Deutsche Small Downside Deviation

SSDCX Fund  USD 26.54  0.08  0.30%   
Deutsche Small downside-deviation technical analysis lookup allows you to check this and other technical indicators for Deutsche Small Cap or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Deutsche Small Cap has current Downside Deviation of 0.9052. Downside Deviation (or DD) is measured by target semi-deviation (the square root of target semi-variance) and is termed downside risk. It is expressed in percentages and therefore allows for rankings in the same way as standard deviation. An intuitive way to view the downside risk is the annualized standard deviation of returns below the target.

Downside Deviation

=

SQRT(DV)

 = 
0.9052
SQRT = Square root notation
DV =   Downside Variance of returns over selected period

Deutsche Small Downside Deviation Peers Comparison

Deutsche Downside Deviation Relative To Other Indicators

Deutsche Small Cap is rated fifth largest fund in downside deviation among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about  6.85  of Maximum Drawdown per Downside Deviation. The ratio of Maximum Drawdown to Downside Deviation for Deutsche Small Cap is roughly  6.85 
It is the square root of the probability-weighted squared below-target returns. The squaring of the below-target returns has the effect of penalizing failures at an exponential rate. This is consistent with observations made on the behavior of most private investors.
Compare Deutsche Small to Peers

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