Fact sheet: DB Platinum IV Croci US

Fund information
Fund name
DB Platinum IV Croci US 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 United States, selected using the CROCI US 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 selects the forty 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
  • S&P 500 TR Net
Investment style
None
Investment method
Shares
Quick stats
1 Year return
6.9%
1 Year rank in sector
70/208
Sector
FO Equity - USA
Yield
-
Fund size
£662m (£1,027m 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.
124
Top in this sector
Fund name1 Year
Dodge & Cox US Stk40%
Oyster US Selection34.6%
Hermes US SMID Equity33.9%
T. Rowe Price USLgeCapValEq32.7%
GAM Star Gamco US Eq32.5%
...more in FO Equity - USA

Performance snapshot

Holdings snapshot

  • USA100%
  • Consumer Discretionary39.7%
    Information Technology20.2%
    Industrials15.6%
    Health Care14.8%
    Materials5%
  • US Equities100%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund9.7%11.4%16.3%6.9%45.3%107%
Sector4%2.4%5.9%5%19.1%70.1%
Rank within sector14 / 2206 / 21927 / 21370 / 20822 / 17718 / 147
Quartile1st1st1st2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund13.4%1.5%26.6%29.9%4.9%
Sector7.1%-1.6%10.7%31.8%10.2%
Rank within sector46 / 21064 / 1935 / 178117 / 162144 / 149
Quartile1st2nd1st3rd4th
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.
5.25
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.
1.01
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%.
13.43
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.
7.65
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.
0.65
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.
0.67
Price movement
52 week high171.12
52 week low123.38
Current bid price-
Current offer price-
Current mid price168.34
Region
1USA100%
Industry sector
1Consumer Discretionary39.65%
2Information Technology20.19%
3Industrials15.61%
4Health Care14.78%
5Materials5.02%
6Energy4.75%
Asset type
1US Equities100%
Individual holdings
1Marathon Oil Corp ORD2.8%
2INTEL CORP2.7%
3ORACLE CORP2.7%
4DR HORTON INC2.65%
5KOHLS CORP2.64%
6MERCK & CO INC(NEW)2.64%
7HARLEY DAVIDSON2.62%
8MICHAEL KORS HLDGS LTD2.6%
9INTERNATIONAL BUSINESS MACHINES CORP2.59%
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 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 selects the forty 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
  • S&P 500 TR Net
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 US I1C 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)0.61%
Bid price-
Offer price-
Mid price136.73
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF8AO
DB Platinum IV Croci US I1C E 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 price145.04
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeF8OA
DB Platinum IV Croci US 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 price254.62
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SC
DB Platinum IV Croci US 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 price2095.07
CurrencyHKD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SD
DB Platinum IV Croci US 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 price386.89
CurrencySGD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SE
DB Platinum IV Croci US 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 price270.1
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeF6CZ
DB Platinum IV Croci US I1D-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)0.61%
Bid price-
Offer price-
Mid price100.27
CurrencyEUR
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFMUW
DB Platinum IV Croci US I1D-E 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 price106.37
CurrencyUSD
Price updated30/11/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeFMUV
DB Platinum IV Croci US I2C 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 price27012.38
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SF
DB Platinum IV Croci US R0C-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)0.65%
Bid price-
Offer price-
Mid price153.64
CurrencyGBP
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFG7D
DB Platinum IV Croci US R0C-G 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 price191.96
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFG7C
DB Platinum IV Croci US R0C-U 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 price120.52
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFGMR
DB Platinum IV Croci US R1C A
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 price23.59
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFPC2
DB Platinum IV Croci US 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 price22.24
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11S7
DB Platinum IV Croci US 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 price182.98
CurrencyHKD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11S8
DB Platinum IV Croci US 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 price33.79
CurrencySGD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11S9
DB Platinum IV Croci US 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 price168.34
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SG
DB Platinum IV Croci US 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 price1385.1
CurrencyHKD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SH
DB Platinum IV Croci US 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 price255.78
CurrencySGD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SI
DB Platinum IV Croci US R1C E EUR
Initial charge5%
Annual charge1.3%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price148.11
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SJ
DB Platinum IV Croci US R1C 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 price247.18
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SA
DB Platinum IV Croci US R2C USD
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 price237.99
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code11SB
DB Platinum IV Croci US R2C-E EUR
Initial charge2%
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.85%
Bid price-
Offer price-
Mid price114.56
CurrencyEUR
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRGN
DB Platinum IV Croci US R2C-E EUR USD
Initial charge2%
Annual charge1.7%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.85%
Bid price-
Offer price-
Mid price121.52
CurrencyUSD
Price updated30/11/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFRHL
Data provided by

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You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.