Fact sheet: DB Platinum IVSystmcAlph

Fund information

Fund name
DB Platinum IV Systematic Alpha R1C-A EUR
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager(s)
Winton Capital Management Limited
since 30/06/2010
Fund objective
DB Platinum IV Systematic Alpha (the "Fund") is an open-ended UCITS compliant fund with Winton Capital Management Ltd (“Winton”) acting as Portfolio Manager. The Investment Strategy is a systematic trend-following strategy based on the Winton Diversified Program as adapted to comply with the UCITS regulation. The underlying investment philosophy is based on observation that markets tend to trend over the short, medium and long-term as result of “herding” behaviour by market participants. The Investment Strategy is a computer-based trading system owned and operated by Winton which is designed to provide a speculative trading of global exchange-traded futures, forwards and options markets on commodities (e.g. energies, base and precious metals and crops), equity indices, bonds, short-term interest rates and currencies. The Fund invests directly in (1) financial futures (including bonds, FX, equity, interest rates), FX forwards, ’Cash Equities Program’ (including equity swaps, CFDs and equity index futures held for hedging purposes) and other OTC derivatives (the "Direct Investments"), (2) transferable securities providing exposure to a basket of commodity futures (the "Commodity Basket"), and (3) sovereign bonds, cash or other cash equivalent securities for cash management purposes. Winton has been appointed as Portfolio Manager of the Fund and is responsible for managing the Direct Investments. Winton is also responsible for determining the composition of the Commodity Basket that is referenced by the transferable securities purchased by the Fund. State Street Global Advisors, as the Investment Manager of the Fund, is responsible for the allocation of cash to support the margin and settlement obligations in relation to the Direct Investments as well as the buying and selling of the transferable securities and for managing the surplus cash.
Benchmark
HFRX Macro: Systematic Diversified CTA Index
Investment style
Systematic Trend
Investment method
Mixed

Quick stats

1 Year return

1.9 %

1 Year rank in sector

114/153

Sector

FO Hedge/Stru Prod - Mixed

Yield
-
Fund size

£ 1.4 b

FE Risk score

112

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • International
    100%
  • International Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.52 %1.98 %1.9 %-1.56 %15.72 %
Sector0.69 %2.92 %4.81 %3.62 %10.12 %
Rank within sector85 / 15898 / 171114 / 15374 / 9937 / 76
Quartile th3 rd3 rd3 rd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund1.22 %-5.92 %-1.29 %13.33 %5.39 %
Sector4.01 %-0.53 %-0.64 %5.08 %1.38 %
Rank within sector121 / 160108 / 12658 / 10023 / 8737 / 77
Quartile th4 th4 th3 rd2 nd2 nd

Risk statistics

Alpha-2.95
Beta2.67
Sharpe-0
Volatility8.57
Tracking error7.46
Information ratio-0.14
R-Squared0.39

Price movement

52 week high11204.9
52 week low10513.26
Current bid price0
Current offer price0
Current mid price10915.76

Holdings by region

  • 100% International

Holdings by sector

-

Holdings by asset type

  • 100% International Equities

Individual holdings

-