TOIIX | 0.54 | 0.09 | 0.05 | 0.31 | 0.52 | 1.15 | 3.28 | |||
SNPTX | 0.48 | 0.15 | 0.08 | (5.24) | 0.26 | 1.04 | 4.58 | |||
SMYIX | 0.47 | 0.07 | 0.06 | 0.20 | 0.26 | 1.19 | 3.63 |