Deutsche Latin America Fund Market Value
| SLAFX Fund | USD 37.93 0.15 0.40% |
| Symbol | Deutsche |
Deutsche Latin '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 Latin'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 Latin.
| 06/25/2024 |
| 01/16/2026 |
If you would invest 0.00 in Deutsche Latin on June 25, 2024 and sell it all today you would earn a total of 0.00 from holding Deutsche Latin America or generate 0.0% return on investment in Deutsche Latin over 570 days. Deutsche Latin is related to or competes with Pace Municipal, Old Westbury, Prudential California, Performance Trust, Fidelity California, Oklahoma Municipal, and Morningstar Municipal. The fund normally invests at least 80 percent of net assets, plus the amount of any borrowings for investment purposes, ... More
Deutsche Latin 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 Latin'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 Latin America upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | 0.1222 | |||
| Maximum Drawdown | 7.12 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 1.85 |
Deutsche Latin Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Latin's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Latin's standard deviation. In reality, there are many statistical measures that can use Deutsche Latin historical prices to predict the future Deutsche Latin's volatility.| Risk Adjusted Performance | 0.1562 | |||
| Jensen Alpha | 0.1618 | |||
| Total Risk Alpha | 0.0756 | |||
| Sortino Ratio | 0.0968 | |||
| Treynor Ratio | 0.3146 |
Deutsche Latin America Backtested Returns
Deutsche Latin appears to be very steady, given 3 months investment horizon. Deutsche Latin America secures Sharpe Ratio (or Efficiency) of 0.19, which denotes the fund had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Deutsche Latin America, which you can use to evaluate the volatility of the entity. Please utilize Deutsche Latin's Coefficient Of Variation of 454.95, downside deviation of 1.42, and Mean Deviation of 0.8015 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.75, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deutsche Latin's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Latin is expected to be smaller as well.
Auto-correlation | -0.38 |
Poor reverse predictability
Deutsche Latin America has poor reverse predictability. Overlapping area represents the amount of predictability between Deutsche Latin time series from 25th of June 2024 to 6th of April 2025 and 6th of April 2025 to 16th 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 Latin America price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Deutsche Latin price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 8.08 |
Deutsche Latin America lagged returns against current returns
Autocorrelation, which is Deutsche Latin mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Deutsche Latin's mutual fund expected returns. We can calculate the autocorrelation of Deutsche Latin returns to help us make a trade decision. For example, suppose you find that Deutsche Latin has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Deutsche Latin regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Deutsche Latin mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Deutsche Latin mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Deutsche Latin mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Deutsche Latin Lagged Returns
When evaluating Deutsche Latin's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Deutsche Latin mutual fund have on its future price. Deutsche Latin autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Deutsche Latin autocorrelation shows the relationship between Deutsche Latin mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Deutsche Latin America.
Regressed Prices |
| Timeline |
Also Currently Popular
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 Latin 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 Latin security.
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