Fact sheet: DB Platinum CROCI Sec

Fund information

Fund name
DB Platinum CROCI Sectors R3C EUR
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager(s)
Deutsche Asset Management S.A
since 01/03/2016
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the United States, Europe and Japan, selected using the CROCI Sectors Strategy (Strategy) which selects shares on the basis of an economic valuation using the CROCI(1) 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 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 Daily TR NET World
Investment style
None
Investment method
Shares

Quick stats

1 Year return

5.23 %

1 Year rank in sector

443/485

Sector

FO Equity - International

Yield
-
Fund size

£ 480.3 m

FE Risk score

118

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    39.91%
  • Japan
    37.64%
  • Germany
    6.63%
  • Switzerland
    6.43%
  • Others
    6.27%
  • Consumer Discretionary
    34.1%
  • Industrials
    33.98%
  • Health Care
    31.92%
  • US Equities
    39.91%
  • Japanese Equities
    37.64%
  • German Equities
    6.63%
  • Swiss Equities
    6.43%
  • International Equities
    6.27%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.3 %3.27 %5.23 %29.98 %82.25 %
Sector0.98 %5.26 %15.53 %26.93 %61.31 %
Rank within sector76 / 502346 / 499443 / 485165 / 38868 / 298
Quartile th1 st3 rd4 th2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund6.75 %22.1 %-4.35 %21.4 %24.51 %
Sector15.17 %7.94 %0.71 %5.96 %21.26 %
Rank within sector418 / 48863 / 444341 / 39216 / 343114 / 300
Quartile th4 th1 st4 th1 st2 nd

Risk statistics

Alpha-0.12
Beta1.11
Sharpe0.32
Volatility13.14
Tracking error8.41
Information ratio0.03
R-Squared0.59

Price movement

52 week high188.71
52 week low170.29
Current bid price0
Current offer price0
Current mid price189.05

Holdings by region

  • 39.91% USA
  • 37.64% Japan
  • 6.63% Germany
  • 6.43% Switzerland
  • 6.27% Others
  • 3.12% France

Holdings by sector

  • 34.1% Consumer Discretionary
  • 33.98% Industrials
  • 31.92% Health Care

Holdings by asset type

  • 39.91% US Equities
  • 37.64% Japanese Equities
  • 6.63% German Equities
  • 6.43% Swiss Equities
  • 6.27% International Equities
  • 3.12% French Equities

Individual holdings

  • 3.69% BIOGEN INC
  • 3.51% AMGEN INC
  • 3.48% DR HORTON INC
  • 3.48% TWENTY-FIRST CENTURY FOX INC
  • 3.47% SUBARU CO
  • 3.41% ASTELLAS PHARMA INC
  • 3.37% SUMITOMO ELECTRIC INDUSTRIES
  • 3.36% MITSUBISHI HEAVY INDUSTRIES
  • 3.36% RYANAIR HLDGS
  • 3.35% UCB S.A.