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
No data available.
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 EUR
Investment style
None
Investment method
Shares
Quick stats
1 Year return
15.1%
1 Year rank in sector
114/472
Sector
FO Equity - International
Yield
-
Fund size
£584m (£592m 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.
108
Top in this sector
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Heptagon Kprnk GblAlCpEq51.9%
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SKAGEN Focus38%
T. Rowe Price GblFcsGrEq37.7%
Veritas Global Equity Income36.1%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA46.2%
    Japan34.5%
    Netherlands6.5%
    Others5.6%
    UK3.6%
  • Information Technology34.2%
    Materials34.2%
    Industrials31.6%
  • US Equities46.2%
    Japanese Equities34.5%
    Dutch Equities6.5%
    International Equities5.6%
    UK Equities3.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund0.3%12.6%10.9%15.1%29.6%-
Sector0.2%8.5%7.5%9%18.5%60.4%
Rank within sector232 / 49437 / 489104 / 484114 / 472107 / 375-
Quartile2nd1st1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund10.1%-4.3%21.4%24.5%-
Sector5.3%0.7%6%21.3%12.7%
Rank within sector97 / 478370 / 43320 / 390134 / 344-
Quartile1st4th1st2nd
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.
3.52
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.
0.99
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.
0.56
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%.
12.8
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.
0.38
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.
0.58
Price movement
52 week high162.78
52 week low128.35
Current bid price-
Current offer price-
Current mid price159.75
Region
1USA46.16%
2Japan34.49%
3Netherlands6.53%
4Others5.58%
5UK3.63%
6Germany3.61%
Industry sector
1Information Technology34.19%
2Materials34.19%
3Industrials31.62%
Asset type
1US Equities46.16%
2Japanese Equities34.49%
3Dutch Equities6.53%
4International Equities5.58%
5UK Equities3.63%
6German Equities3.61%
Individual holdings
1APPLIED MATERIALS INC4.01%
2MITSUBISHI ELECTRIC CORP3.73%
3MICRON TECHNOLOGY INC3.69%
4TOKYO ELECTRON3.65%
5DSM NV3.63%
6JOHNSON MATTHEY3.56%
7CUMMINS INC3.55%
8NITTO DENKO CORP3.53%
9AKZO NOBEL NV3.5%
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 EUR
Investment style
None
Investment method
Shares
Fund manager
No data available.
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 price95.15
CurrencyUSD
Price updated27/09/2016
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 price84.98
CurrencyEUR
Price updated27/09/2016
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 price116.59
CurrencyAUD
Price updated27/09/2016
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 price79.72
CurrencyEUR
Price updated27/09/2016
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 price103.99
CurrencyEUR
Price updated27/09/2016
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 price95.35
CurrencyUSD
Price updated27/09/2016
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 price85.16
CurrencyEUR
Price updated27/09/2016
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 price311.48
CurrencyEUR
Price updated27/09/2016
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 price348.76
CurrencyUSD
Price updated27/09/2016
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 price139.8
CurrencyEUR
Price updated27/09/2016
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)-
Bid price-
Offer price-
Mid price129.8
CurrencyEUR
Price updated27/09/2016
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)-
Bid price-
Offer price-
Mid price83.56
CurrencyEUR
Price updated27/09/2016
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)-
Bid price-
Offer price-
Mid price93.56
CurrencyUSD
Price updated27/09/2016
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)1.55%
Bid price-
Offer price-
Mid price159.75
CurrencyEUR
Price updated27/09/2016
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)-
Bid price-
Offer price-
Mid price14.45
CurrencyEUR
Price updated27/09/2016
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)-
Bid price-
Offer price-
Mid price131.95
CurrencyNOK
Price updated27/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFCVK
Data provided by

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