Deutsche Croci Correlations
| SUIRX Fund | USD 50.24 0.17 0.34% |
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
Average diversification
The correlation between Deutsche Croci International and DJI is 0.14 (i.e., Average 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
| 0.74 | GCGGX | Deutsche Gnma | PairCorr |
| 0.9 | SCINX | Deutsche Croci Inter | PairCorr |
| 0.69 | SCHLX | Deutsche Health And | PairCorr |
| 0.83 | SCOBX | Deutsche Global Growth | PairCorr |
| 0.77 | SCSBX | Deutsche E Plus | PairCorr |
Moving against Deutsche Mutual Fund
| 0.56 | KDHSX | Deutsche Croci Equity | PairCorr |
| 0.55 | SSLCX | Deutsche Small Cap | PairCorr |
| 0.46 | KTCIX | Deutsche Science And | PairCorr |
| 0.46 | KTCSX | Deutsche Science And | PairCorr |
| 0.45 | KTCCX | Deutsche Science And | PairCorr |
| 0.45 | KTCAX | Deutsche Science And | PairCorr |
| 0.37 | SSDSX | Deutsche Small Cap | PairCorr |
| 0.36 | SSDZX | Deutsche Small Cap | PairCorr |
| 0.36 | SSDAX | Deutsche Small Cap | PairCorr |
| 0.36 | SSDIX | Deutsche Small Cap | PairCorr |
| 0.35 | SSDCX | Deutsche Small Cap | PairCorr |
| 0.56 | KDHCX | Deutsche Croci Equity | PairCorr |
| 0.56 | KDHAX | Deutsche Croci Equity | PairCorr |
| 0.56 | KDHIX | Deutsche Croci Equity | PairCorr |
| 0.53 | SCQGX | Deutsche Large Cap | PairCorr |
| 0.5 | SCGSX | Deutsche Capital Growth | PairCorr |
| 0.49 | SCPIX | Deutsche Sp 500 | PairCorr |
| 0.49 | BTIRX | Deutsche Equity 500 | PairCorr |
| 0.49 | BTIIX | Deutsche Equity 500 | PairCorr |
| 0.49 | BTIEX | Deutsche Equity 500 | PairCorr |
| 0.48 | SCDGX | Deutsche E Equity | PairCorr |
Related Correlations Analysis
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | HEWXX | ||
| 0.0 | 0.0 | 0.0 | 0.69 | 0.0 | GABXX | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | JRSXX | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | JHMXX | ||
| 0.0 | 0.69 | 0.0 | 0.0 | 0.0 | QCMMIX | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | AEYXX | ||
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| HEWXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| GABXX | 0.03 | 0.00 | 0.00 | 0.36 | 0.00 | 0.00 | 1.01 | |||
| JRSXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| JHMXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| QCMMIX | 0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.03 | 0.07 | |||
| AEYXX | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |