DEUTSCHE Mutual Fund Manager Performance Evaluation

Mutual Funds . USA . 
Fund . DEUTSCHE REAL ASSETS
AAAAX Fund  USD 10.90  0.09  0.83%   
The fund shows a Beta (market volatility) of 0.7105, which means possible diversification benefits within a given portfolio. Let's try to break down what DEUTSCHE's beta means in this case. As returns on the market increase, DEUTSCHE REAL returns are expected to increase less than the market. However, during the bear market, the loss on holding DEUTSCHE REAL will be expected to be smaller as well. Even though it is essential to pay attention to DEUTSCHE REAL ASSETS historical returns, it is always good to be careful when utilizing equity current trending patterns. Our way of predicting any fund's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. DEUTSCHE REAL ASSETS exposes twenty-one different technical indicators, which can help you to evaluate its performance.
  

DEUTSCHE Performance

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Over the last 90 days DEUTSCHE REAL ASSETS has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong basic indicators, DEUTSCHE REAL is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
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Fifty Two Week Low10.51
Fifty Two Week High13.96

DEUTSCHE REAL Relative Risk vs. Return Landscape

If you would invest  1,139  in DEUTSCHE REAL ASSETS on December 26, 2022 and sell it today you would lose (49.00)  from holding DEUTSCHE REAL ASSETS or give up 4.3% of portfolio value over 90 days. DEUTSCHE REAL ASSETS is currently producing negative expected returns and takes up 0.7891% volatility of returns over 90 trading days. Put another way, 6% of traded mutual funds are less volatile than DEUTSCHE, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days.
  Daily Expected Return (%)  
       Risk (%)  
Assuming the 90 days horizon DEUTSCHE REAL is expected to under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.2 times less risky than the market. the firm trades about -0.09 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly -0.05 of returns per unit of risk over similar time horizon.

DEUTSCHE REAL Current Valuation

Fairly Valued
Today 10.90
Please note that DEUTSCHE REAL's price fluctuation is very steady at this time.
DEUTSCHE REAL ASSETS shows a prevailing Real Value of $11.02 per share. The current price of the fund is $10.9. At this time, the entity appears to be fairly valued. We determine the value of DEUTSCHE REAL ASSETS from examining fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we advise acquiring undervalued mutual funds and dropping overvalued mutual funds since, in the future, mutual fund prices and their ongoing real values will submerge.
Our valuation method for DEUTSCHE REAL ASSETS is useful when determining the fair value of the DEUTSCHE mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of DEUTSCHE REAL. Since DEUTSCHE REAL is currently traded on the exchange, buyers and sellers on that exchange determine the market value of DEUTSCHE Mutual Fund. However, DEUTSCHE REAL's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value.
11.02
Real Value
11.81
Upside
Estimating the potential upside or downside of DEUTSCHE REAL ASSETS helps investors to forecast how DEUTSCHE mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of DEUTSCHE REAL more accurately as focusing exclusively on DEUTSCHE REAL's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10.7810.9111.04
Details
Hype
Prediction
LowEstimated ValueHigh
10.1110.9011.69
Details
Potential
Annual Dividend
LowIncome Per ShareHigh
0.250.260.26
Details

DEUTSCHE REAL Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for DEUTSCHE REAL's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as DEUTSCHE REAL ASSETS, and traders can use it to determine the average amount a DEUTSCHE REAL's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.

Sharpe Ratio = -0.086

Best PortfolioBest Equity
Good Returns
Average Returns
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CashSmall RiskAverage RiskHigh RiskHuge Risk
Negative ReturnsAAAAX

Estimated Market Risk

 0.79
  actual daily
 6 
94% of assets are more volatile
66

Expected Return

 -0.07
  actual daily
 0 
Most of other assets have higher returns
00

Risk-Adjusted Return

 -0.09
  actual daily
 0 
Most of other assets perform better
00
Based on monthly moving average DEUTSCHE REAL is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of DEUTSCHE REAL by adding it to a well-diversified portfolio.

DEUTSCHE REAL Fundamentals Growth

DEUTSCHE Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of DEUTSCHE REAL, and DEUTSCHE REAL fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on DEUTSCHE Mutual Fund performance.
Price to Earning19.15 X
Price to Book1.70 X
Price to Sales2.29 X
Total Asset6.39 B
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