Fact sheet: DB Platinum MCPTrGrvPA

Fund information
Fund name
DB Platinum MCP Terra Grove Pan Asia R1C-E EUR USD
Fund manager company
Deutsche Asset Management SA
Fund type
Offshore Fund
Fund manager
  • Masakatsu Hayashisince 30/09/2015
Fund objective
DB Platinum MCP Terra Grove Pan Asia (the “Fund”) is an open-ended UCITS compliant fund that seeks capital appreciation by generating consistent absolute returns with a relatively high Sharpe ratio and low drawdowns over the long term. The Investment Manager of the Fund is MCP Asset Management Company Limited (“MCP”). To achieve this objective, the Investment Manager will follow a market neutral equity long/short trading strategy based on a proven self-developed Multi-Factor Quants Model with 10-year track record that is fully quantitative and non-discretionary. The model captures markets inefficiencies in the equity markets: it calculates the expected return and the risk exposures based on multiple factors and uniquely optimizes the expected return and risk exposure of a single stock with market impact. The Fund invests predominantly in publicly-traded equities, mainly in Pan-Asian equities, including markets of Japan, Hong Kong, Korea and Taiwan, but may invest a portion of its assets globally and is not limited to any particular industry or sector. The investment universe excludes low liquidity and high credit risk stocks. The gross leverage is not expected to exceed 800% of the value of the Fund.
Benchmark
  • HFRX EH: Equity Market Neutral Index
Investment style
Market Neutral
Investment method
Equity
Quick stats
1 Year return
-2.8%
1 Year rank in sector
95/118
Sector
FO Hedge/Stru Prod - Equity
Yield
-
Fund size
£13m (£67m last year)
Top in this sector
Fund name1 Year
Stratton Street Japan Syn Warrant85.4%
Income Partners AllSeasnAsCred33.9%
Candriam GFUS Eq Opp33.8%
MontLake ToscaMiCaUCITS32.2%
FundLogic MS DltnAsPfcUCITS21.3%
...more in FO Hedge/Stru Prod - Equity

Performance snapshot

Holdings snapshot

  • China2.3%
    USA0.6%
    Cambodia0.5%
    Korea0.4%
    American Emerging Markets0.4%
  • Industrials25%
    Cyclical Consumer Goods21.7%
    Financials15.6%
    Non-Cyclical Consumer Goods12.8%
    Technology8.4%
  • No data available.

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund2.2%6.4%1.3%-2.8%--
Sector0.1%1.5%1.2%2.6%4.4%11.8%
Rank within sector11 / 12213 / 13464 / 13295 / 118--
Quartile1st1st2nd4th
Calendar performance
 YTD - 20172016201520142013
Fund5.9%-8.8%---
Sector1.5%-2%2.7%2.5%7.1%
Rank within sector15 / 13499 / 112---
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 high10712.53
52 week low9590.33
Current bid price-
Current offer price-
Current mid price10271.12
Region
1China2.32%
2USA0.55%
3Cambodia0.52%
4Korea0.43%
5American Emerging Markets0.41%
6Saudi Arabia0.3%
7Singapore0.19%
8Thailand0.16%
9Cayman Islands0.06%
Industry sector
1Industrials24.96%
2Cyclical Consumer Goods21.74%
3Financials15.55%
4Non-Cyclical Consumer Goods12.8%
5Technology8.35%
6Basic Materials8.02%
7Communications4.55%
8Utilities2.19%
9Energy1.45%
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 MCP Terra Grove Pan Asia (the “Fund”) is an open-ended UCITS compliant fund that seeks capital appreciation by generating consistent absolute returns with a relatively high Sharpe ratio and low drawdowns over the long term. The Investment Manager of the Fund is MCP Asset Management Company Limited (“MCP”). To achieve this objective, the Investment Manager will follow a market neutral equity long/short trading strategy based on a proven self-developed Multi-Factor Quants Model with 10-year track record that is fully quantitative and non-discretionary. The model captures markets inefficiencies in the equity markets: it calculates the expected return and the risk exposures based on multiple factors and uniquely optimizes the expected return and risk exposure of a single stock with market impact. The Fund invests predominantly in publicly-traded equities, mainly in Pan-Asian equities, including markets of Japan, Hong Kong, Korea and Taiwan, but may invest a portion of its assets globally and is not limited to any particular industry or sector. The investment universe excludes low liquidity and high credit risk stocks. The gross leverage is not expected to exceed 800% of the value of the Fund.
Benchmark
  • HFRX EH: Equity Market Neutral Index
Investment style
Market Neutral
Investment method
Equity
Fund manager
NameSinceBiography
Masakatsu Hayashi30/09/2015Prior to joining the Investment Manager in March 2012, Masakatsu Hayashi was a portfolio manager at Millennium Capital Management (Singapore) Pte. Ltd, initially at the Tokyo office and subsequently in Singapore. Before joining Millennium in 2009, Mr. Hayashi was with Societe Generale Securities North Pacific Ltd, Tokyo Branch, where he established and managed the Asia statistical arbitrage team in 2006. He started his career at Daiwa Securities SMBC and assumed various positions including the head of proprietary trading section managing a team which traded Japanese, Hong Kong and Taiwan markets, and a position at Daiwa America Inc. to manage the equity principal book. He received a B.E. in from Osaka City University in 1987.
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 MCP Terra Grove Pan Asia I1C-E EUR
Initial charge-
Annual charge1.64%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price95.45
CurrencyEUR
Price updated27/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0KO
DB Platinum MCP Terra Grove Pan Asia I1C-E EUR USD
Initial charge-
Annual charge1.64%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price103.89
CurrencyUSD
Price updated27/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0KN
DB Platinum MCP Terra Grove Pan Asia I1C-U USD
Initial charge-
Annual charge1.64%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.8%
Bid price-
Offer price-
Mid price97.61
CurrencyUSD
Price updated27/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0KP
DB Platinum MCP Terra Grove Pan Asia I2C-U USD
Initial charge-
Annual charge1.34%
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.5%
Bid price-
Offer price-
Mid price98.06
CurrencyUSD
Price updated27/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0KS
DB Platinum MCP Terra Grove Pan Asia 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 price95.85
CurrencyEUR
Price updated08/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0KU
DB Platinum MCP Terra Grove Pan Asia 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 price101.18
CurrencyUSD
Price updated08/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE0KT
DB Platinum MCP Terra Grove Pan Asia 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 price98.3
CurrencyUSD
Price updated27/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeE1HW
DB Platinum MCP Terra Grove Pan Asia R0C-G GBP
Initial charge-
Annual charge1.64%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.84%
Bid price-
Offer price-
Mid price9599.99
CurrencyGBP
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0KJ
DB Platinum MCP Terra Grove Pan Asia R0C-G GBP USD
Initial charge-
Annual charge1.64%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.84%
Bid price-
Offer price-
Mid price12068.15
CurrencyUSD
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0KI
DB Platinum MCP Terra Grove Pan Asia R1C-E EUR
Initial charge5%
Annual charge2.35%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.55%
Bid price-
Offer price-
Mid price9436.46
CurrencyEUR
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0KL
DB Platinum MCP Terra Grove Pan Asia R1C-E EUR USD
Initial charge5%
Annual charge2.35%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.55%
Bid price-
Offer price-
Mid price10271.12
CurrencyUSD
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0KK
DB Platinum MCP Terra Grove Pan Asia R1C-U USD
Initial charge5%
Annual charge2.35%
Min single investment£0
Min regular saving£1
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)2.55%
Bid price-
Offer price-
Mid price9653.15
CurrencyUSD
Price updated27/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeE0KM
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.