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(s)
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

13.93 %

1 Year rank in sector

22/131

Sector

FO Hedge/Stru Prod - Equity

Yield
-
Fund size

£ 14.8 m

FE Risk score

87

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • China
    2.05%
  • Japan
    1.31%
  • Saudi Arabia
    0.35%
  • Singapore
    0.23%
  • Russia
    0.22%
  • Industrials
    25.22%
  • Cyclical Consumer Goods
    20.97%
  • Financials
    16.54%
  • Non-Cyclical Consumer Goods
    12.16%
  • Technology
    8.23%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund1.58 %1.39 %13.93 %0 %0 %
Sector1.42 %3.65 %6.48 %7.73 %17.42 %
Rank within sector51 / 13987 / 14222 / 131 / /
Quartile th2 nd3 rd1 st th th

Calendar performance

YTD-20182017201620152014
Fund0.41 %15.63 %-8.07 %0 %0 %
Sector1.01 %6.17 %-1.99 %2.66 %2.51 %
Rank within sector83 / 13120 / 13089 / 101 / /
Quartile th3 rd1 st4 th th th

Price movement

52 week high117.04
52 week low99.45
Current bid price0
Current offer price0
Current mid price113.65

Holdings by region

  • 2.05% China
  • 1.31% Japan
  • 0.35% Saudi Arabia
  • 0.23% Singapore
  • 0.22% Russia
  • 0.1% Cambodia
  • 0.04% Malaysia
  • 0.03% Bahamas
  • 0.03% Netherlands
  • 0.03% Sweden

Holdings by sector

  • 25.22% Industrials
  • 20.97% Cyclical Consumer Goods
  • 16.54% Financials
  • 12.16% Non-Cyclical Consumer Goods
  • 8.23% Technology
  • 8.02% Basic Materials
  • 5.13% Communications
  • 1.98% Utilities
  • 1.34% Energy
  • 0.41% Others

Holdings by asset type

-

Individual holdings

  • 1.57% SANKYO CO
  • 1.21% SUMITOMO MITSUI FINANCIAL GROUP INC
  • 0.99% SOJITZ CORP
  • 0.93% NAVER CORP
  • 0.88% DCM HLDGS CO LTD
  • 0.87% SHIONOGI & CO
  • 0.85% CHINA DEVELOPMENT FINANCIAL HLDGS
  • 0.85% HOYA CORP
  • 0.83% MITSUBISHI CORP
  • 0.82% TOYOTA MOTOR CORP