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 price earnings 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

16.13 %

1 Year rank in sector

100/209

Sector

FO Equity - USA

Yield
-
Fund size

£ 177.4 m

FE Risk score

116

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    100%
  • Consumer Discretionary
    24.58%
  • Information Technology
    21.62%
  • Health Care
    21.43%
  • Industrials
    12.53%
  • Consumer Staples
    11.76%
  • US Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.75 %8.58 %16.13 %31.69 %96.83 %
Sector0.7 %6.65 %15.95 %23.74 %84.83 %
Rank within sector194 / 219105 / 216100 / 20946 / 17562 / 145
Quartile th4 th2 nd2 nd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund14.35 %16.92 %-3.73 %9.56 %35.22 %
Sector13.33 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector97 / 21138 / 195129 / 178100 / 16436 / 146
Quartile th2 nd1 st3 rd3 rd1 st

Risk statistics

Alpha2.91
Beta0.91
Sharpe0.61
Volatility10.7
Tracking error4.82
Information ratio0.45
R-Squared0.81

Price movement

52 week high193.16
52 week low162.68
Current bid price0
Current offer price0
Current mid price189.78

Holdings by region

  • 100% USA

Holdings by sector

  • 24.58% Consumer Discretionary
  • 21.62% Information Technology
  • 21.43% Health Care
  • 12.53% Industrials
  • 11.76% Consumer Staples
  • 5.33% Materials
  • 2.75% Energy

Holdings by asset type

  • 100% US Equities

Individual holdings

  • 3.13% BOEING CO
  • 2.9% GILEAD SCIENCES INC
  • 2.74% VF CORP
  • 2.68% LYONDELLBASELL INDUSTRIES NV
  • 2.66% HEWLETT-PACKARD CO
  • 2.63% PACCAR INC
  • 2.62% AMGEN INC
  • 2.58% CUMMINS INC
  • 2.58% NEXTERA ENERGY INC
  • 2.57% CARNIVAL CORP