Fact sheet: DB Platinum MCPTrGrvPA

Fund information

Fund name
DB Platinum MCP Terra Grove Pan Asia I1C-E EUR USD
Fund company manager
Deutsche Asset Management SA
Fund type
SIB
Fund manager
Masakatsu Hayashi
since 30/09/2015
Fund objective
DB Platinum MCP Terra Grove Pan Asia (the “Fund”) is an open-ended UCITS compliant fund that seeks capital appreciation by generating consistent absolute returns with a relatively high Sharpe ratio and low drawdowns over the long term. The Investment Manager of the Fund is MCP Asset Management Company Limited (“MCP”). To achieve this objective, the Investment Manager will follow a market neutral equity long/short trading strategy based on a proven self-developed Multi-Factor Quants Model with 10-year track record that is fully quantitative and non-discretionary. The model captures markets inefficiencies in the equity markets: it calculates the expected return and the risk exposures based on multiple factors and uniquely optimizes the expected return and risk exposure of a single stock with market impact. The Fund invests predominantly in publicly-traded equities, mainly in Pan-Asian equities, including markets of Japan, Hong Kong, Korea and Taiwan, but may invest a portion of its assets globally and is not limited to any particular industry or sector. The investment universe excludes low liquidity and high credit risk stocks. The gross leverage is not expected to exceed 800% of the value of the Fund.
Benchmark
HFRX EH: Equity Market Neutral Index
Investment style
Market Neutral
Investment method
Equity

Quick stats

1 Year return

12.5 %

1 Year rank in sector

21/124

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 16.0 m

FE Risk score

76

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    1.24%
  • Japan
    0.8%
  • British Virgin Islands
    0.65%
  • Cambodia
    0.15%
  • Russia
    0.14%
  • Industrials
    25.18%
  • Cyclical Consumer Goods
    19.64%
  • Financials
    16.58%
  • Non-Cyclical Consumer Goods
    11.79%
  • Basic Materials
    9.12%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.66 %13.85 %12.5 %0 %0 %
Sector0.45 %2.43 %4.2 %5.78 %16.96 %
Rank within sector8 / 1388 / 14021 / 124 / /
Quartile th1 st1 st1 st th th

Calendar performance

YTD-20172016201520142013
Fund17.55 %-8.07 %0 %0 %0 %
Sector4 %-1.99 %2.66 %2.51 %7.13 %
Rank within sector10 / 13693 / 108 / / /
Quartile th1 st4 th th th th

Price movement

52 week high115.98
52 week low96.78
Current bid price0
Current offer price0
Current mid price115.07

Holdings by region

  • 1.24% China
  • 0.8% Japan
  • 0.65% British Virgin Islands
  • 0.15% Cambodia
  • 0.14% Russia
  • 0.12% Singapore
  • 0.06% Sweden
  • 0.03% Bahamas
  • 0% Malaysia
  • -0.04% Macau

Holdings by sector

  • 25.18% Industrials
  • 19.64% Cyclical Consumer Goods
  • 16.58% Financials
  • 11.79% Non-Cyclical Consumer Goods
  • 9.12% Basic Materials
  • 8.65% Technology
  • 4.72% Communications
  • 2.21% Utilities
  • 1.6% Energy
  • 0.51% Others

Holdings by asset type

-

Individual holdings

  • 1.45% CANON INC
  • 1.08% HITACHI ZOSEN CORP
  • 1.05% TODA CORP
  • 1.04% SUMITOMO CORP
  • 1.01% DAI NIPPON PRINTING CO
  • 0.87% MATSUI SECURITIES CO
  • 0.86% SUMITOMO FORESTRY CO
  • 0.85% WACOAL HOLDINGS CORP
  • 0.83% EBARA CORP
  • 0.82% IWATANI CORP