Fact sheet: DB Platinum Croci World ESG

Fund information
Fund name
DB Platinum Croci World ESG R1D-E EUR
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • State Street Global Advisorssince 17/07/2014
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the developed global market, selected using the CROCI World ESG Strategy (Strategy). The Strategy selects shares on the basis of an economic valuation using the Deutsche Bank CROCI®(1) methodology. In the first phase of the Strategy, the selection universe contains at least 450 of the largest companies by market capitalisation in the developed global market covered by the CROCI Group, excluding companies from the financial sector. The Strategy will then exclude from selection shares with low liquidity. Next, any companies that do not satisfy environmental, social and corporate governance (ESG) criteria will be removed. The Strategy then selects the 75 companies with the lowest positive CROCI economic price-earnings ratio (CROCI Ratio) from the remaining shares. The Strategy attempts to match specific regional weightings and also limits exposure to a single economic sector to no more than 25%. 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. This provides the source of 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 (January, April, July, October) and weighted equally upon each rebalancing. The Strategy implements a selection buffer, which prevents 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
-4.3%
1 Year rank in sector
418/471
Sector
FO Equity - International
Yield
-
Fund size
£23m (£44m 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.
107
Top in this sector
Fund name1 Year
Heptagon Kprnk GblAlCpEq38.4%
Schroder ISF Gbl Rec34%
Dodge & Cox Gbl Stk32.2%
Dimensional Gbl Small Cos29.1%
GS Global SmCap Core Eq28.8%
...more in FO Equity - International

Performance snapshot

Holdings snapshot

  • USA63%
    Japan9.5%
    Others7.8%
    UK5.2%
    Germany4%
  • Consumer Goods20.2%
    Health Care17.6%
    Information Technology16.4%
    Industrials13.5%
    Utilities10.9%
  • US Equities63%
    Japanese Equities9.5%
    International Equities7.8%
    UK Equities5.2%
    German Equities4%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund5.1%3.5%6.5%-4.3%--
Sector0.6%0.5%4.8%3.3%14%53.6%
Rank within sector47 / 499115 / 496169 / 486418 / 471--
Quartile1st1st2nd4th
Calendar performance
 YTD - 20162015201420132012
Fund1.3%2.1%---
Sector5.4%0.7%6%21.3%12.7%
Rank within sector333 / 475187 / 427---
Quartile3rd2nd
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 high112.75
52 week low88.98
Current bid price-
Current offer price-
Current mid price108.68
Region
1USA62.96%
2Japan9.46%
3Others7.76%
4UK5.17%
5Germany4.01%
6Switzerland2.71%
7France2.65%
8Netherlands2.63%
9Canada1.36%
Industry sector
1Consumer Goods20.2%
2Health Care17.59%
3Information Technology16.37%
4Industrials13.45%
5Utilities10.91%
6Basic Materials9.35%
7Non-Cyclical Consumer Goods5.37%
8Energy4.1%
9Telecommunications Utilities2.66%
Asset type
1US Equities62.96%
2Japanese Equities9.46%
3International Equities7.76%
4UK Equities5.17%
5German Equities4.01%
6Swiss Equities2.71%
7French Equities2.65%
8Dutch Equities2.63%
9Canadian Equities1.36%
Individual holdings
1EBAY INC1.51%
2QUALCOMM INC1.47%
3BIOGEN INC1.45%
4DENSO CORP1.42%
5AP MOLLER-MAERSK A/S1.41%
6CELGENE CORP1.41%
7GOODYEAR TIRE & RUBBER CO1.41%
8PACCAR INC1.41%
9BAYER AG1.4%
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 developed global market, selected using the CROCI World ESG Strategy (Strategy). The Strategy selects shares on the basis of an economic valuation using the Deutsche Bank CROCI®(1) methodology. In the first phase of the Strategy, the selection universe contains at least 450 of the largest companies by market capitalisation in the developed global market covered by the CROCI Group, excluding companies from the financial sector. The Strategy will then exclude from selection shares with low liquidity. Next, any companies that do not satisfy environmental, social and corporate governance (ESG) criteria will be removed. The Strategy then selects the 75 companies with the lowest positive CROCI economic price-earnings ratio (CROCI Ratio) from the remaining shares. The Strategy attempts to match specific regional weightings and also limits exposure to a single economic sector to no more than 25%. 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. This provides the source of 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 (January, April, July, October) and weighted equally upon each rebalancing. The Strategy implements a selection buffer, which prevents 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 Advisors17/07/2014State 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, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Germany, Denmark, Finland, France, United Kingdom, Luxembourg, Netherlands, Norway, Offshore, Sweden
DB Platinum Croci World ESG I1C-U 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 price8670.53
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFLSV
DB Platinum Croci World ESG 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)-
Bid price-
Offer price-
Mid price9197.7
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFLSW
DB Platinum Croci World ESG I2D-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 price10257.11
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE5CM
DB Platinum Croci World ESG R1D-E EUR
Initial charge5%
Annual charge1.4%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price108.68
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFNZD
Data provided by

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