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(s)
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. 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 selects approximately 75 companies with the lowest positive CROCI economic price-earnings ratio (CROCI Ratio) from the selection universe after removing any company that does not satisfy environmental, social and corporate governance (ESG) criteria. The Strategy may exclude from selection shares with low liquidity. 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

6.91 %

1 Year rank in sector

418/485

Sector

FO Equity - International

Yield
-
Fund size

£ 34.6 m

FE Risk score

109

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    61.06%
  • Japan
    9.48%
  • UK
    9.37%
  • Others
    5.52%
  • Germany
    5.28%
  • Consumer Discretionary
    22.64%
  • Information Technology
    18.02%
  • Health Care
    17.58%
  • Consumer Staples
    14.63%
  • Industrials
    12.15%
  • US Equities
    61.06%
  • Japanese Equities
    9.48%
  • UK Equities
    9.37%
  • International Equities
    5.52%
  • German Equities
    5.28%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.59 %3.68 %6.91 %19.05 %0 %
Sector0.98 %5.26 %15.53 %26.93 %61.31 %
Rank within sector188 / 502320 / 499418 / 485315 / 388 /
Quartile th2 nd3 rd4 th4 th th

Calendar performance

YTD-20172016201520142013
Fund8.07 %4.12 %2.08 %0 %0 %
Sector15.17 %7.94 %0.71 %5.96 %21.26 %
Rank within sector398 / 488292 / 444174 / 392 / /
Quartile th4 th3 rd2 nd th th

Risk statistics

Alpha-4.03
Beta1.27
Sharpe0.09
Volatility13.72
Tracking error7.71
Information ratio-0.32
R-Squared0.71

Price movement

52 week high120.62
52 week low108.86
Current bid price0
Current offer price0
Current mid price120.73

Holdings by region

  • 61.06% USA
  • 9.48% Japan
  • 9.37% UK
  • 5.52% Others
  • 5.28% Germany
  • 2.65% France
  • 2.65% Switzerland
  • 1.35% Canada
  • 1.35% Netherlands
  • 1.29% Australia

Holdings by sector

  • 22.64% Consumer Discretionary
  • 18.02% Information Technology
  • 17.58% Health Care
  • 14.63% Consumer Staples
  • 12.15% Industrials
  • 8.13% Materials
  • 2.78% Energy
  • 2.75% Utilities
  • 1.32% Telecommunications Utilities

Holdings by asset type

  • 61.06% US Equities
  • 9.48% Japanese Equities
  • 9.37% UK Equities
  • 5.52% International Equities
  • 5.28% German Equities
  • 2.65% French Equities
  • 2.65% Swiss Equities
  • 1.35% Canadian Equities
  • 1.35% Dutch Equities
  • 1.29% Australian Equities

Individual holdings

  • 1.55% BAYER AG
  • 1.54% MCKESSON CORP
  • 1.52% NOVO NORDISK A/S
  • 1.49% APPLIED MATERIALS INC
  • 1.49% COGNIZANT TECHNOLOGY SOLUTIONS CORP
  • 1.48% APTIV PLC
  • 1.43% ESTEE LAUDER COMPANIES INC
  • 1.43% LAM RESEARCH CORP
  • 1.43% MAGNA INTERNATIONAL INC
  • 1.42% BROADCOM LTD