Deutsche Managed Municipal Fund Market Value
| SCMBX Fund | USD 8.07 0.01 0.12% |
| Symbol | Deutsche |
Deutsche Managed '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 Managed'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 Managed.
| 11/24/2025 |
| 02/22/2026 |
If you would invest 0.00 in Deutsche Managed on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche Managed Municipal or generate 0.0% return on investment in Deutsche Managed over 90 days. Deutsche Managed 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 Managed 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 Managed'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 Managed Municipal upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.2322 | |||
| Information Ratio | (0.44) | |||
| Maximum Drawdown | 0.8772 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2503 |
Deutsche Managed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Managed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Managed's standard deviation. In reality, there are many statistical measures that can use Deutsche Managed historical prices to predict the future Deutsche Managed's volatility.| Risk Adjusted Performance | 0.0708 | |||
| Jensen Alpha | 0.0097 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.6368 |
Deutsche Managed February 22, 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 | 0.0708 | |||
| Market Risk Adjusted Performance | 0.6468 | |||
| Mean Deviation | 0.0867 | |||
| Downside Deviation | 0.2322 | |||
| Coefficient Of Variation | 653.51 | |||
| Standard Deviation | 0.1365 | |||
| Variance | 0.0186 | |||
| Information Ratio | (0.44) | |||
| Jensen Alpha | 0.0097 | |||
| Total Risk Alpha | (0) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.6368 | |||
| Maximum Drawdown | 0.8772 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2503 | |||
| Downside Variance | 0.0539 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.17) | |||
| Skewness | (0.04) | |||
| Kurtosis | 4.84 |
Deutsche Managed Mun Backtested Returns
At this stage we consider Deutsche Mutual Fund to be very steady. Deutsche Managed Mun secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the fund had a 0.18 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Deutsche Managed Municipal, which you can use to evaluate the volatility of the entity. Please confirm Deutsche Managed's Coefficient Of Variation of 653.51, mean deviation of 0.0867, and Standard Deviation of 0.1365 to check if the risk estimate we provide is consistent with the expected return of 0.0247%. The fund shows a Beta (market volatility) of 0.0171, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Managed's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Managed is expected to be smaller as well.
Auto-correlation | 0.50 |
Modest predictability
Deutsche Managed Municipal has modest predictability. Overlapping area represents the amount of predictability between Deutsche Managed time series from 24th of November 2025 to 8th of January 2026 and 8th of January 2026 to 22nd of February 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 Managed Mun price movement. The serial correlation of 0.5 indicates that about 50.0% of current Deutsche Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
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 Managed 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 Managed security.
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |