The document outlines the methodology for selecting and managing CROCI indices, including selection pools, ranking, and rebalancing processes. It details the systematic and transparent transition from CROCI data to indices, emphasizing equal weighting and monthly rebalancing. Specific indices like CROCI World, CROCI World ex Japan, and CROCI Sectors III are discussed, along with their regional neutrality and sector selection criteria.
doj/DataSet10/EFTA01453690.pdf
{"title":"CROCI Selection Methodology","document_type":"tabular","document_subtype":"methodology","key_organizations":["Deutsche Asset & Wealth Management"],"reference_numbers":["DB-SDNY-0111461","SDNY_GM_00257645","EFTA01453690"]}