Fact sheet: DB Platinum CROCI Sec

Fund information
Fund name
DB Platinum CROCI Sectors R3C EUR
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • Deutsche Asset Management S.Asince 01/03/2016
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the United States, Europe and Japan, selected using the CROCI Sectors Strategy (Strategy) which selects shares on the basis of an economic valuation using the CROCI®(1) 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.
Benchmark
  • MSCI Daily TR NET World
Investment style
None
Investment method
Shares
Quick stats
1 Year return
22.5%
1 Year rank in sector
63/480
Sector
FO Equity - International
Yield
-
Fund size
£609m (£541m 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.
118
Top in this sector
Fund name1 Year
T. Rowe Price GblFcsGrEq36%
Dodge & Cox Gbl Stk35.4%
RWC Global Horizon33.7%
SKAGEN Focus33.1%
Morg Stnly Global Discovery32.4%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA40.4%
    Japan32.4%
    Switzerland7.2%
    Germany6.9%
    France6.7%
  • Health Care35%
    Industrials32.6%
    Consumer Discretionary32.4%
  • US Equities40.4%
    Japanese Equities32.4%
    Swiss Equities7.2%
    German Equities6.9%
    French Equities6.7%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.1%4.6%12.2%22.5%43.3%91.6%
Sector0.4%4.1%7.6%12.6%20.3%55%
Rank within sector310 / 510180 / 50731 / 49863 / 48080 / 39041 / 292
Quartile3rd2nd1st1st1st1st
Calendar performance
 YTD - 20172016201520142013
Fund4%22.1%-4.3%21.4%24.5%
Sector5.4%7.9%0.7%6%21.3%
Rank within sector349 / 50756 / 469354 / 41819 / 374125 / 328
Quartile3rd1st4th1st2nd
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.
5.84
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.
1.12
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.
0.73
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%.
13.16
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.
8.25
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.
0.75
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.
0.61
Price movement
52 week high188.71
52 week low140.77
Current bid price-
Current offer price-
Current mid price184.25
Region
1USA40.38%
2Japan32.38%
3Switzerland7.17%
4Germany6.91%
5France6.73%
6Others6.43%
Industry sector
1Health Care34.95%
2Industrials32.62%
3Consumer Discretionary32.43%
Asset type
1US Equities40.38%
2Japanese Equities32.38%
3Swiss Equities7.17%
4German Equities6.91%
5French Equities6.73%
6International Equities6.43%
Individual holdings
1MITSUBISHI CHEMICAL HLDGS CORP3.91%
2SHIN-ETSU CHEMICAL CO3.85%
3APPLIED MATERIALS INC3.83%
4TOKYO ELECTRON3.83%
5ROLLS-ROYCE HLDGS PLC3.63%
6LINDE AG3.61%
7QUALCOMM INC3.61%
8SUMITOMO METAL MINING CO3.57%
9INTEL CORP3.53%
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, Europe and Japan, selected using the CROCI Sectors Strategy (Strategy) which selects shares on the basis of an economic valuation using the CROCI®(1) 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.
Benchmark
  • MSCI Daily TR NET World
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
Deutsche Asset Management S.A01/03/2016
Compliance
Transparent for Austrian Tax, Transparent for German Tax, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Spain, France, United Kingdom, Hong Kong, Italy, Luxembourg, Netherlands, Norway, Offshore, Portugal, Sweden
DB Platinum CROCI Sectors I1C-U USD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price105.14
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFPIY
DB Platinum CROCI Sectors I1C-U USD EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price98.37
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFQPU
DB Platinum CROCI Sectors I1D-A AUD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price129.35
CurrencyAUD
Price updated21/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFGKO
DB Platinum CROCI Sectors I1D-A EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price91.04
CurrencyEUR
Price updated21/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFGKN
DB Platinum CROCI Sectors I1D-E EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price118.77
CurrencyEUR
Price updated21/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFN4M
DB Platinum CROCI Sectors I1D-U USD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price103.94
CurrencyUSD
Price updated21/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQPZ
DB Platinum CROCI Sectors I1D-U USD EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price97.25
CurrencyEUR
Price updated21/04/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFQQB
DB Platinum CROCI Sectors I2C EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price360.55
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF6EN
DB Platinum CROCI Sectors I2C USD
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price385.36
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code11AZ
DB Platinum CROCI Sectors I3C EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.86%
Bid price-
Offer price-
Mid price161.83
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF7CD
DB Platinum CROCI Sectors R0C E EUR
Initial charge-
Annual charge0.75%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.9%
Bid price-
Offer price-
Mid price150.22
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFDTL
DB Platinum CROCI Sectors R1C-U 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 price96.38
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFMWX
DB Platinum CROCI Sectors R1C-U 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 price103.01
CurrencyUSD
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFMWY
DB Platinum CROCI Sectors R3C 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 price184.25
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11B0
DB Platinum CROCI Sectors R3C N 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 price16.53
CurrencyEUR
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCVJ
DB Platinum CROCI Sectors R3C N NOK
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 price153.38
CurrencyNOK
Price updated21/04/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCVK
Data provided by

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