Fact sheet: JPM Russian Securities plc

Fund information

Fund name
JP Morgan Russian Securities plc
Fund company manager
JP Morgan Asset Management UK
Fund type
ITR
Fund manager
Oleg Biryulyov
since 01/01/2002
Fund objective
The Company Company aims to provide provide shareholders shareholders with capital capital growth from investment investment in a diversified diversified portfolio portfolio of investments investments primarily primarily in quoted Russian Russian companies companies or other companies companies which operate operate principally principally in Russia. Russia. The company company may also invest up to 10% of its gross assets in companies companies that operate operate or are located located in former Soviet Union Republics. Republics. The Company Company has the ability ability to use borrowing borrowing to gear the portfolio portfolio within the range of 10% net cash to 15% geared in normal market conditions.
Benchmark
MSCI 10/40 Russian Equity Indices Idx
Investment style
Growth
Investment method
-

Performance snapshot

Quick stats

1 Year return

45.54 %

1 Year rank in sector

1/1

Sector

IT Country Specialists Europe

Yield

2.9481

Fund size

£ 248.5 m

FE Risk score

172

NAV

568.53

Discount/Premium

+-16.4732

Gearing

100

Top in sector

Holdings snapshot

  • Russia
    100%
  • Energy
    41.7%
  • Financials
    20.2%
  • Materials
    15.4%
  • Consumer Staples
    11.2%
  • Consumer Discretionary
    4%
  • Russian Equities
    100%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-1.14 %1.55 %45.54 %22.02 %22.17 %
Sector-1.14 %1.55 %45.54 %21.03 %45.95 %
Rank within sector1 / 11 / 11 / 11 / 11 / 1
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-8.24 %87.48 %12.37 %-46.6 %3.73 %
Sector-8.24 %87.49 %-12.43 %-31.62 %40.33 %
Rank within sector1 / 11 / 11 / 11 / 11 / 1
Quartile th th th th th th

Risk statistics

Alpha5.52
Beta0.7
Sharpe0.29
Volatility27.35
Tracking error19.58
Information ratio0.09
R-Squared0.56

Price movement

52 week high563
52 week low337
Current bid price473.75
Current offer price476
Current mid price474.875

Holdings by region

  • 100% Russia

Holdings by sector

  • 41.7% Energy
  • 20.2% Financials
  • 15.4% Materials
  • 11.2% Consumer Staples
  • 4% Consumer Discretionary
  • 2.5% Information Technology
  • 2.4% Telecommunications Utilities
  • 2.2% Health Care
  • 0.4% Industrials

Holdings by asset type

  • 100% Russian Equities

Individual holdings

  • 15.9% SBERBANK OF RUSSIA
  • 15% GAZPROM OAO
  • 8.3% LUKOIL OAO
  • 7.1% MAGNIT PJSC
  • 5.7% ROSNEFT OIL CO
  • 5% MMC NORILSK NICKEL PJSC
  • 4.9% NOVATEK PAO
  • 4.2% TATNEFTEPROM
  • 3.7% ALROSA ZAO
  • 2.7% MOSCOW EXCHANGE MICEX OJSC