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
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
Investment style
None
Investment method
Shares

Quick stats

1 Year return

17.23 %

1 Year rank in sector

69/98

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 336.4 m

FE Risk score

125

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    43.62%
  • Germany
    33.06%
  • Netherlands
    10.1%
  • Ireland
    6.71%
  • Belgium
    3.26%
  • Industrials
    20.26%
  • Materials
    20.25%
  • Health Care
    16.43%
  • Consumer Discretionary
    13.36%
  • Utilities
    13.25%
  • French Equities
    43.62%
  • German Equities
    33.06%
  • Dutch Equities
    10.1%
  • Irish Equities
    6.71%
  • Belgian Equities
    3.26%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-3.82 %9.75 %17.33 %37.43 %90.92 %
Sector-1.28 %9.05 %19.32 %30.12 %88.25 %
Rank within sector99 / 10037 / 9869 / 9822 / 8530 / 73
Quartile th4 th2 nd3 rd2 nd2 nd

Calendar performance

YTD-20172016201520142013
Fund11.1 %8.56 %11.73 %7.49 %20.63 %
Sector10.95 %4.14 %12.69 %3.54 %23.24 %
Rank within sector41 / 9823 / 9144 / 859 / 8257 / 74
Quartile th2 nd2 nd3 rd1 st4 th

Risk statistics

Alpha1.32
Beta1.07
Sharpe0.47
Volatility14.23
Tracking error5.14
Information ratio0.33
R-Squared0.87

Price movement

52 week high171.98
52 week low138.08
Current bid price0
Current offer price0
Current mid price165.41

Holdings by region

  • 43.62% France
  • 33.06% Germany
  • 10.1% Netherlands
  • 6.71% Ireland
  • 3.26% Belgium
  • 3.25% Spain

Holdings by sector

  • 20.26% Industrials
  • 20.25% Materials
  • 16.43% Health Care
  • 13.36% Consumer Discretionary
  • 13.25% Utilities
  • 13.11% Consumer Staples
  • 3.34% Information Technology

Holdings by asset type

  • 43.62% French Equities
  • 33.06% German Equities
  • 10.1% Dutch Equities
  • 6.71% Irish Equities
  • 3.26% Belgian Equities
  • 3.25% Spanish Equities

Individual holdings

  • 3.6% BAYER AG
  • 3.56% UCB S.A.
  • 3.53% E.ON SE
  • 3.51% MERCK KGAA
  • 3.51% SIEMENS AG
  • 3.49% IBERDROLA SA
  • 3.46% HENKEL AG & CO KGAA NON.V PRF NPV
  • 3.46% KERING SA
  • 3.45% PERNOD-RICARD
  • 3.43% DSM NV