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 20/10/2005
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
Investment style
None
Investment method
Shares
Quick stats
1 Year return
26%
1 Year rank in sector
136/482
Sector
FO Equity - International
Yield
-
Fund size
£46m (£45m 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.
103
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq60.9%
SKAGEN Focus48.2%
Sanlam FOUR Gbl Equity44.7%
Third Avenue Intl Value42.1%
Dimensional World Equity42%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA39.2%
    Japan38.7%
    Others6.7%
    France6.6%
    Netherlands5.9%
  • Basic Materials35.7%
    Industrials33.4%
    Health Care30.9%
  • US Equities39.2%
    Japanese Equities38.7%
    International Equities6.7%
    French Equities6.6%
    Dutch Equities5.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4%7.1%13.4%26%32.5%78.5%
Sector3.2%7.1%7.3%21.3%20.4%51.7%
Rank within sector159 / 513276 / 50882 / 499136 / 482128 / 38867 / 290
Quartile2nd3rd1st2nd2nd1st
Calendar performance
 YTD - 20172016201520142013
Fund5.6%16.9%-5.1%12.6%32.5%
Sector4.7%7.9%0.7%6%21.3%
Rank within sector177 / 51083 / 474372 / 42099 / 37825 / 330
Quartile2nd1st4th2nd1st
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.
2.03
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.
1.15
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.
0.47
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%.
12.58
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.
6.63
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.
0.41
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.
0.73
Price movement
52 week high238.31
52 week low182.63
Current bid price-
Current offer price-
Current mid price238.98
Region
1USA39.17%
2Japan38.73%
3Others6.72%
4France6.61%
5Netherlands5.85%
6Germany2.92%
Industry sector
1Basic Materials35.66%
2Industrials33.42%
3Health Care30.92%
Asset type
1US Equities39.17%
2Japanese Equities38.73%
3International Equities6.72%
4French Equities6.61%
5Dutch Equities5.85%
6German Equities2.92%
Individual holdings
1SHIN-ETSU CHEMICAL CO3.99%
2MITSUBISHI CHEMICAL HLDGS CORP3.98%
3TOKYO ELECTRON3.91%
4APPLIED MATERIALS INC3.89%
5SUMITOMO METAL MINING CO3.65%
6QUALCOMM INC3.64%
7INTEL CORP3.56%
8SMC CORP3.51%
9MURATA MANUFACTURING CO3.44%
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
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
State Street Global Advisors20/10/2005State 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)0.71%
Bid price-
Offer price-
Mid price261271.96
CurrencyEUR
Price updated21/02/2017
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)0.71%
Bid price-
Offer price-
Mid price2136558.77
CurrencyHKD
Price updated21/02/2017
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)0.71%
Bid price-
Offer price-
Mid price391240.91
CurrencySGD
Price updated21/02/2017
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)0.71%
Bid price-
Offer price-
Mid price275289.2
CurrencyUSD
Price updated21/02/2017
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 price268.32
CurrencyEUR
Price updated21/02/2017
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 price2194.19
CurrencyHKD
Price updated21/02/2017
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 price401.79
CurrencySGD
Price updated21/02/2017
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 price282.72
CurrencyUSD
Price updated21/02/2017
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)1%
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 price238.98
CurrencyEUR
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE8Q7
DB Platinum CROCI Branchen Stars R1CB 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 price165.59
CurrencyHKD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F5
DB Platinum CROCI Branchen Stars R1CB 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 price30.32
CurrencySGD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F6
DB Platinum CROCI Branchen Stars R1CB 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 price21.34
CurrencyUSD
Price updated21/02/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11F7
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 price173.22
CurrencyEUR
Price updated21/02/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeE8Q8
Data provided by

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