Deutsche Gnma Fund Manager Performance Evaluation
GCGGX Fund | USD 11.69 0.04 0.34% |
The fund shows a Beta (market volatility) of 0.0021, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Gnma's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Gnma is expected to be smaller as well.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Deutsche Gnma Fund has generated negative risk-adjusted returns adding no value to fund investors. In spite of fairly strong technical and fundamental indicators, Deutsche Gnma is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...moreExpense Ratio Date | 1st of February 2023 | |
Expense Ratio | 1.6000 |
Deutsche |
Deutsche Gnma Relative Risk vs. Return Landscape
If you would invest 1,195 in Deutsche Gnma Fund on September 6, 2024 and sell it today you would lose (26.00) from holding Deutsche Gnma Fund or give up 2.18% of portfolio value over 90 days. Deutsche Gnma Fund is currently producing negative expected returns and takes up 0.3244% volatility of returns over 90 trading days. Put another way, 2% 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 |
Deutsche Gnma Current Valuation
Fairly Valued
Today
Please note that Deutsche Gnma's price fluctuation is very steady at this time. At this time, the entity appears to be fairly valued. Deutsche Gnma shows a prevailing Real Value of $11.48 per share. The current price of the fund is $11.69. We determine the value of Deutsche Gnma 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 Gnma is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Deutsche Mutual Fund. However, Deutsche Gnma'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 11.69 | Real 11.48 | Hype 11.69 | Naive 11.72 |
The intrinsic value of Deutsche Gnma'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 Gnma'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 Gnma Fund 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 Gnma more accurately as focusing exclusively on Deutsche Gnma's fundamentals will not take into account other important factors: Deutsche Gnma Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Gnma's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Deutsche Gnma Fund, and traders can use it to determine the average amount a Deutsche Gnma'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 = -0.1043
Best Portfolio | Best Equity | |||
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Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns | GCGGX |
Estimated Market Risk
0.32 actual daily | 2 98% of assets are more volatile |
Expected Return
-0.03 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
-0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Deutsche Gnma is not performing at its full potential. However, 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 Gnma by adding Deutsche Gnma to a well-diversified portfolio.
Deutsche Gnma Fundamentals Growth
Deutsche Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Deutsche Gnma, and Deutsche Gnma 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.
Total Asset | 4.14 M | ||||
About Deutsche Gnma Performance
Evaluating Deutsche Gnma's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Deutsche Gnma 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 Gnma 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.
The fund invests at least 80 percent of net assets, plus the amount of any borrowings for investment purposes, in Ginnie Maes, which are mortgage-backed securities that are issued or guaranteed by the Government National Mortgage Association . It may also purchase or sell securities on a when-issued, delayed delivery or forward commitment basis, including U.S. government agency mortgage-backed to-be-announced securities .Things to note about Deutsche Gnma performance evaluation
Checking the ongoing alerts about Deutsche Gnma for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Deutsche Gnma help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Deutsche Gnma generated a negative expected return over the last 90 days | |
Deutsche Gnma generated five year return of -2.0% | |
This fund retains about 14.48% of its assets under management (AUM) in cash |
- Analyzing Deutsche Gnma'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 Gnma's stock is overvalued or undervalued compared to its peers.
- Examining Deutsche Gnma'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 Gnma's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deutsche Gnma's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Deutsche Gnma's mutual fund. These opinions can provide insight into Deutsche Gnma's potential for growth and whether the stock is currently undervalued or overvalued.
Other Information on Investing in Deutsche Mutual Fund
Deutsche Gnma 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 Gnma security.
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