Deutsche California Tax Free Fund Market Value
| SDCSX Fund | USD 6.64 0.04 0.60% |
| Symbol | Deutsche |
Deutsche California '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 California'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 California.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Deutsche California on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche California Tax Free or generate 0.0% return on investment in Deutsche California over 90 days. Deutsche California is related to or competes with Deutsche Gnma, Deutsche Short, Deutsche Short, Deutsche Science, Deutsche Science, Deutsche Science, and Deutsche Science. The fund invests at least 80 percent of net assets, plus the amount of any borrowings for investment purposes, in securi... More
Deutsche California 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 California'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 California Tax Free upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2862 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 0.7599 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.1529 |
Deutsche California Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche California's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche California's standard deviation. In reality, there are many statistical measures that can use Deutsche California historical prices to predict the future Deutsche California's volatility.| Risk Adjusted Performance | 0.1026 | |||
| Jensen Alpha | 0.0172 | |||
| Total Risk Alpha | 0.0106 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 2.02 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Deutsche California'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 California March 4, 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 | 0.1026 | |||
| Market Risk Adjusted Performance | 2.03 | |||
| Mean Deviation | 0.0973 | |||
| Downside Deviation | 0.2862 | |||
| Coefficient Of Variation | 518.63 | |||
| Standard Deviation | 0.143 | |||
| Variance | 0.0204 | |||
| Information Ratio | (0.13) | |||
| Jensen Alpha | 0.0172 | |||
| Total Risk Alpha | 0.0106 | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 2.02 | |||
| Maximum Drawdown | 0.7599 | |||
| Value At Risk | (0.30) | |||
| Potential Upside | 0.1529 | |||
| Downside Variance | 0.0819 | |||
| Semi Variance | (0.02) | |||
| Expected Short fall | (0.18) | |||
| Skewness | (0.48) | |||
| Kurtosis | 2.65 |
Deutsche California Tax Backtested Returns
At this stage we consider Deutsche Mutual Fund to be very steady. Deutsche California Tax secures Sharpe Ratio (or Efficiency) of 0.22, which denotes the fund had a 0.22 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Deutsche California Tax Free, which you can use to evaluate the volatility of the entity. Please confirm Deutsche California's Standard Deviation of 0.143, coefficient of variation of 518.63, and Mean Deviation of 0.0973 to check if the risk estimate we provide is consistent with the expected return of 0.0303%. The fund shows a Beta (market volatility) of 0.0087, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche California's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche California is expected to be smaller as well.
Auto-correlation | 0.81 |
Very good predictability
Deutsche California Tax Free has very good predictability. Overlapping area represents the amount of predictability between Deutsche California time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 California Tax price movement. The serial correlation of 0.81 indicates that around 81.0% of current Deutsche California price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.84 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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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 California 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 California security.
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