Fact sheet: DB Platinum CrUSDiv

Fund information

Fund name
DB Platinum Croci US Dividends R1CU USD
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager(s)
State Street Global Advisors
since 02/11/2012
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the United States, selected using the CROCI US Dividends Strategy (Strategy). The Strategy selects shares on the basis of an economic valuation using the Deutsche Bank CROCI®(1) methodology. The selection universe contains the 500 largest companies by market capitalisation in the United States, excluding companies from the financial sector. The Strategy may exclude shares with low liquidity and companies that do not pass a series of dividend sustainability screens based on cash returns, financial leverage and volatility; and stocks paying zero dividends and those with a below average dividend yield. The Strategy then selects the forty companies with the lowest positive CROCI economic priceearnings ratio (CROCI Ratio) from the remaining selection universe. The CROCI methodology enables the comparison of company valuations across sectors and regions on an equal basis by making certain 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 and weighted equally upon each rebalancing .The Strategy has a selection buffer, which will prevent the replacement of an existing share unless its CROCI Ratio is sufficiently higher than that of the proposed replacement share.
Benchmark
S&P High Yield Aristocrats Index
Investment style
Concentrated
Investment method
Shares

Quick stats

1 Year return

21.68 %

1 Year rank in sector

49/205

Sector

FO Equity - USA

Yield
-
Fund size

£ 172.5 m

FE Risk score

114

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    100%
  • Health Care
    21.03%
  • Industrials
    19.81%
  • Consumer Discretionary
    19.19%
  • Information Technology
    12.29%
  • Consumer Staples
    11.99%
  • US Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.17 %10.04 %22.13 %43.5 %0 %
Sector2.64 %7.85 %18.14 %34.43 %72.51 %
Rank within sector138 / 21782 / 21349 / 20554 / 175 /
Quartile th3 rd2 nd1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund15.02 %16.92 %-3.73 %9.56 %35.22 %
Sector12.41 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector73 / 20938 / 194131 / 178101 / 16634 / 148
Quartile th2 nd1 st3 rd3 rd1 st

Risk statistics

Alpha3
Beta0.91
Sharpe0.61
Volatility10.7
Tracking error4.77
Information ratio0.48
R-Squared0.82

Price movement

52 week high190.88
52 week low155.17
Current bid price0
Current offer price0
Current mid price190.88

Holdings by region

  • 100% USA

Holdings by sector

  • 21.03% Health Care
  • 19.81% Industrials
  • 19.19% Consumer Discretionary
  • 12.29% Information Technology
  • 11.99% Consumer Staples
  • 7.85% Materials
  • 5.27% Utilities
  • 2.57% Energy

Holdings by asset type

  • 100% US Equities

Individual holdings

  • 2.94% DARDEN RESTAURANTS INC
  • 2.91% COACH INC
  • 2.77% WAL-MART STORES INC
  • 2.76% CARNIVAL CORP
  • 2.76% KLA TENCOR CORP
  • 2.69% DTE ENERGY CO
  • 2.67% NEXTERA ENERGY INC
  • 2.66% MICROSOFT CORP
  • 2.66% UNITED TECHNOLOGIES CORP
  • 2.65% HASBRO INC