Fact sheet: DB Platinum CROCI Brn Strs

Fund information

Fund name
DB Platinum CROCI Branchen Stars R1C EUR
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager(s)
State Street Global Advisors
since 21/10/2005
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the United States, the Eurozone and Japan, selected using the CROCI Branchen Stars Strategy (Strategy) which selects shares on the basis of an economic valuation using the CROCI®(2) methodology. The Strategy identifies the three industry sectors (excluding financial) with the lowest median CROCI economic price-earnings ratio (CROCI Ratio). The Strategy then selects the ten companies from each such sector with the lowest positive CROCI Ratios. The CROCI methodology compares company valuations by making 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 two selection buffers, which will prevent the replacement of (i) an existing sector unless its median CROCI Ratio is sufficiently higher than the proposed replacement sector and (ii) an existing share unless its CROCI Ratio is sufficiently higher than that of the proposed replacement share.
Benchmark
MSCI World
Investment style
None
Investment method
Shares

Quick stats

1 Year return

23.74 %

1 Year rank in sector

151/483

Sector

FO Equity - International

Yield
-
Fund size

£ 93.6 m

FE Risk score

111

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Japan
    40.83%
  • USA
    33.15%
  • Germany
    9.64%
  • Others
    6.66%
  • France
    6.52%
  • Materials
    33.74%
  • Consumer Discretionary
    33.59%
  • Health Care
    32.67%
  • Japanese Equities
    40.83%
  • US Equities
    33.15%
  • German Equities
    9.64%
  • International Equities
    6.66%
  • French Equities
    6.52%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.62 %11.63 %23.74 %42.88 %89.64 %
Sector3.43 %9.05 %18.12 %31.93 %61.27 %
Rank within sector153 / 501165 / 497151 / 48381 / 38947 / 303
Quartile th2 nd2 nd2 nd1 st1 st

Calendar performance

YTD-20182017201620152014
Fund4.76 %19.22 %16.91 %-5.07 %12.57 %
Sector2.98 %16.28 %7.94 %0.71 %5.96 %
Rank within sector78 / 499192 / 48290 / 438351 / 38887 / 341
Quartile th1 st2 nd1 st4 th2 nd

Risk statistics

Alpha0.47
Beta1.17
Sharpe0.51
Volatility12.41
Tracking error6.58
Information ratio0.23
R-Squared0.73

Price movement

52 week high282.69
52 week low227.84
Current bid price0
Current offer price0
Current mid price282.69

Holdings by region

  • 40.83% Japan
  • 33.15% USA
  • 9.64% Germany
  • 6.66% Others
  • 6.52% France
  • 3.2% Netherlands

Holdings by sector

  • 33.74% Materials
  • 33.59% Consumer Discretionary
  • 32.67% Health Care

Holdings by asset type

  • 40.83% Japanese Equities
  • 33.15% US Equities
  • 9.64% German Equities
  • 6.66% International Equities
  • 6.52% French Equities
  • 3.2% Dutch Equities

Individual holdings

  • 4.26% GILEAD SCIENCES INC
  • 4.03% BIOGEN INC
  • 3.7% ITOCHU CORP
  • 3.67% AMGEN INC
  • 3.52% ANA HLDGS INC
  • 3.51% ISUZU MOTORS
  • 3.47% DAIICHI SANKYO CO LTD
  • 3.43% SMC CORP
  • 3.42% RYANAIR HLDGS
  • 3.41% TOYOTA MOTOR CORP