Fact sheet: DB Platinum Croci World

Fund information

Fund name
DB Platinum Croci World R1C E EUR
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager(s)
State Street Global Advisors
since 14/12/2007
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 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, excluding companies from the financial sector. The Strategy selects the 100 companies with the lowest positive CROCI economic price-earnings ratio (CROCI Ratio) from the 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 (March, June, September, December) 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
MSCI Daily TR NET World
Investment style
None
Investment method
Shares

Quick stats

1 Year return

8.95 %

1 Year rank in sector

414/484

Sector

FO Equity - International

Yield
-
Fund size

£ 81.4 m

FE Risk score

109

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    61.33%
  • Japan
    9%
  • Others
    6.94%
  • UK
    5.97%
  • Germany
    4.9%
  • Consumer Discretionary
    21.62%
  • Health Care
    20.71%
  • Information Technology
    18.4%
  • Industrials
    11.09%
  • Materials
    10.31%
  • US Equities
    61.33%
  • Japanese Equities
    9%
  • International Equities
    6.94%
  • UK Equities
    5.97%
  • German Equities
    4.9%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.62 %0.12 %8.95 %20 %79.16 %
Sector-0.29 %4.31 %16.44 %23.8 %66.03 %
Rank within sector431 / 505433 / 504414 / 484252 / 38498 / 290
Quartile th4 th4 th4 th3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund5.21 %10.03 %0.64 %21.43 %22.37 %
Sector12.98 %7.94 %0.71 %5.96 %21.26 %
Rank within sector418 / 494138 / 448223 / 39616 / 347155 / 302
Quartile th4 th2 nd3 rd1 st3 rd

Risk statistics

Alpha-1.65
Beta1.21
Sharpe0.31
Volatility13.02
Tracking error7.04
Information ratio-0.05
R-Squared0.73

Price movement

52 week high188.05
52 week low166.23
Current bid price0
Current offer price0
Current mid price181.24

Holdings by region

  • 61.33% USA
  • 9% Japan
  • 6.94% Others
  • 5.97% UK
  • 4.9% Germany
  • 3.02% France
  • 2.91% Australia
  • 2.87% Switzerland
  • 2.06% Netherlands
  • 1% Canada

Holdings by sector

  • 21.62% Consumer Discretionary
  • 20.71% Health Care
  • 18.4% Information Technology
  • 11.09% Industrials
  • 10.31% Materials
  • 8.79% Consumer Staples
  • 5.04% Utilities
  • 2.09% Energy
  • 1.95% Telecommunications Utilities

Holdings by asset type

  • 61.33% US Equities
  • 9% Japanese Equities
  • 6.94% International Equities
  • 5.97% UK Equities
  • 4.9% German Equities
  • 3.02% French Equities
  • 2.91% Australian Equities
  • 2.87% Swiss Equities
  • 2.06% Dutch Equities
  • 1% Canadian Equities

Individual holdings

  • 1.26% KERING SA
  • 1.23% LAM RESEARCH CORP
  • 1.23% NOVO NORDISK A/S
  • 1.16% APPLIED MATERIALS INC
  • 1.14% BAYER AG
  • 1.14% COACH INC
  • 1.14% SAFRAN S.A.
  • 1.13% VESTAS WIND SYSTEMS
  • 1.11% IBERDROLA SA
  • 1.1% COGNIZANT TECHNOLOGY SOLUTIONS CORP