Fact sheet: DB Platinum Croci World ESG

Fund information

Fund name
DB Platinum Croci World ESG R1D-E EUR
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager
State Street Global Advisors
since 18/07/2014
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the developed global market, selected using the CROCI World ESG Strategy (Strategy). The Strategy selects shares on the basis of an economic valuation using the Deutsche Bank CROCI®(1) methodology. In the first phase of the Strategy, the selection universe contains at least 450 of the largest companies by market capitalisation in the developed global market covered by the CROCI Group, excluding companies from the financial sector. The Strategy will then exclude from selection shares with low liquidity. Next, any companies that do not satisfy environmental, social and corporate governance (ESG) criteria will be removed. The Strategy then selects the 75 companies with the lowest positive CROCI economic price-earnings ratio (CROCI Ratio) from the remaining shares. The Strategy attempts to match specific regional weightings and also limits exposure to a single economic sector to no more than 25%. 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. This provides the source of 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 (January, April, July, October) and weighted equally upon each rebalancing. The Strategy implements a selection buffer, which prevents the replacement of 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

10.67 %

1 Year rank in sector

349/471

Sector

FO Equity - International

Yield
-
Fund size

£ 22.4 m

FE Risk score

112

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    64.16%
  • Japan
    7.66%
  • UK
    6.4%
  • Others
    5.67%
  • Germany
    4.1%
  • Consumer Discretionary
    23.8%
  • Health Care
    20.7%
  • Information Technology
    16.94%
  • Industrials
    14.76%
  • Materials
    10.62%
  • US Equities
    64.16%
  • Japanese Equities
    7.66%
  • UK Equities
    6.4%
  • International Equities
    5.67%
  • German Equities
    4.1%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.64 %3.23 %10.83 %0 %0 %
Sector0.36 %8.88 %15.12 %21.7 %64.02 %
Rank within sector347 / 500413 / 490349 / 471 / /
Quartile th3 rd4 th3 rd th th

Calendar performance

YTD-20172016201520142013
Fund3.53 %4.12 %2.08 %0 %0 %
Sector10.46 %7.94 %0.71 %5.96 %21.26 %
Rank within sector418 / 489299 / 448183 / 399 / /
Quartile th4 th3 rd2 nd th th

Price movement

52 week high119.82
52 week low100.15
Current bid price0
Current offer price0
Current mid price115.65

Holdings by region

  • 64.16% USA
  • 7.66% Japan
  • 6.4% UK
  • 5.67% Others
  • 4.1% Germany
  • 3.99% France
  • 2.64% Switzerland
  • 2.56% Australia
  • 1.46% Canada
  • 1.36% Netherlands

Holdings by sector

  • 23.8% Consumer Discretionary
  • 20.7% Health Care
  • 16.94% Information Technology
  • 14.76% Industrials
  • 10.62% Materials
  • 6.51% Utilities
  • 3.92% Consumer Staples
  • 1.42% Telecommunications Utilities
  • 1.33% Energy

Holdings by asset type

  • 64.16% US Equities
  • 7.66% Japanese Equities
  • 6.4% UK Equities
  • 5.67% International Equities
  • 4.1% German Equities
  • 3.99% French Equities
  • 2.64% Swiss Equities
  • 2.56% Australian Equities
  • 1.46% Canadian Equities
  • 1.36% Dutch Equities

Individual holdings

  • 1.53% SKYWORKS SOLUTIONS INC
  • 1.5% SIKA AG
  • 1.47% HASBRO INC
  • 1.46% GOODYEAR TIRE & RUBBER CO
  • 1.46% SOUTHWEST AIRLINES CO
  • 1.45% DR HORTON INC
  • 1.44% BROADCOM CORP
  • 1.44% CISCO SYSTEMS INC
  • 1.44% SUMITOMO ELECTRIC INDUSTRIES
  • 1.43% BRIDGESTONE CORP