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

8.98 %

1 Year rank in sector

381/482

Sector

FO Equity - International

Yield
-
Fund size

£ 470.7 m

FE Risk score

120

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    41.5%
  • Japan
    36.4%
  • Germany
    6.52%
  • Others
    6.34%
  • Switzerland
    6.33%
  • Consumer Discretionary
    35.22%
  • Industrials
    33.49%
  • Health Care
    31.29%
  • US Equities
    41.5%
  • Japanese Equities
    36.4%
  • German Equities
    6.52%
  • International Equities
    6.34%
  • Swiss Equities
    6.33%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.04 %7.41 %8.98 %28.92 %83.5 %
Sector3.71 %9.01 %17.4 %31.56 %61.97 %
Rank within sector285 / 501308 / 497381 / 482253 / 38968 / 302
Quartile th3 rd3 rd4 th3 rd1 st

Calendar performance

YTD-20182017201620152014
Fund3.45 %7.09 %22.1 %-4.35 %21.4 %
Sector2.76 %16.28 %7.94 %0.71 %5.96 %
Rank within sector180 / 499410 / 48261 / 438339 / 38816 / 342
Quartile th2 nd4 th1 st4 th1 st

Risk statistics

Alpha-0.93
Beta1.12
Sharpe0.32
Volatility13.14
Tracking error8.32
Information ratio-0.04
R-Squared0.6

Price movement

52 week high196.2
52 week low170.29
Current bid price0
Current offer price0
Current mid price196.2

Holdings by region

  • 41.5% USA
  • 36.4% Japan
  • 6.52% Germany
  • 6.34% Others
  • 6.33% Switzerland
  • 2.91% France

Holdings by sector

  • 35.22% Consumer Discretionary
  • 33.49% Industrials
  • 31.29% Health Care

Holdings by asset type

  • 41.5% US Equities
  • 36.4% Japanese Equities
  • 6.52% German Equities
  • 6.34% International Equities
  • 6.33% Swiss Equities
  • 2.91% French Equities

Individual holdings

  • 4.31% GILEAD SCIENCES INC
  • 4.04% BIOGEN INC
  • 3.95% MICHAEL KORS HOLDINGS LTD COMMON STOCK NPV
  • 3.66% ITOCHU CORP
  • 3.61% AMGEN INC
  • 3.54% DR HORTON INC
  • 3.53% DAIICHI SANKYO CO LTD
  • 3.51% SMC CORP
  • 3.41% RYANAIR HOLDINGS PLC
  • 3.38% CENTRAL JAPAN RAILWAY CO