Fact sheet: DB Platinum IVClntEqStrt

Fund information

Fund name
DB Platinum IV Clinton Equity Strategies R1C-U USD
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager
Clinton Group, Inc
since 30/04/2015
Fund objective
DB Platinum IV Clinton Equity Strategies (the “Fund”) is an open-ended UCITS compliant fund that seeks capital appreciation while minimizing risks so as to achieve a higher return. The Investment Manager of the Fund is Clinton Group, Inc. (“Clinton”). To achieve this objective, the Investment Manager will follow a systematic quantitative trading strategy that attempts to exploit pricing opportunities in equity markets based on the forecasts of its proprietary quantitative equity strategy models. Using the results produced by these models, the Investment Manager will buy shares or enter financial contracts (derivatives) in order to take long or short positions. The Fund invests generally in publicly-traded shares on a global basis, with a focus on the U.S., Canada, Europe, Asia Pacific, South Africa and Brazil. The models and computer based-programmes used by the Investment Manager seek to exploit fundamental and price history factors to maximise returns for the Fund while minimising risk, where possible. The Investment Manager seeks to generate returns primarily from individual security selection (”alpha”) as opposed to overall market exposure (”beta”). Depending on market environments and subject to the investment restrictions, the Fund may, at the discretion of the Investment Manager, employ leverage in the construction of its portfolio. The gross leverage is not expected to exceed 1000% of the value of the Fund.
Benchmark
HFRX EH: Equity Market Neutral Index (HFRXEMN Index)
Investment style
Market Neutral Quant Based
Investment method
Equity

Quick stats

1 Year return

-13.77 %

1 Year rank in sector

132/132

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 81.6 m

FE Risk score

123

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Cyclical Consumer Goods
    24.53%
  • Industrials
    15.26%
  • Utilities
    9.66%
  • Financials
    7.72%
  • Basic Materials
    4.68%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.88 %-3.93 %-13.77 %0 %0 %
Sector0.74 %2.89 %4.71 %5.82 %17.15 %
Rank within sector50 / 135136 / 143132 / 132 / /
Quartile th2 nd4 th4 th th th

Calendar performance

YTD-20172016201520142013
Fund-3.42 %-13.7 %0 %0 %0 %
Sector4.67 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector128 / 138106 / 110 / / /
Quartile th4 th4 th th th th

Price movement

52 week high10546.09
52 week low8380.07
Current bid price0
Current offer price0
Current mid price8955.09

Holdings by region

-

Holdings by sector

  • 24.53% Cyclical Consumer Goods
  • 15.26% Industrials
  • 9.66% Utilities
  • 7.72% Financials
  • 4.68% Basic Materials
  • 2.12% Others
  • 1.88% Technology
  • 1.55% Consumer Discretionary
  • -0.67% Energy
  • -0.83% Non-Cyclical Consumer Goods

Holdings by asset type

-

Individual holdings

-