Deutsche Croci Correlations

Mutual Funds . USA . 
Fund . Deutsche Croci International
SCINX Fund  USD 58.27  0.10  0.17%   
The current 90-days correlation between Deutsche Croci Inter and Deutsche Gnma Fund is 0.29 (i.e., Modest 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

Very weak diversification

The correlation between Deutsche Croci International and DJI is 0.4 (i.e., Very weak 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.
  
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Deutsche Croci International. Also, note that the market value of any mutual fund could be closely tied with the direction of predictive economic indicators such as signals in board of governors.

Moving together with Deutsche Mutual Fund

  0.92SRMAX Deutsche Short TermPairCorr
  0.93SRMCX Deutsche Short TermPairCorr
  0.94KTCCX Deutsche Science AndPairCorr
  0.94KTCAX Deutsche Science AndPairCorr
  0.94KTCIX Deutsche Science AndPairCorr
  0.94KTCSX Deutsche Science AndPairCorr
  0.93SRMSX Deutsche Short TermPairCorr
  0.97KTRAX Deutsche Global IncomePairCorr
  0.96KTRCX Deutsche Global IncomePairCorr
  0.97KTRIX Deutsche Global IncomePairCorr
  0.97KTRSX Deutsche Global IncomePairCorr
  0.97KTRZX Deutsche Global IncomePairCorr
  0.92SSDZX Deutsche Small CapPairCorr
  0.93SSDAX Deutsche Small CapPairCorr
  0.92SSDCX Deutsche Small CapPairCorr
  0.92SSDIX Deutsche Small CapPairCorr
  0.92SSDSX Deutsche Small CapPairCorr
  0.93SSLCX Deutsche Small CapPairCorr
  0.85KDHSX Deutsche Croci EquityPairCorr
  0.84KDHCX Deutsche Croci EquityPairCorr
  0.85KDHAX Deutsche Croci EquityPairCorr
  0.85KDHIX Deutsche Croci EquityPairCorr
  0.94SCDGX Deutsche E EquityPairCorr
  0.94SCEMX Deutsche EnhancedPairCorr
  0.94SCGSX Deutsche Capital GrowthPairCorr
  0.67SCMAX Deutsche MassachusettsPairCorr
  0.85SCMTX Deutsche IntermediatePairCorr
  0.97SCOBX Deutsche Global GrowthPairCorr
  0.93SCQGX Deutsche Large CapPairCorr
  0.94SCPIX Deutsche Sp 500PairCorr
  0.79SCSBX Deutsche E PlusPairCorr

Related Correlations Analysis

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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 DeviationJensen AlphaSortino RatioTreynor RatioSemi DeviationExpected ShortfallPotential UpsideValue @RiskMaximum Drawdown
GCGGX  0.28  0.00 (0.32) 0.10  0.30 
(0.30)
 0.52 
(0.52)
 1.48 
SRMAX  0.06  0.01 (0.87) 0.88  0.00 
(0.13)
 0.10 
(0.10)
 0.41 
SRMCX  0.06  0.01 (0.89) 0.79  0.00 
(0.12)
 0.10 
(0.10)
 0.41 
KTCCX  0.90  0.22  0.22  0.34  0.60 
(1.13)
 2.37 
(1.31)
 6.17 
KTCAX  0.89  0.22  0.22  0.35  0.59 
(1.08)
 2.37 
(1.31)
 6.07 
KTCIX  0.90  0.22  0.23  0.35  0.59 
(1.11)
 2.38 
(1.31)
 6.06 
KTCSX  0.90  0.22  0.22  0.35  0.59 
(1.11)
 2.40 
(1.32)
 6.08 
SRMSX  0.06  0.01 (0.87) 0.77  0.00 
(0.13)
 0.20 
(0.10)
 0.41 
KTRAX  0.33  0.10  0.04  0.42  0.00 
(0.43)
 1.03 
(0.45)
 1.94 
KTRCX  0.32  0.10  0.03  0.42  0.00 
(0.42)
 1.03 
(0.55)
 1.94 

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