Deutsche Managed Municipal Fund Market Value
| SCMBX Fund | USD 8.01 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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Deutsche Managed on October 31, 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 Pioneer Short, Summit Global, Scharf Balanced, Versatile Bond, T Rowe, Pnc Emerging, and Ab Tax-managed. The investment seeks to provide income exempt from regular federal income tax 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 | 0.2231 | |||
| Information Ratio | (0.50) | |||
| Maximum Drawdown | 0.8739 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2494 |
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 | 5.0E-4 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | (0.03) |
Deutsche Managed January 29, 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 | 5.0E-4 | |||
| Market Risk Adjusted Performance | (0.02) | |||
| Mean Deviation | 0.0783 | |||
| Semi Deviation | 0.0485 | |||
| Downside Deviation | 0.2231 | |||
| Coefficient Of Variation | 1602.57 | |||
| Standard Deviation | 0.1328 | |||
| Variance | 0.0176 | |||
| Information Ratio | (0.50) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.30) | |||
| Treynor Ratio | (0.03) | |||
| Maximum Drawdown | 0.8739 | |||
| Value At Risk | (0.13) | |||
| Potential Upside | 0.2494 | |||
| Downside Variance | 0.0498 | |||
| Semi Variance | 0.0024 | |||
| Expected Short fall | (0.18) | |||
| Skewness | (0.29) | |||
| Kurtosis | 4.08 |
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 0.0326, which denotes the fund had a 0.0326 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Deutsche Managed Municipal, which you can use to evaluate the volatility of the entity. Please confirm Deutsche Managed's Downside Deviation of 0.2231, mean deviation of 0.0783, and Coefficient Of Variation of 1602.57 to check if the risk estimate we provide is consistent with the expected return of 0.0042%. The fund shows a Beta (market volatility) of 0.0494, 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 | -0.3 |
Weak reverse predictability
Deutsche Managed Municipal has weak reverse predictability. Overlapping area represents the amount of predictability between Deutsche Managed time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Managed Mun price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Deutsche Managed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.49 | |
| 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.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Share Portfolio Track or share privately all of your investments from the convenience of any device | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |