CROCI selection methodology
CROCI selection methodology
Overview of country, regional and global CROCI indices
Large-cap selection pools excluding financials1
(S&P 500 Index, EuroSTOXX Large Index, TOPIX 100, MSCI World Index)
Rank stocks by trailing 12-month economic PIE
Select fixed number of highest-ranked stocks
CROCI Index
equal-weighted, long-only, rebalanced monthly, no cash positior02The transition
from
CROCI data to
CROCI index is
entirely
systematic,
transparent and
without
subjectivity.
CROCI indices are rebalanced on a monthly basis and are equally weighted..
— CROCI World and CROCI World ex Japan Indices are targeted to be region neutral to the MSCI World and MSCI
Kokusai Indices respectively.
— CROCI Sectors III Index selects the 10 stocks with the lowest economic P/E from each of the three global
sectors with the lowest median economic P/E.
(1) That are included in the CROCI database
(2) CROCI Global Dividends Index and CROCI US Dividends Index are rebalance on a quarterly basis.
Index returns assume reinvestment of dividends and do not reflect any fees or expenses It is not possible to invest directly in an mdex
Deutsche Assel
& Wealth Management For instituironal use only : z., ..,iewing or distribution
Investment products: No bans guarantee I Not FDIC Insured I May lose value 5
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0112240
CONFIDENTIAL SDNY_GM_00258424
EFTA01454242