Fact sheet: DB Platinum IV Croci Eur

Fund information

Fund name
DB Platinum IV Croci Euro R1C B EUR
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager(s)
State Street Global Advisors
since 17/11/2006
Fund objective
The aim of the Fund is to invest in a portfolio of shares issued by large companies in the Eurozone, selected using the CROCI Euro 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 100 largest companies by market capitalisation in the Eurozone, excluding companies from the financial sector. The Strategy selects the thirty 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
Euro Stoxx 50 Index TR
Investment style
None
Investment method
Shares

Quick stats

1 Year return

20.55 %

1 Year rank in sector

10/94

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 512.9 m

FE Risk score

126

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    44.12%
  • Germany
    29.99%
  • Netherlands
    10.6%
  • Ireland
    6.24%
  • Belgium
    3.39%
  • Materials
    20.66%
  • Consumer Discretionary
    17.64%
  • Consumer Staples
    17.1%
  • Industrials
    16.63%
  • Health Care
    15.7%
  • French Equities
    44.12%
  • German Equities
    29.99%
  • Dutch Equities
    10.6%
  • Irish Equities
    6.24%
  • Belgian Equities
    3.39%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.64 %7.07 %19.95 %45.34 %87.8 %
Sector3.12 %4.46 %14.91 %37.05 %70.6 %
Rank within sector59 / 9714 / 9710 / 9419 / 8212 / 68
Quartile th3 rd1 st1 st1 st1 st

Calendar performance

YTD-20182017201620152014
Fund2.81 %18.02 %8.56 %11.73 %7.49 %
Sector2.92 %13.47 %4.14 %12.69 %3.54 %
Rank within sector63 / 9614 / 9422 / 8740 / 805 / 76
Quartile th3 rd1 st2 nd2 nd1 st

Risk statistics

Alpha2.09
Beta1.06
Sharpe0.67
Volatility13.78
Tracking error5.3
Information ratio0.46
R-Squared0.85

Price movement

52 week high182.2
52 week low147.61
Current bid price0
Current offer price0
Current mid price180.64

Holdings by region

  • 44.12% France
  • 29.99% Germany
  • 10.6% Netherlands
  • 6.24% Ireland
  • 3.39% Belgium
  • 3.08% Spain
  • 2.58% Finland

Holdings by sector

  • 20.66% Materials
  • 17.64% Consumer Discretionary
  • 17.1% Consumer Staples
  • 16.63% Industrials
  • 15.7% Health Care
  • 6.39% Utilities
  • 5.88% Information Technology

Holdings by asset type

  • 44.12% French Equities
  • 29.99% German Equities
  • 10.6% Dutch Equities
  • 6.24% Irish Equities
  • 3.39% Belgian Equities
  • 3.08% Spanish Equities
  • 2.58% Finnish Equities

Individual holdings

  • 4.15% ARCELORMITTAL SA
  • 4% E.ON SE
  • 3.66% DEUTSCHE POST AG
  • 3.62% KERING SA
  • 3.51% Safran SA ORD
  • 3.5% GDF SUEZ (EUR)
  • 3.44% AKZO NOBEL NV
  • 3.44% KONINKLIJKE PHILIPS NV
  • 3.42% CAPGEMINI SE
  • 3.41% VEOLIA ENVIRONNEMENT