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
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

8.77 %

1 Year rank in sector

333/470

Sector

FO Equity - International

Yield
-
Fund size

£ 484.1 m

FE Risk score

117

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    40.24%
  • Japan
    36.82%
  • Others
    6.7%
  • Switzerland
    6.59%
  • Germany
    6.42%
  • Health Care
    33.91%
  • Consumer Discretionary
    33.09%
  • Industrials
    33%
  • US Equities
    40.24%
  • Japanese Equities
    36.82%
  • International Equities
    6.7%
  • Swiss Equities
    6.59%
  • German Equities
    6.42%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-3.6 %-7.11 %8.77 %19.02 %65.72 %
Sector-1.45 %3.9 %11.48 %19.21 %55.8 %
Rank within sector486 / 502480 / 492333 / 470191 / 37499 / 285
Quartile th4 th4 th3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund-1.94 %22.1 %-4.35 %21.4 %24.51 %
Sector8.76 %7.94 %0.71 %5.96 %21.26 %
Rank within sector465 / 48755 / 443335 / 39319 / 347115 / 306
Quartile th4 th1 st4 th1 st2 nd

Risk statistics

Alpha0.86
Beta1.07
Sharpe0.3
Volatility13.17
Tracking error8.81
Information ratio0.1
R-Squared0.55

Price movement

52 week high188.71
52 week low156.17
Current bid price0
Current offer price0
Current mid price173.67

Holdings by region

  • 40.24% USA
  • 36.82% Japan
  • 6.7% Others
  • 6.59% Switzerland
  • 6.42% Germany
  • 3.23% France

Holdings by sector

  • 33.91% Health Care
  • 33.09% Consumer Discretionary
  • 33% Industrials

Holdings by asset type

  • 40.24% US Equities
  • 36.82% Japanese Equities
  • 6.7% International Equities
  • 6.59% Swiss Equities
  • 6.42% German Equities
  • 3.23% French Equities

Individual holdings

  • 3.87% NOVO NORDISK A/S
  • 3.69% RYANAIR HLDGS
  • 3.67% SAFRAN S.A.
  • 3.61% CONTINENTAL AG
  • 3.59% BAYER AG
  • 3.55% ADECCO GROUP SA
  • 3.52% SANOFI
  • 3.43% EATON CORP PLC
  • 3.43% ROCHE HLDG AG
  • 3.42% CENTRAL JAPAN RAILWAY CO