DWS Small Risk Analysis And Volatility

SSDIX -- USA Fund  

USD 29.39  0.10  0.34%

We consider DWS Small very steady. DWS Small Cap secures Sharpe Ratio (or Efficiency) of 0.0188 which denotes the fund had 0.0188% of return per unit of volatility over the last 3 months. Our approach towards predicting volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for DWS Small Cap Growth Fund Cla which you can use to evaluate future volatility of the entity. Please confirm DWS Small Cap Market Risk Adjusted Performance of 0.0207, Mean Deviation of 0.7846 and Downside Deviation of 1.13 to check if risk estimate we provide are consistent with the epected return of 0.02%.

90 Days Market Risk

Very steady

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Moves indifferently to market moves
Horizon     30 Days    Login   to change

DWS Small Market Sensitivity

As returns on market increase, returns on owning DWS Small are expected to decrease at a much smaller rate. During bear market, DWS Small is likely to outperform the market.
3 Months Beta |Analyze DWS Small Cap Demand Trend
Check current 30 days DWS Small correlation with market (DOW)
β = -0.0906

DWS Small Central Daily Price Deviation

DWS Small Cap Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of DWS Small Cap high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only DWS Small closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

DWS Small Projected Return Density Against Market

Assuming 30 trading days horizon, DWS Small Cap Growth Fund Cla has beta of -0.0906 . This entails as returns on benchmark increase, returns on holding DWS Small are expected to decrease at a much smaller rate. During bear market, however, DWS Small Cap Growth Fund Cla is likely to outperform the market. Moreover, The company has an alpha of 4.0E-4 implying that it can potentially generate 4.0E-4% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of DWS Small is 5319.4. The daily returns are destributed with a variance of 1.13 and standard deviation of 1.06. The mean deviation of DWS Small Cap Growth Fund Cla is currently at 0.82. For similar time horizon, the selected benchmark (DOW) has volatility of 0.88
α
Alpha over DOW
=0.0004
β
Beta against DOW=0.09
σ
Overall volatility
=1.06
Ir
Information ratio =0.02

DWS Small Return Volatility

the fund shows 1.0644% volatility of returns over 30 trading days. the entity inherits 0.9129% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

DWS Small Investment Opportunity

DWS Small Cap Growth Fund Cla has a volatility of 1.06 and is 1.16 times more volatile than DOW. 9% of all equities and portfolios are less risky than DWS Small. Compared to the overall equity markets, volatility of historical daily returns of DWS Small Cap Growth Fund Cla is lower than 9 (%) of all global equities and portfolios over the last 30 days. Use DWS Small Cap Growth Fund Cla to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of DWS Small to be traded at $30.86 in 30 days. . As returns on market increase, returns on owning DWS Small are expected to decrease at a much smaller rate. During bear market, DWS Small is likely to outperform the market.

DWS Small correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding DWS Small Cap Growth Fund Cla and equity matching DJI index in the same portfolio.

DWS Small Current Risk Indicators

DWS Small Suggested Diversification Pairs

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