Deutsche Global Infrastructure Fund Manager Performance Evaluation

TOLZX Fund  USD 16.94  0.18  1.05%   
The fund shows a Beta (market volatility) of 0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, Deutsche Global's returns are expected to increase less than the market. However, during the bear market, the loss of holding Deutsche Global is expected to be smaller as well.

Risk-Adjusted Performance

5 of 100

 
Weak
 
Strong
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in Deutsche Global Infrastructure 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 Global is not utilizing all of its potentials. The current stock price disturbance, may contribute to short-term losses for the investors.
...more
Expense Ratio1.0100
  

Deutsche Global Relative Risk vs. Return Landscape

If you would invest  1,646  in Deutsche Global Infrastructure on September 10, 2024 and sell it today you would earn a total of  48.00  from holding Deutsche Global Infrastructure or generate 2.92% return on investment over 90 days. Deutsche Global Infrastructure is currently producing 0.0469% returns and takes up 0.6364% 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 Global is expected to generate 3.11 times less return on investment than the market. But when comparing it to its historical volatility, the company is 1.14 times less risky than the market. It trades about 0.07 of its potential returns per unit of risk. The Dow Jones Industrial is currently generating roughly 0.2 of returns per unit of risk over similar time horizon.

Deutsche Global Current Valuation

Overvalued
Today
16.94
Please note that Deutsche Global's price fluctuation is very steady at this time. At this time, the entity appears to be overvalued. Deutsche Global Infr shows a prevailing Real Value of $16.58 per share. The current price of the fund is $16.94. We determine the value of Deutsche Global Infr 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 Global is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Deutsche Mutual Fund. However, Deutsche Global'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  16.94 Real  16.58 Hype  16.94 Naive  16.65
The intrinsic value of Deutsche Global'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 Global'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.
16.58
Real Value
17.21
Upside
Estimating the potential upside or downside of Deutsche Global Infrastructure 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 Global more accurately as focusing exclusively on Deutsche Global's fundamentals will not take into account other important factors:
Bollinger
Band Projection (param)
LowerMiddle BandUpper
16.4716.9617.45
Details
Hype
Prediction
LowEstimatedHigh
16.3116.9417.57
Details
Naive
Forecast
LowNext ValueHigh
16.0216.6517.28
Details

Deutsche Global Market Risk Analysis

Today, many novice investors tend to focus exclusively on investment returns with little concern for Deutsche Global's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Deutsche Global Infrastructure, and traders can use it to determine the average amount a Deutsche Global'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 = 0.0737

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

Estimated Market Risk

 0.64
  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 Global 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 Global by adding it to a well-diversified portfolio.

Deutsche Global Fundamentals Growth

Deutsche Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Deutsche Global, and Deutsche Global 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 Global Performance

Evaluating Deutsche Global's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Deutsche Global 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 Global 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 its net assets in the securities of U.S. and non-U.S. infrastructure-related companies. The adviser considers a company to be an infrastructure-related company if at least 50 percent of its non-cash assets are infrastructure assets or 50 percent of its gross income or net profits are derived, directly or indirectly, from the ownership, management, construction, operation, utilization or financing of infrastructure assets. The fund is non-diversified.

Things to note about Deutsche Global Infr performance evaluation

Checking the ongoing alerts about Deutsche Global for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Deutsche Global Infr 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 99.74% of its assets in stocks
Evaluating Deutsche Global's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Deutsche Global's mutual fund performance include:
  • Analyzing Deutsche Global'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 Global's stock is overvalued or undervalued compared to its peers.
  • Examining Deutsche Global'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 Global's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Deutsche Global's management team can help you assess the Mutual Fund's leadership.
  • Pay attention to analyst opinions and ratings of Deutsche Global's mutual fund. These opinions can provide insight into Deutsche Global's potential for growth and whether the stock is currently undervalued or overvalued.
It's essential to remember that evaluating Deutsche Global's mutual fund performance is not an exact science, and many factors can impact Deutsche Global'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.

Other Information on Investing in Deutsche Mutual Fund

Deutsche Global 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 Global security.
Equity Valuation
Check real value of public entities based on technical and fundamental data
Equity Analysis
Research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities
Efficient Frontier
Plot and analyze your portfolio and positions against risk-return landscape of the market.
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.