Fact sheet: DB Platinum Com USD

Fund information

Fund name
DB Platinum Commodity USD R1C USD
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager(s)
State Street Global Advisors
since 20/08/2007
Fund objective
The DB Platinum Commodity USD (the “Fund”) is an open-ended fund which aims to provide investors with access to commodity returns via the Deutsche Bank Commodity USD Index (the “Index”). The Index offers diversified exposure to commodities and comprises of twelve of the most liquid commodities: Crude Oil, Natural Gas, Aluminium, Copper, Zinc, Nickel, Lead, Gold, Silver, Wheat, Soybean and Corn. The Index rebalances monthly and bases its allocation on a mean reversion algorithm. Commodities which are cheap compared to their long term mean will be over-weighted and commodities which are expensive compared to their long term mean will be under-weighted. The weights are capped at 18% with the exception of one commodity which will be capped at 32%. The Index employs the Deutsche Bank proprietary Optimum Yield technology at a single commodity level (with the exception of natural gas) with the view of optimizing roll returns. Interest payments of the Fund are within the scope of the EU Savings Directive.
Benchmark
Deutsche Bank Commodity USD INDEX
Investment style
Passive/Tracking
Investment method
Synthetic,Futures

Quick stats

1 Year return

-3.23 %

1 Year rank in sector

61/95

Sector

FO Commodity & Energy

Yield
-
Fund size

£ 28.6 m

FE Risk score

120

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • Oil & Gas
    36.41%
  • Soft Commodities
    33.11%
  • Other Metals
    14.81%
  • Gold
    9.5%
  • Precious Metals & Stones
    4.29%
  • Commodity & Energy
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.94 %3.83 %-3.23 %-25.08 %-37.54 %
Sector-2.47 %2.83 %0.45 %0.04 %-15.74 %
Rank within sector51 / 9745 / 9661 / 9588 / 9257 / 77
Quartile th3 rd2 nd3 rd4 th3 rd

Calendar performance

YTD-20172016201520142013
Fund-1.35 %10 %-28.23 %-14.92 %-5.67 %
Sector1.05 %23.06 %-19.83 %-8.99 %-6.61 %
Rank within sector52 / 9570 / 9477 / 9258 / 8340 / 78
Quartile th3 rd3 rd4 th3 rd3 rd

Risk statistics

Alpha-7.66
Beta0.69
Sharpe-0.02
Volatility13.57
Tracking error10.85
Information ratio-0.7
R-Squared0.45

Price movement

52 week high97.97
52 week low87.28
Current bid price0
Current offer price0
Current mid price93.34

Holdings by region

  • 100% International

Holdings by sector

  • 36.41% Oil & Gas
  • 33.11% Soft Commodities
  • 14.81% Other Metals
  • 9.5% Gold
  • 4.29% Precious Metals & Stones
  • 1.31% Metal Products
  • 0.57% Industrial Commodities

Holdings by asset type

  • 100% Commodity & Energy

Individual holdings

-