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Mandat 04
Deutsche Credit
Represents a private-credit allocation to the Deutsche Credit (DCCP) fund, which structures and arranges senior secured loans for European mid-market and private-equity-owned companies across DACH, BeNeLux and the Nordics. The demo composition mirrors that first-lien, floating-rate exposure through listed credit proxies.
Demo-Publisher

Deutsche Credit (DCCP) Demo

Rebalance

Quartalsweise

Asset-Universum

European senior secured direct lending via the DCCP fund; demo mirrored through listed credit proxies (ICP, TKO, ARCC, BXSL)

Thesis
Warum jetzt

Bank retrenchment from mid-market lending has moved financing toward direct-lending funds, and floating-rate senior secured loans have carried elevated all-in yields through the higher-rate regime.

Katalysatoren
  • Base-rate moves flowing through floating-rate coupons
  • New originations and repayments changing the loan book
  • Credit conditions and default rates in the European mid-market
Hauptrisiken
  • Direct lending is illiquid and marked infrequently — the listed proxy is an approximation
  • Credit and default risk concentrated in mid-market borrowers
  • Spread compression as capital crowds into private credit
Performance · illustrativ

+37.1%

vs Morningstar European Leveraged Loan Index +49.0%

Deutsche CreditMorningstar European Leveraged Loan Index

Demo-Serie · illustrativ

Renditen

Seit Auflage

+37.1%

Annualisiert p.a.

+11.4%

Yr 1
+19.5%
Yr 2
+4.3%
Yr 3
+10.0%
Risiko · illustrativ
1
2
3
4
5
6
7
Geringeres RisikoHöheres Risiko

Volatilität p.a.

8.8%

Sharpe

1.28

Max. Drawdown

-6.1%

7 Mt

Erholung

2 Mt

Zusammensetzung · Demo
ICP
30%
TKO
25%
ARCC
25%
BXSL
20%

Top 4 = 100% des Korbs

Nach Sektor

Private Credit 100%

Nach Region

US 45%
United Kingdom 30%
France 25%
Faktor-Noten
MomentumB
Trend-KonsistenzB
Drawdown-ResilienzA

Aus der Demo-Serie berechnet — deskriptiv, keine Empfehlung.

Methodik & Datenquellen
Autopilot-Analog

Private-credit fund allocation (Stratify original — Deutsche Credit / DCCP partner)

Refresh

Quarterly (fund NAV cadence)

Datenquellen
  • Deutsche Credit Capital Partners (DCCP) fund reporting
  • Public market data for listed credit proxies (direct lenders, BDCs)
Disclosure-Lag

Private-credit NAV reported with a fund-reporting lag

Grenzen

Private direct-lending fund mirrored via listed credit proxies — an approximation, not the fund NAV. Demo weights until live DCCP reporting. Not investment advice.

Alle hier gezeigten Zahlen sind illustrativ und aus indexierten Demo-Serien abgeleitet — keine Erfolgsbilanz. Stratify befindet sich in der pre-license phase. Stratify Signals ist eine Research-Publikation — keine Anlageberatung, kein Angebot zum Kauf oder Verkauf von Wertpapieren.