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 aims to provide shareholders with capital growth from investment in a diversified portfolio of investments primarily in quoted Russian companies or other companies which operate principally in Russia.The company may also invest up to 10% of its gross assets in companies that operate or are located in former Soviet Union Republics.The Company has the ability to use borrowing to gear the portfolio within the range of 10% net cash to 15% geared in normal market conditions.
Benchmark
RTS Index
Investment style
Growth
Investment method
-

Performance snapshot

Quick stats

1 Year return

20.75 %

1 Year rank in sector

1/1

Sector

IT Country Specialists Europe

Yield

2.8689

Fund size

£ 255.0 m

FE Risk score

169

NAV

577.8

Discount/Premium

+-16.1907

Gearing

101

Top in sector

Holdings snapshot

  • Russia
    97.5%
  • Money Market
    2.5%
  • Energy
    37.8%
  • Financials
    21.2%
  • Materials
    16.8%
  • Consumer Staples
    10.7%
  • Real Estate
    3.9%
  • Russian Equities
    97.5%
  • Money Market
    2.5%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund4.25 %-1.12 %20.75 %35.38 %10.69 %
Sector4.25 %-1.12 %20.75 %20.35 %53.78 %
Rank within sector1 / 11 / 11 / 11 / 11 / 1
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund-6.42 %87.48 %12.37 %-46.6 %3.73 %
Sector-6.42 %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

Alpha5.34
Beta0.67
Sharpe0.24
Volatility25.49
Tracking error18.96
Information ratio0.12
R-Squared0.54

Price movement

52 week high563
52 week low413
Current bid price481
Current offer price487.5
Current mid price484.25

Holdings by region

  • 97.5% Russia
  • 2.5% Money Market

Holdings by sector

  • 37.8% Energy
  • 21.2% Financials
  • 16.8% Materials
  • 10.7% Consumer Staples
  • 3.9% Real Estate
  • 2.8% Information Technology
  • 2.5% Others
  • 2.3% Health Care
  • 1.2% Consumer Discretionary
  • 0.8% Telecommunications Utilities

Holdings by asset type

  • 97.5% Russian Equities
  • 2.5% Money Market

Individual holdings

  • 16.7% SBERBANK OF RUSSIA
  • 13.3% GAZPROM OAO
  • 7.5% LUKOIL OAO
  • 6.9% MAGNIT PJSC
  • 5.6% MMC NORILSK NICKEL PJSC
  • 5.2% ROSNEFT OIL CO
  • 4.3% NOVATEK PAO
  • 4.2% TATNEFT PJSC
  • 3.2% ALROSA ZAO
  • 2.7% POLYUS GOLD PLC