DEUTSCHE MULTI-ASSET Downside Variance
| PLSCX Fund | | | USD 7.83 0.04 0.51% |
The Downside Variance reading for Deutsche Multi Asset Moderate is computed from historical trading observations. Extended technical indicator views are accessible through
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Your Equity Center. Diversification context helps frame allocation across holdings. Deutsche Multi Asset Moderate can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Deutsche Multi Asset Moderate's mutual fund valuation — related indicators include
signals in discontinued.
Deutsche Multi Asset Moderate has current Downside Variance of 0. Downside Variance (or DV) is measured by target semi-variance and is termed downside volatility. It is expressed in percentages and therefore allows for rankings in the same way as variance. One way to view downside volatility is the annualized variance of returns below the target.
Downside Variance | = | SUM(RET DEV)2N(ER) |
| = | 0 | |
| SUM | = | Summation notation |
| RET DEV | = | Actual returns deviation over selected period |
| N(ER) | = | Number of points with returns less than expected return for the period |
Downside Variance Peers Comparison
Downside Variance Relative To Other Indicators
Deutsche Multi Asset Moderate is rated
below average in downside variance among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
Downside Variance is 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 individual decision-making under.
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