Fact sheet: DB Platinum CrUSDiv

Fund information
Fund name
DB Platinum Croci US Dividends R1CU USD
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • State Street Global Advisorssince 02/11/2012
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the United States, selected using the CROCI US Dividends Strategy (Strategy). The Strategy selects shares on the basis of an economic valuation using the Deutsche Bank CROCI(1) methodology. The selection universe contains the 500 largest companies by market capitalisation in the United States, excluding companies from the financial sector. The Strategy may exclude shares with low liquidity and companies that do not pass a series of dividend sustainability screens based on cash returns, financial leverage and volatility; and stocks paying zero dividends and those with a below average dividend yield. The Strategy then selects the forty companies with the lowest positive CROCI economic priceearnings ratio (CROCI Ratio) from the remaining selection universe. The CROCI methodology enables the comparison of company valuations across sectors and regions on an equal basis by making certain 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
  • S&P High Yield Aristocrats Index
Investment style
Concentrated
Investment method
Shares
Quick stats
1 Year return
19.8%
1 Year rank in sector
23/206
Sector
FO Equity - USA
Yield
-
Fund size
£132m (£147m 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.
106
Top in this sector
Fund name1 Year
T. Rowe Price USLgeCapValEq37.8%
Hermes US SMID Equity36.6%
Boost NASDAQ 100 3x LD ETP36.5%
Boost S&P500 3x LD ETP35.2%
Vanguard USEqIndxComnCntr33.8%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA100%
  • Information Technology23.4%
    Industrials19.8%
    Consumer Discretionary18.1%
    Health Care17.5%
    Utilities6.8%
  • US Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.7%6.5%7.2%19.8%27%-
Sector-0%4.7%6.5%8.3%23.9%85.2%
Rank within sector146 / 21942 / 216104 / 21123 / 20674 / 170-
Quartile3rd1st2nd1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund12.3%-3.7%9.6%35.2%-
Sector5.4%-1.6%10.7%31.8%10.2%
Rank within sector24 / 209141 / 192104 / 17940 / 163-
Quartile1st3rd3rd1st
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.
1.66
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.
0.93
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.
0.54
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%.
11.6
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.
5.51
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.
0.17
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.
0.79
Price movement
52 week high160.53
52 week low128.57
Current bid price-
Current offer price-
Current mid price159.34
Region
1USA100%
Industry sector
1Information Technology23.44%
2Industrials19.78%
3Consumer Discretionary18.11%
4Health Care17.48%
5Utilities6.75%
6Energy4.88%
7Consumer Staples4.84%
8Materials4.72%
Asset type
1US Equities100%
Individual holdings
1ARCHER DANIELS MIDLAND CO2.89%
2JOHNSON CONTROLS INC2.89%
3PFIZER INC2.82%
4CUMMINS INC2.72%
5ABBVIE INC2.7%
6AMGEN INC2.7%
7ROCKWELL AUTOMATION INC2.69%
8INTERNATIONAL BUSINESS MACHINES CORP2.67%
9TEXAS INSTRUMENTS INC2.67%
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, selected using the CROCI US Dividends Strategy (Strategy). The Strategy selects shares on the basis of an economic valuation using the Deutsche Bank CROCI(1) methodology. The selection universe contains the 500 largest companies by market capitalisation in the United States, excluding companies from the financial sector. The Strategy may exclude shares with low liquidity and companies that do not pass a series of dividend sustainability screens based on cash returns, financial leverage and volatility; and stocks paying zero dividends and those with a below average dividend yield. The Strategy then selects the forty companies with the lowest positive CROCI economic priceearnings ratio (CROCI Ratio) from the remaining selection universe. The CROCI methodology enables the comparison of company valuations across sectors and regions on an equal basis by making certain 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
  • S&P High Yield Aristocrats Index
Investment style
Concentrated
Investment method
Shares
Fund manager
NameSinceBiography
State Street Global Advisors02/11/2012State 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, Spain, France, United Kingdom, Hong Kong, Italy, Luxembourg, Netherlands, Offshore
DB Platinum Croci US Dividends I1CU USD
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price162.75
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF3FR
DB Platinum Croci US Dividends I1DU USD
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.61%
Bid price-
Offer price-
Mid price152.94
CurrencyUSD
Price updated22/09/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeF3FT
DB Platinum Croci US Dividends R0CE USD
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)0.65%
Bid price-
Offer price-
Mid price162.7
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFJEK
DB Platinum Croci US Dividends R1CU USD
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price159.34
CurrencyUSD
Price updated22/09/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF3FQ
DB Platinum Croci US Dividends R1DU USD
Initial charge5%
Annual charge1%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.15%
Bid price-
Offer price-
Mid price150.77
CurrencyUSD
Price updated22/09/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeF3FS
Data provided by

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