Fact sheet: DB Platinum IV Croci US

Fund information

Fund name
DB Platinum IV Croci US 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 United States, selected using the CROCI US 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 500 largest companies by market capitalisation in the United States, excluding companies from the financial sector. The Strategy selects the forty 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
S&P 500
Investment style
None
Investment method
Shares

Quick stats

1 Year return

17.21 %

1 Year rank in sector

124/206

Sector

FO Equity - USA

Yield
-
Fund size

£ 471.5 m

FE Risk score

134

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    100%
  • Consumer Discretionary
    46.05%
  • Health Care
    24.7%
  • Information Technology
    16.74%
  • Industrials
    4.39%
  • Materials
    2.8%
  • US Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund7.01 %2.83 %17.78 %37.73 %99.63 %
Sector3.09 %8.18 %18.48 %29.3 %77.93 %
Rank within sector1 / 217194 / 214124 / 20649 / 17532 / 145
Quartile th1 st4 th3 rd2 nd1 st

Calendar performance

YTD-20172016201520142013
Fund7.56 %14.04 %1.51 %26.56 %29.87 %
Sector13.22 %8.86 %-1.57 %10.68 %31.81 %
Rank within sector170 / 20954 / 19459 / 1787 / 165104 / 147
Quartile th4 th2 nd2 nd1 st3 rd

Risk statistics

Alpha0.88
Beta1.14
Sharpe0.37
Volatility15.1
Tracking error9.08
Information ratio0.16
R-Squared0.64

Price movement

52 week high184.49
52 week low148.54
Current bid price0
Current offer price0
Current mid price182.04

Holdings by region

  • 100% USA

Holdings by sector

  • 46.05% Consumer Discretionary
  • 24.7% Health Care
  • 16.74% Information Technology
  • 4.39% Industrials
  • 2.8% Materials
  • 2.7% Energy
  • 2.62% Consumer Staples

Holdings by asset type

  • 100% US Equities

Individual holdings

  • 3.06% LAM RESEARCH CORP
  • 2.75% APPLIED MATERIALS INC
  • 2.7% KLA TENCOR CORP
  • 2.67% JUNIPER NETWORKS
  • 2.65% ORACLE CORP
  • 2.59% TYSON FOODS INC(DEL)
  • 2.58% PERRIGO CO
  • 2.53% TIME WARNER INC
  • 2.53% VIACOM INC
  • 2.49% TARGET CORP