Deutsche Global Macro Fund Market Value
| DBISX Fund | USD 11.86 0.07 0.59% |
| Symbol | Deutsche |
Deutsche Global 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Deutsche Global's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Deutsche Global.
| 10/26/2025 |
| 01/24/2026 |
If you would invest 0.00 in Deutsche Global on October 26, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche Global Macro or generate 0.0% return on investment in Deutsche Global over 90 days. Deutsche Global is related to or competes with Pimco Global, Virtus Global, Virtus Global, FundX Investment, T Rowe, Dunham International, and Advisors Capital. The fund invests in equities , bonds, structured notes, money market instruments, exchange traded funds , and cash More
Deutsche Global Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Deutsche Global's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Deutsche Global Macro upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.3848 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 1.5 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.6879 |
Deutsche Global Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Global's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Global's standard deviation. In reality, there are many statistical measures that can use Deutsche Global historical prices to predict the future Deutsche Global's volatility.| Risk Adjusted Performance | 0.0851 | |||
| Jensen Alpha | 0.0303 | |||
| Total Risk Alpha | 0.0035 | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.3157 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche Global's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Deutsche Global January 24, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0851 | |||
| Market Risk Adjusted Performance | 0.3257 | |||
| Mean Deviation | 0.3043 | |||
| Semi Deviation | 0.2512 | |||
| Downside Deviation | 0.3848 | |||
| Coefficient Of Variation | 774.91 | |||
| Standard Deviation | 0.3777 | |||
| Variance | 0.1426 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | 0.0303 | |||
| Total Risk Alpha | 0.0035 | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.3157 | |||
| Maximum Drawdown | 1.5 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.6879 | |||
| Downside Variance | 0.1481 | |||
| Semi Variance | 0.0631 | |||
| Expected Short fall | (0.37) | |||
| Skewness | (0.10) | |||
| Kurtosis | (0.46) |
Deutsche Global Macro Backtested Returns
At this stage we consider Deutsche Mutual Fund to be very steady. Deutsche Global Macro secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Deutsche Global Macro, which you can use to evaluate the volatility of the entity. Please confirm Deutsche Global's Coefficient Of Variation of 774.91, downside deviation of 0.3848, and Mean Deviation of 0.3043 to check if the risk estimate we provide is consistent with the expected return of 0.0527%. The fund shows a Beta (market volatility) of 0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Global is expected to be smaller as well.
Auto-correlation | 0.26 |
Poor predictability
Deutsche Global Macro has poor predictability. Overlapping area represents the amount of predictability between Deutsche Global time series from 26th of October 2025 to 10th of December 2025 and 10th of December 2025 to 24th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Deutsche Global Macro price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Deutsche Global price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Deutsche Mutual Fund
Deutsche Global financial ratios help investors to determine whether Deutsche Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Deutsche with respect to the benefits of owning Deutsche Global security.
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