Deutsche Multi Asset Global Fund Manager Performance Evaluation
| SUPAX Fund | USD 18.85 0.07 0.37% |
The fund shows a Beta (market volatility) of 0.73, which means possible diversification benefits within a given portfolio. As returns on the market increase, Deutsche Multi-asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Multi-asset is expected to be smaller as well.
Risk-Adjusted Performance
14 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Deutsche Multi Asset Global are ranked lower than 14 (%) of all funds and portfolios of funds over the last 90 days. In spite of fairly weak basic indicators, Deutsche Multi-asset may actually be approaching a critical reversion point that can send shares even higher in December 2024.
...more| Expense Ratio Date | 1st of December 2022 | |
| Expense Ratio | 0.7300 |
Deutsche |
Deutsche Multi-asset Relative Risk vs. Return Landscape
If you would invest 1,757 in Deutsche Multi Asset Global on September 1, 2024 and sell it today you would earn a total of 128.00 from holding Deutsche Multi Asset Global or generate 7.29% return on investment over 90 days. Deutsche Multi Asset Global is currently producing 0.1117% returns and takes up 0.6061% volatility of returns over 90 trading days. Put another way, 5% of traded mutual funds are less volatile than Deutsche, and 98% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Deutsche Multi-asset Current Valuation
Undervalued
Today
Please note that Deutsche Multi-asset's price fluctuation is very steady at this time. At this time, the entity appears to be undervalued. Deutsche Multi Asset shows a prevailing Real Value of $19.3 per share. The current price of the fund is $18.85. We determine the value of Deutsche Multi Asset 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.
Since Deutsche Multi-asset is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Deutsche Mutual Fund. However, Deutsche Multi-asset'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 18.85 | Real 19.3 | Hype 24.05 | Naive 18.92 |
The intrinsic value of Deutsche Multi-asset'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 Multi-asset'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.
Estimating the potential upside or downside of Deutsche Multi Asset Global 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 Multi-asset more accurately as focusing exclusively on Deutsche Multi-asset's fundamentals will not take into account other important factors: Deutsche Multi-asset Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Multi-asset's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Deutsche Multi Asset Global, and traders can use it to determine the average amount a Deutsche Multi-asset'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 = 0.1844
| Best Portfolio | Best Equity | |||
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| Cash | SUPAX | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 0.61 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Deutsche Multi-asset is performing at about 14% 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 Multi-asset by adding it to a well-diversified portfolio.
Deutsche Multi-asset Fundamentals Growth
Deutsche Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Deutsche Multi-asset, and Deutsche Multi-asset 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 Earning | 17.11 X | ||||
| Price To Book | 1.65 X | ||||
| Price To Sales | 1.11 X | ||||
| Total Asset | 29.92 M | ||||
About Deutsche Multi-asset Performance
Evaluating Deutsche Multi-asset's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Deutsche Multi-asset has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Deutsche Multi-asset has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Under normal circumstances, the fund invests at least 80 percent of net assets, plus the amount of any borrowings for investment purposes, in equity securities. It seeks to achieve its objective by employing an active investment strategy that invests primarily in the stocks comprising the SP 500 Index, the funds benchmark index. The fund typically invests directly in common stocks, but may also invest in derivatives that provide exposure to the stocks of the companies in the benchmark.Things to note about Deutsche Multi Asset performance evaluation
Checking the ongoing alerts about Deutsche Multi-asset for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Deutsche Multi Asset help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| The fund maintains about 9.51% of its assets in cash |
- Analyzing Deutsche Multi-asset'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 Multi-asset's stock is overvalued or undervalued compared to its peers.
- Examining Deutsche Multi-asset'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 Multi-asset's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deutsche Multi-asset's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Deutsche Multi-asset's mutual fund. These opinions can provide insight into Deutsche Multi-asset's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Deutsche Mutual Fund
Deutsche Multi-asset financial ratios help investors to determine whether Deutsche Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Deutsche with respect to the benefits of owning Deutsche Multi-asset security.
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
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