Fact sheet: OMW Neptune Rus + Grtr Rus

Fund information
Fund name
OMW Neptune Russia Plus Greater Russia Pn
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund managers
  • Robin Geffensince 31/12/2004
Underlying fund
Neptune Russia & Gtr Rus
Fund objective
The OMW Neptune Russia & Greater Russia Fund invests solely in the Neptune Russia & Greater Russia Fund, a sub-fund of Neptune Investment Funds, a UK authorised open ended investment company, managed by Neptune Investment Management Ltd. The underlying fund aims to generate capital growth from investment predominantly in Russian and Greater Russian securities or securities issued by companies transacting a significant proportion of their business in Russia and Greater Russia. Investments in emerging markets tend to be volatile and are usually considered to carry a greater degree of risk than investments in established markets. This relates to dealing, settlement and custody practices, the possibility of political or economic instability, and developing legal, fiscal and regulatory structures. The underlying fund invests into a relatively small number of assets, or into individual countries or a specific market sector. Such concentrated portfolios give rise to more risk than where investments are spread across a larger number of assets, countries or market sectors. The underlying fund may be denominated in or hold assets in a currency other than Sterling. The performance of the fund may therefore rise and fall as a result of exchange rate fluctuations. The underlying fund invests in bonds or money market instruments (including deposits with banks or other financial institutions). The yield and/or value of the fund will fluctuate as interest rates change. There is a possibility of default, reducing capital values. It should be noted that the performance of the OMW fund will not match that of the underlying investment due to OMW fund charges, appropriate taxation adjustments and the OMW investment process.
Benchmark
  • MSCI Russia Large Cap
Investment style
Growth
Investment method
Shares
Quick stats
1 Year return
43.4%
1 Year rank in sector
1/514
Sector
PN Specialist
Yield
-
Fund size
£2m (£1m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
184
Bid price
69.4
Offer price
73
Top in this sector
Fund name1 Year
OMW Neptune Rus + Grtr Rus43.4%
ReAssure AL NptRu&GtrRus Pn42.9%
L&G Nep Russia&Gtr Russia Pn42.6%
Scot Eq JPM Emg Eur Eq Pn40.7%
OMW InvescoPerpetualEmgEurpn38.9%
...more in PN Specialist

Performance snapshot

Holdings snapshot

  • Russia94.2%
    USA4%
    Money Market1.8%
  • Energy25.2%
    Consumer Staples19.9%
    Financials14.4%
    Information Technology14.3%
    Materials9.8%
  • Russian Equities94.2%
    US Equities4%
    Money Market1.8%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund9.6%13%32.7%43.4%-3.7%-6.7%
Sector-0.2%-0.6%6.2%8.8%20.9%41.2%
Rank within sector1 / 5461 / 5451 / 5311 / 514372 / 386308 / 317
Quartile1st1st1st1st4th4th
Calendar performance
 YTD - 20162015201420132012
Fund55.6%8.8%-45.8%5.7%4.8%
Sector8.7%2%7.2%11%7.7%
Rank within sector1 / 51439 / 450388 / 388210 / 357245 / 318
Quartile1st1st4th3rd4th
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
-12.24
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
2.32
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
-0.02
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
28.91
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
26.5
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
-0.31
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.23
Price movement
52 week high69.4
52 week low38.3
Current bid price69.4
Current offer price73
Current mid price-
Region
1Russia94.15%
2USA4.01%
3Money Market1.83%
Industry sector
1Energy25.16%
2Consumer Staples19.9%
3Financials14.39%
4Information Technology14.25%
5Materials9.82%
6Industrials8.16%
7Telecommunications Utilities5.53%
8Money Market1.83%
9Consumer Discretionary0.96%
Asset type
1Russian Equities94.15%
2US Equities4.01%
3Money Market1.83%
Individual holdings
1X5 RETAIL GROUP N.V9.93%
2MMC NORILSK NICKEL PJSC9.82%
3SBERBANK OF RUSSIA9.73%
4NOVATEK OAO9.66%
5ROS AGRO GDR4.99%
6LUKOIL PJSC4.96%
7MAGNIT PJSC4.87%
8MOSCOW EXCHANGE MICEX OJSC4.66%
9TATNEFT PJSC4.55%
Management
Fund manager group
Skandia
Fund manager company
Old Mutual Wlth Life As Co Ltd
Fund type
Pension Fund
Fund objective
The OMW Neptune Russia & Greater Russia Fund invests solely in the Neptune Russia & Greater Russia Fund, a sub-fund of Neptune Investment Funds, a UK authorised open ended investment company, managed by Neptune Investment Management Ltd. The underlying fund aims to generate capital growth from investment predominantly in Russian and Greater Russian securities or securities issued by companies transacting a significant proportion of their business in Russia and Greater Russia. Investments in emerging markets tend to be volatile and are usually considered to carry a greater degree of risk than investments in established markets. This relates to dealing, settlement and custody practices, the possibility of political or economic instability, and developing legal, fiscal and regulatory structures. The underlying fund invests into a relatively small number of assets, or into individual countries or a specific market sector. Such concentrated portfolios give rise to more risk than where investments are spread across a larger number of assets, countries or market sectors. The underlying fund may be denominated in or hold assets in a currency other than Sterling. The performance of the fund may therefore rise and fall as a result of exchange rate fluctuations. The underlying fund invests in bonds or money market instruments (including deposits with banks or other financial institutions). The yield and/or value of the fund will fluctuate as interest rates change. There is a possibility of default, reducing capital values. It should be noted that the performance of the OMW fund will not match that of the underlying investment due to OMW fund charges, appropriate taxation adjustments and the OMW investment process.
Benchmark
  • MSCI Russia Large Cap
Investment style
Growth
Investment method
Shares
Fund managers
NameSinceBiography
Robin Geffen31/12/2004Robin founded Neptune Investment Management in May 2002 and is the architect of Neptune's real world investment approach. He graduated from Oxford University in 1979 and began his investment career at Charterhouse J Rothschild before moving onto Eagle Star, York Trust plc and then Scottish Equitable, where he set up their pooled fund business. Robin joined Orbitex Investments Limited as Chief Investment Officer in 1997 and was most recently Global CIO – Pensions before founding Neptune.
Compliance
UCITS IV Compliant
Domicile
No data available.
Fund for sale in
United Kingdom
OMW Neptune Russia Plus Greater Russia Pn
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price69.4
Offer price73
Mid price-
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNFR6
OMW Neptune Russia Plus Greater Russia SP
Initial charge-
Annual charge-
Min single investment£0
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)-
Total expense ratio (TER)1.45%
Bid price-
Offer price-
Mid price76.1
CurrencyGBX
Price updated07/12/2016
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi codeNFR7
Data provided by

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