DWS Small Backtesting

SSDCX -- USA Fund  

USD 21.17  0.13  0.61%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of DWS Small Cap Growth Fund Cla and determine expected loss or profit from investing in DWS Small over given investment horizon. Also please take a look at DWS Small Hype Analysis, DWS Small Correlation, Portfolio Optimization, DWS Small Volatility as well as analyze DWS Small Alpha and Beta and DWS Small Performance.
Horizon     30 Days    Login   to change
SymbolX
Backtest

DWS Small 'What if' Analysis

June 24, 2019
0.00
No Change 0.00  0.0%
In 2 months and 2 days
August 23, 2019
0.00
If you would invest  0.00  in DWS Small on June 24, 2019 and sell it all today you would earn a total of 0.00 from holding DWS Small Cap Growth Fund Cla or generate 0.0% return on investment in DWS Small over 60 days. DWS Small is related to or competes with Vanguard Small, Vanguard Small, Vanguard Explorer, Janus Henderson, T Rowe, T Rowe, and Carillon Eagle. The fund invests at least 80 percent of its assets, determined at the time of purchase, in stocks and other securities w...

DWS Small Upside/Downside Indicators

Information Ratio0.013
Maximum Drawdown6.84
Value At Risk(2.74)
Potential Upside2.38

DWS Small Market Premium Indicators

Risk Adjusted Performance(0.004639)
Jensen Alpha0.036
Total Risk Alpha0.0539
Treynor Ratio(0.018915)

DWS Small Cap Backtested Returns

Macroaxis considers DWS Small to be not too volatile. DWS Small Cap secures Sharpe Ratio (or Efficiency) of -0.0096 which denotes the fund had -0.0096% of return per unit of volatility over the last 2 months. Macroaxis approach towards predicting risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. DWS Small Cap Growth Fund Cla exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm DWS Small Cap Market Risk Adjusted Performance of (0.008915) and Mean Deviation of 1.19 to check risk estimate we provide. The organization shows Beta (market volatility) of 1.3347 which denotes to the fact that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, DWS Small will likely underperform. Even though it is essential to pay attention to DWS Small Cap historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis approach towards predicting future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. DWS Small Cap Growth Fund Cla exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.66) 
correlation synergy

Very good reverse predictability

DWS Small Cap Growth Fund Cla has very good reverse predictability. Overlapping area represents the amount of predictability between DWS Small time series from June 24, 2019 to July 24, 2019 and July 24, 2019 to August 23, 2019. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of DWS Small Cap price movement. The serial correlation of -0.66 indicates that around 66.0% of current DWS Small price fluctuation can be explain by its past prices. Given that DWS Small Cap Growth Fund Cla has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of DWS Small for similar time interval.
Correlation Coefficient-0.66
Spearman Rank Test-0.06
Residual Average0.0
Price Variance0.28

DWS Small Cap lagged returns against current returns

 Current and Lagged Values 
      Timeline 

DWS Small regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

DWS Small Lagged Returns

 Regressed Prices 
      Timeline 

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Also please take a look at DWS Small Hype Analysis, DWS Small Correlation, Portfolio Optimization, DWS Small Volatility as well as analyze DWS Small Alpha and Beta and DWS Small Performance. Please also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. macroaxis watchlist is based on self-learning algorithm to remember stocks you like.
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