Fact sheet: DB Platinum IV Croci Eur

Fund information
Fund name
DB Platinum IV Croci Euro R1C B EUR
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund managers
  • State Street Global Advisorssince 17/11/2006
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the Eurozone, selected using the CROCI Euro 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 100 largest companies by market capitalisation in the Eurozone, 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
  • Euro Stoxx 50 Index TR
Investment style
None
Investment method
Shares
Quick stats
1 Year return
1.5%
1 Year rank in sector
22/100
Sector
FO Equity - Europe ex UK
Yield
-
Fund size
£251m (£237m 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.
110
Top in this sector
Fund name1 Year
JB Mltstck Erlnd Vl Stck29.8%
Waverton European Income21%
Guinness European Eq Inc19.3%
Oyster Cont Euro Select19.2%
J Chahine Dgtl Str Eur Ex UK17.7%
...more in FO Equity - Europe ex UK

Performance snapshot

Holdings snapshot

  • France37.6%
    Germany36.8%
    Netherlands9.6%
    Ireland7%
    Spain3.5%
  • Industrials20.1%
    Basic Materials17.1%
    Non-Cyclical Consumer Goods16.4%
    Health Care16%
    Consumer Goods14.2%
  • French Equities37.6%
    German Equities36.8%
    Dutch Equities9.6%
    Irish Equities7%
    Spanish Equities3.5%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund1.1%-4.7%2.3%1.5%26.3%68.7%
Sector1.1%-2.1%0.7%-2.8%18.6%62.6%
Rank within sector70 / 10589 / 10537 / 10422 / 10011 / 8932 / 80
Quartile3rd4th2nd1st1st2nd
Calendar performance
 YTD - 20162015201420132012
Fund1.8%11.7%7.5%20.6%16%
Sector-2.4%12.7%3.5%23.2%17.8%
Rank within sector21 / 10047 / 9111 / 8965 / 8368 / 79
Quartile1st3rd1st4th4th
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.
1.91
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.
1.08
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.
0.27
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%.
13.95
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.
5.13
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.
0.42
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.
0.87
Price movement
52 week high147.01
52 week low119.13
Current bid price-
Current offer price-
Current mid price139.61
Region
1France37.58%
2Germany36.75%
3Netherlands9.63%
4Ireland6.95%
5Spain3.52%
6Belgium2.84%
7Finland2.73%
Industry sector
1Industrials20.08%
2Basic Materials17.08%
3Non-Cyclical Consumer Goods16.38%
4Health Care16%
5Consumer Goods14.18%
6Utilities9.77%
7Information Technology6.51%
Asset type
1French Equities37.58%
2German Equities36.75%
3Dutch Equities9.63%
4Irish Equities6.95%
5Spanish Equities3.52%
6Belgian Equities2.84%
7Finnish Equities2.73%
Individual holdings
1E.ON SE3.6%
2INFINEON TECHNOLOGIES AG3.55%
3SODEXHO3.55%
4DANONE3.53%
5KERING SA3.52%
6MERCK KGAA3.5%
7Nokia Oyj DR3.46%
8HENKEL AG & CO KGAA NON.V PRF NPV3.45%
9FRESENIUS MEDICAL CARE AG & CO.KGAA3.44%
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 Eurozone, selected using the CROCI Euro 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 100 largest companies by market capitalisation in the Eurozone, 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
  • Euro Stoxx 50 Index TR
Investment style
None
Investment method
Shares
Fund managers
NameSinceBiography
State Street Global Advisors17/11/2006State 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 IV Compliant, MAS Unrestricted Scheme
Domicile
No data available.
Fund for sale in
Austria, Belgium, Switzerland, Chile, Germany, Spain, Finland, France, United Kingdom, Italy, Republic Of Korea, Luxembourg, Netherlands, Norway, Offshore, Peru, Portugal, Singapore, Sweden
DB Platinum IV Croci Euro I1C EUR
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 price234.8
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF6EZ
DB Platinum IV Croci Euro I1C HKD
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 price1941.4
CurrencyHKD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code11IU
DB Platinum IV Croci Euro I1C SGD
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 price355.79
CurrencySGD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code11IV
DB Platinum IV Croci Euro I1C 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 price250.31
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code11IW
DB Platinum IV Croci Euro I2C EUR
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 price23474.87
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi code11IX
DB Platinum IV Croci Euro R0C-E EUR
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 price129.42
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFGMQ
DB Platinum IV Croci Euro R1C A EUR
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price19.26
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFPC3
DB Platinum IV Croci Euro R1C A HKD
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price159.25
CurrencyHKD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11IY
DB Platinum IV Croci Euro R1C A SGD
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price29.18
CurrencySGD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11IZ
DB Platinum IV Croci Euro R1C A USD
Initial charge5%
Annual charge1.25%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.4%
Bid price-
Offer price-
Mid price20.53
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11J0
DB Platinum IV Croci Euro R1C B EUR
Initial charge5%
Annual charge1.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.95%
Bid price-
Offer price-
Mid price139.61
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF6FA
DB Platinum IV Croci Euro R1C B HKD
Initial charge5%
Annual charge1.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.95%
Bid price-
Offer price-
Mid price1154.34
CurrencyHKD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11J1
DB Platinum IV Croci Euro R1C B SGD
Initial charge5%
Annual charge1.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.95%
Bid price-
Offer price-
Mid price211.55
CurrencySGD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11J2
DB Platinum IV Croci Euro R1C B USD
Initial charge5%
Annual charge1.8%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.95%
Bid price-
Offer price-
Mid price148.83
CurrencyUSD
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11J3
DB Platinum IV Croci Euro R1C EUR
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 price219.7
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11IS
DB Platinum IV Croci Euro R1D EUR
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 price116.9
CurrencyEUR
Price updated02/12/2016
TypeIncome
Institutional or retail classRetail
Domicile-
Citi codeFMTT
DB Platinum IV Croci Euro R2C EUR
Initial charge2%
Annual charge1.5%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.65%
Bid price-
Offer price-
Mid price207.55
CurrencyEUR
Price updated02/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11IT
Data provided by

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