Deutsche Small Cap Fund Market Value
| SSDZX Fund | USD 37.36 0.85 2.33% |
| Symbol | Deutsche |
Deutsche Small '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 Small'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 Small.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Deutsche Small on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Deutsche Small Cap or generate 0.0% return on investment in Deutsche Small over 90 days. Deutsche Small is related to or competes with Transamerica Intermediate, Bbh Intermediate, Federated Government, California High-yield, Intermediate-term, and Pace Municipal. The fund invests at least 80 percent of its assets, determined at the time of purchase, in stocks and other securities w... More
Deutsche Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9555 | |||
| Information Ratio | 0.1002 | |||
| Maximum Drawdown | 7.26 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.99 |
Deutsche Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Deutsche Small's standard deviation. In reality, there are many statistical measures that can use Deutsche Small historical prices to predict the future Deutsche Small's volatility.| Risk Adjusted Performance | 0.1426 | |||
| Jensen Alpha | 0.1096 | |||
| Total Risk Alpha | 0.0813 | |||
| Sortino Ratio | 0.1298 | |||
| Treynor Ratio | 0.1725 |
Deutsche Small February 8, 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 | 0.1426 | |||
| Market Risk Adjusted Performance | 0.1825 | |||
| Mean Deviation | 0.9107 | |||
| Semi Deviation | 0.6925 | |||
| Downside Deviation | 0.9555 | |||
| Coefficient Of Variation | 579.14 | |||
| Standard Deviation | 1.24 | |||
| Variance | 1.53 | |||
| Information Ratio | 0.1002 | |||
| Jensen Alpha | 0.1096 | |||
| Total Risk Alpha | 0.0813 | |||
| Sortino Ratio | 0.1298 | |||
| Treynor Ratio | 0.1725 | |||
| Maximum Drawdown | 7.26 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 1.99 | |||
| Downside Variance | 0.913 | |||
| Semi Variance | 0.4796 | |||
| Expected Short fall | (1.11) | |||
| Skewness | 1.24 | |||
| Kurtosis | 4.29 |
Deutsche Small Cap Backtested Returns
Deutsche Small appears to be very steady, given 3 months investment horizon. Deutsche Small Cap secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Deutsche Small Cap, which you can use to evaluate the volatility of the entity. Please utilize Deutsche Small's Mean Deviation of 0.9107, downside deviation of 0.9555, and Coefficient Of Variation of 579.14 to check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 1.18, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Deutsche Small will likely underperform.
Auto-correlation | 0.46 |
Average predictability
Deutsche Small Cap has average predictability. Overlapping area represents the amount of predictability between Deutsche Small time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 Small Cap price movement. The serial correlation of 0.46 indicates that about 46.0% of current Deutsche Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.63 |
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 Small 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 Small security.
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