Fact sheet: DB Platinum CROCI Brn Strs

Fund information
Fund name
DB Platinum CROCI Branchen Stars R1C EUR
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • State Street Global Advisorssince 21/10/2005
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the United States, the Eurozone and Japan, selected using the CROCI Branchen Stars Strategy (Strategy) which selects shares on the basis of an economic valuation using the CROCI®(2) methodology. The Strategy identifies the three industry sectors (excluding financial) with the lowest median CROCI economic price-earnings ratio (CROCI Ratio).The Strategy then selects the ten companies from each such sector with the lowest positive CROCI Ratios. The CROCI methodology compares company valuations by making adjustments to company reported financial statements providing the CROCI Ratios used to select the shares with the lowest valuations due to their price potential. The shares comprising the Strategy are reviewed quarterly (March, June, September, December) and weighted equally upon each rebalancing. The Strategy has two selection buffers, which will prevent the replacement of (i) an existing sector unless its median CROCI Ratio is sufficiently higher than the proposed replacement sector and (ii) an existing share unless its CROCI Ratio is sufficiently higher than that of the proposed replacement share.
Benchmark
  • MSCI World EUR-hedged Net TR Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
12.8%
1 Year rank in sector
142/471
Sector
FO Equity - International
Yield
-
Fund size
£45m (£64m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
100
Top in this sector
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Heptagon Kprnk GblAlCpEq51.4%
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Veritas Global Equity Income37.1%
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JOHCM Gbl Opps36.4%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA59.5%
    Japan31.2%
    Netherlands6.6%
    Others2.7%
  • Information Technology35.2%
    Materials33.6%
    Industrials31.1%
  • US Equities59.5%
    Japanese Equities31.2%
    Dutch Equities6.6%
    International Equities2.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.4%7%7%12.8%21%90.4%
Sector0.7%6%7.6%9.1%19.1%65.3%
Rank within sector253 / 494115 / 489246 / 482142 / 471172 / 37367 / 288
Quartile3rd1st3rd2nd2nd1st
Calendar performance
 YTD - 20162015201420132012
Fund9.4%-5.1%12.6%32.5%10.3%
Sector6.1%0.7%6%21.3%12.7%
Rank within sector112 / 478381 / 43399 / 39028 / 344237 / 298
Quartile1st4th2nd1st4th
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.
0.6
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.
1.14
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.
0.41
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%.
12.63
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.
6.09
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.
0.22
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.
0.78
Price movement
52 week high214.6
52 week low175.28
Current bid price-
Current offer price-
Current mid price211.78
Region
1USA59.51%
2Japan31.16%
3Netherlands6.59%
4Others2.74%
Industry sector
1Information Technology35.24%
2Materials33.62%
3Industrials31.14%
Asset type
1US Equities59.51%
2Japanese Equities31.16%
3Dutch Equities6.59%
4International Equities2.74%
Individual holdings
1MONSANTO CO4.08%
2APPLIED MATERIALS INC3.92%
3HEWLETT-PACKARD CO3.74%
4TOKYO ELECTRON3.7%
5DSM NV3.66%
6MITSUBISHI ELECTRIC CORP3.52%
7AKZO NOBEL NV3.5%
8CUMMINS INC3.5%
9INTERNATIONAL BUSINESS MACHINES CORP3.49%
Management
Fund manager group
DWS Investment
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the United States, the Eurozone and Japan, selected using the CROCI Branchen Stars Strategy (Strategy) which selects shares on the basis of an economic valuation using the CROCI®(2) methodology. The Strategy identifies the three industry sectors (excluding financial) with the lowest median CROCI economic price-earnings ratio (CROCI Ratio).The Strategy then selects the ten companies from each such sector with the lowest positive CROCI Ratios. The CROCI methodology compares company valuations by making adjustments to company reported financial statements providing the CROCI Ratios used to select the shares with the lowest valuations due to their price potential. The shares comprising the Strategy are reviewed quarterly (March, June, September, December) and weighted equally upon each rebalancing. The Strategy has two selection buffers, which will prevent the replacement of (i) an existing sector unless its median CROCI Ratio is sufficiently higher than the proposed replacement sector and (ii) an existing share unless its CROCI Ratio is sufficiently higher than that of the proposed replacement share.
Benchmark
  • MSCI World EUR-hedged Net TR Index
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
State Street Global Advisors21/10/2005State Street Global Advisors (SSgA), one of the industry's largest institutional asset managers, is the investment management arm of State Street Bank and Trust Company, a wholly owned subsidiary of State Street Corporation, a leading provider of financial services to institutional investors.They employ a diverse group of investment professionals within our 26 worldwide locations and 10 investment centers. As an organization, they are committed to corporate social responsibility. Active engagement with our communities around the world, both as a partner and a leader, is a fundamental value at State Street.
Compliance
Transparent for Austrian Tax, Transparent for German Tax, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Finland, France, United Kingdom, Italy, Luxembourg, Netherlands, Norway, Offshore, Peru, Portugal
DB Platinum CROCI Branchen Stars I1C EUR
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price230771.77
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeBSQ1
DB Platinum CROCI Branchen Stars I1C HKD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price1993778.09
CurrencyHKD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code11EZ
DB Platinum CROCI Branchen Stars I1C SGD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price349589.92
CurrencySGD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code11F0
DB Platinum CROCI Branchen Stars I1C USD
Initial charge-
Annual charge0.6%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price257079.75
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code11F1
DB Platinum CROCI Branchen Stars R1C A EUR
Initial charge5%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price237.79
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFSG1
DB Platinum CROCI Branchen Stars R1C A HKD
Initial charge5%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price2054.41
CurrencyHKD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F2
DB Platinum CROCI Branchen Stars R1C A SGD
Initial charge5%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price360.22
CurrencySGD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F3
DB Platinum CROCI Branchen Stars R1C A USD
Initial charge5%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price264.9
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F4
DB Platinum CROCI Branchen Stars R1C B
Initial charge5%
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price17.97
CurrencyEUR
Price updated10/12/2012
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE8Q9
DB Platinum CROCI Branchen Stars R1C EUR
Initial charge5%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price211.78
CurrencyEUR
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE8Q7
DB Platinum CROCI Branchen Stars R1D EUR
Initial charge5%
Annual charge1.35%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price153.5
CurrencyEUR
Price updated21/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE8Q8
DB Platinum CROCI Branchen Stars RCB HKD
Initial charge5%
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price154.65
CurrencyHKD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F5
DB Platinum CROCI Branchen Stars RCB SGD
Initial charge5%
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price27.12
CurrencySGD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F6
DB Platinum CROCI Branchen Stars RCB USD
Initial charge5%
Annual charge0.85%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1%
Bid price-
Offer price-
Mid price19.94
CurrencyUSD
Price updated21/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F7
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.