Deutsche Real Assets Fund Manager Performance Evaluation

AAAPX Fund  USD 11.19  0.06  0.54%   
The fund shows a Beta (market volatility) of 0.8, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deutsche Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Real is expected to be smaller as well.

Risk-Adjusted Performance

5 of 100

 
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Compared to the overall equity markets, risk-adjusted returns on investments in Deutsche Real Assets are ranked lower than 5 (%) of all funds and portfolios of funds over the last 90 days. 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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Expense Ratio Date1st of August 2022
Expense Ratio1.9600
  

Deutsche Real Relative Risk vs. Return Landscape

If you would invest  1,089  in Deutsche Real Assets on January 24, 2024 and sell it today you would earn a total of  30.00  from holding Deutsche Real Assets or generate 2.75% return on investment over 90 days. Deutsche Real Assets is currently producing 0.0457% returns and takes up 0.6099% volatility of returns over 90 trading days. Put another way, 5% 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.
  Expected Return   
       Risk  
Assuming the 90 days horizon Deutsche Real is expected to generate 1.75 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.03 times less risky than the market. It trades about 0.07 of its potential returns per unit of risk. The NYSE Composite is currently generating roughly 0.13 of returns per unit of risk over similar time horizon.

Deutsche Real Current Valuation

Fairly Valued
Today
11.19
Please note that Deutsche Real's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Deutsche Real Assets shows a prevailing Real Value of $11.14 per share. The current price of the fund is $11.19. We determine the value of Deutsche Real Assets from reviewing 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, at some point, 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.
Historical Market  11.19 Real  11.14 Hype  11.13
The real value of Deutsche Mutual Fund, also known as its intrinsic value, is the underlying worth of Deutsche Real Assets Mutual Fund, which is reflected in its stock price. It is based on Deutsche Real's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Deutsche Real's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Deutsche Real's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
11.14
Real Value
11.75
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:
Hype
Prediction
LowEstimatedHigh
10.5211.1311.74
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 = 0.0749

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Estimated Market Risk

 0.61
  actual daily
5
95% of assets are more volatile

Expected Return

 0.05
  actual daily
0
Most of other assets have higher returns

Risk-Adjusted Return

 0.07
  actual daily
5
95% of assets perform better
Based on monthly moving average Deutsche Real is performing at about 5% 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.

About Deutsche Real Performance

To evaluate Deutsche Real Assets Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Deutsche Real generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Deutsche Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Deutsche Real Assets market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Deutsche's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.
The fund will invest at least 80 percent of its net assets, plus the amount of any borrowings for investment purposes, in a combination of investments that the Advisor believes offer exposure to real assets. It generally invests between 15 percent and 75 percent of fund assets in securities of foreign issuers, including up to 10 percent of fund assets in issuers located in countries with new or emerging markets.

Things to note about Deutsche Real Assets performance evaluation

Checking the ongoing alerts about Deutsche Real for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Deutsche Real Assets help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
Evaluating Deutsche Real's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Deutsche Real's mutual fund performance include:
  • Analyzing Deutsche Real's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
  • Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Deutsche Real's stock is overvalued or undervalued compared to its peers.
  • Examining Deutsche Real's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
  • Evaluating Deutsche Real's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deutsche Real's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Deutsche Real's mutual fund. These opinions can provide insight into Deutsche Real's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Deutsche Real's mutual fund performance is not an exact science, and many factors can impact Deutsche Real's mutual fund market price. Therefore, it's also important to diversify your portfolio and not rely solely on one company or stock for your investments.
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Deutsche Real Assets. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in american community survey.
You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.
Please note, there is a significant difference between Deutsche Real's value and its price as these two are different measures arrived at by different means. Investors typically determine if Deutsche Real is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Deutsche Real's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.