Fact sheet: DB Platinum Croci UK

Fund information
Fund name
DB Platinum Croci UK I1C-G GBP
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • State Street Global Advisorssince 19/09/2014
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the United Kingdom, selected using the CROCI UK Strategy (Strategy) which selects shares on the basis of an economic valuation using the CROCI®(1) methodology. The selection universe contains the 100 largest companies by market capitalisation in the United Kingdom, excluding companies from the financial sector. The Strategy selects the thirty companies with the lowest positive CROCI economic price-earnings ratio (CROCI Ratio) from the 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. The shares comprising the Strategy are reviewed quarterly (March, June, September, December) and weighted equally upon each rebalancing. The Strategy has a selection buffer, which will prevent the replacement of an existing share unless its CROCI Ratio is sufficiently higher than that of the proposed replacement share.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Quick stats
1 Year return
5.6%
1 Year rank in sector
52/58
Sector
FO Equity - UK
Yield
-
Fund size
£4m (£6m 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.
109
Top in this sector
Fund name1 Year
Boost FTSE 100 3x LD ETP48.9%
Boost FTSE 100 2x LD ETP34.4%
Liontrust GF UK Growth25.2%
Liontrust GF Spl Sits23.1%
Ardevora UK Equity21.4%
...more in FO Equity - UK

Performance snapshot

Holdings snapshot

  • International100%
  • Consumer Goods30.2%
    Industrials28.8%
    Basic Materials14.7%
    Utilities11.3%
    Non-Cyclical Consumer Goods7.7%
  • International Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.2%3%4.4%5.6%--
Sector1.1%7.3%8.7%10%17.6%69.1%
Rank within sector58 / 6460 / 6457 / 6252 / 58--
Quartile4th4th4th4th
Calendar performance
 YTD - 20162015201420132012
Fund7.7%-10.5%---
Sector6.3%4.9%1%23.7%12.3%
Rank within sector34 / 6156 / 56---
Quartile3rd4th
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.
-
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.
-
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.
-
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%.
-
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.
-
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.
-
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.
-
Price movement
52 week high92.97
52 week low75.35
Current bid price-
Current offer price-
Current mid price91.78
Region
1International100%
Industry sector
1Consumer Goods30.18%
2Industrials28.81%
3Basic Materials14.71%
4Utilities11.26%
5Non-Cyclical Consumer Goods7.67%
6Health Care7.38%
Asset type
1International Equities100%
Individual holdings
1SHIRE PLC3.74%
2JOHNSON MATTHEY3.65%
3BHP BILLITON LTD3.6%
4RIO TINTO3.57%
5CENTRICA PLC3.52%
6ROYAL MAIL PLC3.52%
7BRITISH AMERICAN TOBACCO3.49%
8SMITHS GROUP3.49%
9CRH3.48%
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 Kingdom, selected using the CROCI UK Strategy (Strategy) which selects shares on the basis of an economic valuation using the CROCI®(1) methodology. The selection universe contains the 100 largest companies by market capitalisation in the United Kingdom, excluding companies from the financial sector. The Strategy selects the thirty companies with the lowest positive CROCI economic price-earnings ratio (CROCI Ratio) from the 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. The shares comprising the Strategy are reviewed quarterly (March, June, September, December) and weighted equally upon each rebalancing. The Strategy has a selection buffer, which will prevent the replacement of an existing share unless its CROCI Ratio is sufficiently higher than that of the proposed replacement share.
Benchmark
  • No Specified Index
Investment style
None
Investment method
Shares
Fund manager
NameSinceBiography
State Street Global Advisors19/09/2014State 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, Reporting Fund Status, UCITS V Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, United Kingdom, Luxembourg, Offshore
DB Platinum Croci UK I1C-G GBP
Initial charge-
Annual charge0.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price91.78
CurrencyGBP
Price updated01/09/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFNCT
Data provided by

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