Fact sheet: DB Platinum IVClntEqStrt

Fund information
Fund name
DB Platinum IV Clinton Equity Strategies R1C-U USD
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • Clinton Group, Incsince 29/04/2015
Fund objective
DB Platinum IV Clinton Equity Strategies (the “Fund”) is an open-ended UCITS compliant fund that seeks capital appreciation while minimizing risks so as to achieve a higher return. The Investment Manager of the Fund is Clinton Group, Inc. (“Clinton”). To achieve this objective, the Investment Manager will follow a systematic quantitative trading strategy that attempts to exploit pricing opportunities in equity markets based on the forecasts of its proprietary quantitative equity strategy models. Using the results produced by these models, the Investment Manager will buy shares or enter financial contracts (derivatives) in order to take long or short positions. The Fund invests generally in publicly-traded shares on a global basis, with a focus on the U.S., Canada, Europe, Asia Pacific, South Africa and Brazil. The models and computer based-programmes used by the Investment Manager seek to exploit fundamental and price history factors to maximise returns for the Fund while minimising risk, where possible. The Investment Manager seeks to generate returns primarily from individual security selection (”alpha”) as opposed to overall market exposure (”beta”). Depending on market environments and subject to the investment restrictions, the Fund may, at the discretion of the Investment Manager, employ leverage in the construction of its portfolio. The gross leverage is not expected to exceed 1000% of the value of the Fund.
Benchmark
  • HFRX EH: Equity Market Neutral Index
Investment style
Market Neutral Quant Based
Investment method
Equity
Quick stats
1 Year return
-11.6%
1 Year rank in sector
106/110
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£526m (£217m 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.
114
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Performance snapshot

Holdings snapshot

  • No data available.
  • Industrials17.4%
    Financials10.3%
    Utilities5.8%
    Consumer Discretionary0.1%
    Government Bonds0%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.2%-8.9%-12%-11.6%--
Sector0.7%0.6%1.5%0.4%3.9%15.1%
Rank within sector13 / 117122 / 123119 / 120106 / 110--
Quartile1st4th4th4th
Calendar performance
 YTD - 20172016201520142013
Fund2.3%-13.7%---
Sector0.8%-2%2.7%2.5%7.1%
Rank within sector10 / 111107 / 110---
Quartile1st4th
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 high11401.86
52 week low9272.51
Current bid price-
Current offer price-
Current mid price9483.76
Region
No data available.
Industry sector
1Industrials17.41%
2Financials10.27%
3Utilities5.8%
4Consumer Discretionary0.08%
5Government Bonds0.03%
6Technology-0.18%
7Cyclical Consumer Goods-1.9%
8Energy-1.91%
9Non-Cyclical Consumer Goods-5.13%
Asset type
No data available.
Individual holdings
No data available.
Management
Fund manager group
DWS Investment
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund objective
DB Platinum IV Clinton Equity Strategies (the “Fund”) is an open-ended UCITS compliant fund that seeks capital appreciation while minimizing risks so as to achieve a higher return. The Investment Manager of the Fund is Clinton Group, Inc. (“Clinton”). To achieve this objective, the Investment Manager will follow a systematic quantitative trading strategy that attempts to exploit pricing opportunities in equity markets based on the forecasts of its proprietary quantitative equity strategy models. Using the results produced by these models, the Investment Manager will buy shares or enter financial contracts (derivatives) in order to take long or short positions. The Fund invests generally in publicly-traded shares on a global basis, with a focus on the U.S., Canada, Europe, Asia Pacific, South Africa and Brazil. The models and computer based-programmes used by the Investment Manager seek to exploit fundamental and price history factors to maximise returns for the Fund while minimising risk, where possible. The Investment Manager seeks to generate returns primarily from individual security selection (”alpha”) as opposed to overall market exposure (”beta”). Depending on market environments and subject to the investment restrictions, the Fund may, at the discretion of the Investment Manager, employ leverage in the construction of its portfolio. The gross leverage is not expected to exceed 1000% of the value of the Fund.
Benchmark
  • HFRX EH: Equity Market Neutral Index
Investment style
Market Neutral Quant Based
Investment method
Equity
Fund manager
NameSinceBiography
Clinton Group, Inc29/04/2015
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, Spain, Finland, France, United Kingdom, Ireland, Italy, Luxembourg, Netherlands, Norway, Offshore, Sweden
DB Platinum IV Clinton Equity Strategies I1C-C CHF
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price89.63
CurrencyCHF
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWDK
DB Platinum IV Clinton Equity Strategies I1C-C CHF USD
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price88.91
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWDJ
DB Platinum IV Clinton Equity Strategies I1C-E EUR
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price90.65
CurrencyEUR
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWDI
DB Platinum IV Clinton Equity Strategies I1C-E EUR USD
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price96.57
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWDH
DB Platinum IV Clinton Equity Strategies I1C-G GBP
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price91.87
CurrencyGBP
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWDG
DB Platinum IV Clinton Equity Strategies I1C-G GBP USD
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price112.26
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFWDF
DB Platinum IV Clinton Equity Strategies I1C-U USD
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2%
Bid price-
Offer price-
Mid price95.9
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAP
DB Platinum IV Clinton Equity Strategies I2C-C CHF
Initial charge-
Annual charge1.34%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price94.13
CurrencyCHF
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAU
DB Platinum IV Clinton Equity Strategies I2C-C CHF USD
Initial charge-
Annual charge1.34%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price93.37
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAT
DB Platinum IV Clinton Equity Strategies I2C-E EUR
Initial charge-
Annual charge1.34%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price95.3
CurrencyEUR
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAR
DB Platinum IV Clinton Equity Strategies I2C-E EUR USD
Initial charge-
Annual charge1.34%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price101.53
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAQ
DB Platinum IV Clinton Equity Strategies I2C-G GBP
Initial charge-
Annual charge1.34%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price94.43
CurrencyGBP
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVMN
DB Platinum IV Clinton Equity Strategies I2C-G GBP USD
Initial charge-
Annual charge1.34%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price115.38
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFVNK
DB Platinum IV Clinton Equity Strategies I2C-U USD
Initial charge-
Annual charge1.34%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price97.95
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAS
DB Platinum IV Clinton Equity Strategies I3C-E EUR
Initial charge-
Annual charge1.14%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price96.19
CurrencyEUR
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAX
DB Platinum IV Clinton Equity Strategies I3C-E EUR USD
Initial charge-
Annual charge1.14%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price102.48
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAW
DB Platinum IV Clinton Equity Strategies I3C-G GBP
Initial charge-
Annual charge1.14%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price102.6
CurrencyGBP
Price updated21/04/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7GV
DB Platinum IV Clinton Equity Strategies I3C-G GBP USD
Initial charge-
Annual charge1.14%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)-
Bid price-
Offer price-
Mid price147.87
CurrencyUSD
Price updated21/04/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE7GU
DB Platinum IV Clinton Equity Strategies I3C-U USD
Initial charge-
Annual charge1.14%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.3%
Bid price-
Offer price-
Mid price98.24
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeFUAV
DB Platinum IV Clinton Equity Strategies R0C-C CHF
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.04%
Bid price-
Offer price-
Mid price8980.79
CurrencyCHF
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1KM
DB Platinum IV Clinton Equity Strategies R0C-C CHF USD
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.04%
Bid price-
Offer price-
Mid price8908.63
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1KN
DB Platinum IV Clinton Equity Strategies R0C-E EUR
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.04%
Bid price-
Offer price-
Mid price9085.57
CurrencyEUR
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1KJ
DB Platinum IV Clinton Equity Strategies R0C-E EUR USD
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.04%
Bid price-
Offer price-
Mid price9679.31
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1KK
DB Platinum IV Clinton Equity Strategies R0C-G GBP
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.04%
Bid price-
Offer price-
Mid price9136.24
CurrencyGBP
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1KH
DB Platinum IV Clinton Equity Strategies R0C-G GBP USD
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.04%
Bid price-
Offer price-
Mid price11163.57
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1KI
DB Platinum IV Clinton Equity Strategies R0C-U USD
Initial charge-
Annual charge1.84%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.04%
Bid price-
Offer price-
Mid price9255.58
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE1KL
DB Platinum IV Clinton Equity Strategies R1C-C CHF
Initial charge5%
Annual charge2.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.75%
Bid price-
Offer price-
Mid price8854.63
CurrencyCHF
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFWDE
DB Platinum IV Clinton Equity Strategies R1C-C CHF USD
Initial charge5%
Annual charge2.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.75%
Bid price-
Offer price-
Mid price8783.48
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFWDD
DB Platinum IV Clinton Equity Strategies R1C-E EUR
Initial charge5%
Annual charge2.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.75%
Bid price-
Offer price-
Mid price8864.68
CurrencyEUR
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE6KZ
DB Platinum IV Clinton Equity Strategies R1C-E EUR USD
Initial charge5%
Annual charge2.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.75%
Bid price-
Offer price-
Mid price9443.99
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE78Q
DB Platinum IV Clinton Equity Strategies R1C-U USD
Initial charge5%
Annual charge2.55%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.75%
Bid price-
Offer price-
Mid price9483.76
CurrencyUSD
Price updated12/01/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeFUAO
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.