Fact sheet: DB PLATINUM IV MW Hlm

Fund information
Fund name
DB PLATINUM IV MW Helium R1C-E EUR USD
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • Marshall Wace LLPsince 31/08/2015
Fund objective
The investment objective of the Fund is to achieve long-term capital appreciation while minimizing risks so as to achieve a higher return. This is attained by gaining exposure to a wide range of international markets and providing exposure to various asset classes including commodity, equity indices, bonds, short-term interest rates and currencies, employing a computer-based trading system. The system tracks the daily price movements in relevant markets and carries out certain computations to capture macro-economic dynamics within a risk controlled framework by employing various algorithms. The output of the process is a portfolio of financial contracts, derivatives or futures which will be rebalanced to minimise market impact and slippage. The Fund is not expected to exceed a maximum level of leverage of 3,500% of the Fund’s NAV. However when disregarding short term interest rate positions, or in circumstances where they do not form part of the Fund’s portfolio, the maximum expected level of leverage is expected to be less than 850%.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Quick stats
1 Year return
-19.9%
1 Year rank in sector
122/124
Sector
FO Hedge/Stru Prod - Mixed
Yield
-
Fund size
£119m (£145m last year)
Top in this sector
Fund name1 Year
LFIS VisionPremiaOpps19.4%
Castellain Value16.6%
Garraway Garr FT14.6%
Avia Altus13.8%
Pimco GIS Stk Pl10.7%
...more in FO Hedge/Stru Prod - Mixed

Performance snapshot

Holdings snapshot

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-8%-16.6%-16.2%-19.9%--
Sector-0.1%-1.6%-0.5%-1.7%3.5%6.6%
Rank within sector120 / 121143 / 143137 / 138122 / 124--
Quartile4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund-18.1%----
Sector-1.3%-0.6%5.1%1.4%1.9%
Rank within sector125 / 127----
Quartile4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
-
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
-
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
-
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
-
Price movement
52 week high11195.05
52 week low8626.55
Current bid price-
Current offer price-
Current mid price8712.63
Region
1International100%
Industry sector
No data available.
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
DWS Investment
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund objective
The investment objective of the Fund is to achieve long-term capital appreciation while minimizing risks so as to achieve a higher return. This is attained by gaining exposure to a wide range of international markets and providing exposure to various asset classes including commodity, equity indices, bonds, short-term interest rates and currencies, employing a computer-based trading system. The system tracks the daily price movements in relevant markets and carries out certain computations to capture macro-economic dynamics within a risk controlled framework by employing various algorithms. The output of the process is a portfolio of financial contracts, derivatives or futures which will be rebalanced to minimise market impact and slippage. The Fund is not expected to exceed a maximum level of leverage of 3,500% of the Fund’s NAV. However when disregarding short term interest rate positions, or in circumstances where they do not form part of the Fund’s portfolio, the maximum expected level of leverage is expected to be less than 850%.
Benchmark
  • No Specified Index
Investment style
Multi Strategy
Investment method
Mixed
Fund manager
NameSinceBiography
Marshall Wace LLP31/08/2015Marshall Wace LLP was founded by Paul Marshall and Ian Wace and was incorporated as a limited liability partnership on 16 May 2002 under the laws of England and Wales and is regulated by the FCA. It currently has approximately 120 employees. As of 1st May 2015 MW had approximately USD 11.6 bln under management and its registered office is at The Adelphi, 1/11 John Adam Street, London WC2N 6HT. The Group also has offices in New York and Hong Kong.
Compliance
Transparent for Austrian Tax, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
DB PLATINUM IV MW Helium I1C-E EUR
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.66%
Bid price-
Offer price-
Mid price81.93
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX4T
DB PLATINUM IV MW Helium I1C-E EUR USD
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.66%
Bid price-
Offer price-
Mid price87.94
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX4U
DB PLATINUM IV MW Helium I1C-U USD
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.66%
Bid price-
Offer price-
Mid price83.04
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX4W
DB PLATINUM IV MW Helium I2C-E EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price84.97
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7GF
DB PLATINUM IV MW Helium I2C-E EUR USD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price91.2
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7GG
DB PLATINUM IV MW Helium I2C-G GBP
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price85.83
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7KU
DB PLATINUM IV MW Helium I2C-G GBP USD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price109.1
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7KT
DB PLATINUM IV MW Helium I2C-U USD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.91%
Bid price-
Offer price-
Mid price85.89
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX4X
DB PLATINUM IV MW Helium I3C-U USD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price83.98
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFX4Y
DB PLATINUM IV MW Helium R0C-G GBP
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price8311.5
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFX4P
DB PLATINUM IV MW Helium R0C-G GBP USD
Initial charge-
Annual charge1.5%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.7%
Bid price-
Offer price-
Mid price10564.75
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFX4Q
DB PLATINUM IV MW Helium R1C-E EUR
Initial charge5%
Annual charge2.21%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.41%
Bid price-
Offer price-
Mid price8117.23
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFX4R
DB PLATINUM IV MW Helium R1C-E EUR USD
Initial charge5%
Annual charge2.21%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.41%
Bid price-
Offer price-
Mid price8712.63
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFX4S
DB PLATINUM IV MW Helium R1C-U USD
Initial charge5%
Annual charge2.21%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.41%
Bid price-
Offer price-
Mid price8226.31
CurrencyUSD
Price updated06/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFX4V
Data provided by

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