Fact sheet: The Elbrus Fund

Fund information

Fund name
The Elbrus Fund A USD
Fund company manager
Elbrus Capital
Fund type
SIB
Fund manager(s)
Anton Khmelnitski
since 02/05/2006
Fund objective
The objective of the Fund is sustained long-term capital growth, primarily through investments in listed equities in emerging Central & Eastern Europe, Russia and the former Soviet Union countries. The Fund's investment approach combines bottom-up stock selection for portfolio construction with a top-down model-based proprietary overlay to actively manage portfolio exposures.
Benchmark
Russian Trading System
Investment style
Concentrated,Growth
Investment method
Shares

Quick stats

1 Year return

5.35 %

1 Year rank in sector

254/257

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 21.4 m

FE Risk score

113

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Russia
    82.61%
  • Ukraine
    10.27%
  • Money Market
    7.12%
  • Energy
    61.74%
  • Materials
    10.42%
  • Consumer Staples
    10.27%
  • Money Market
    7.12%
  • Financials
    5.39%
  • International Equities
    92.88%
  • Money Market
    7.12%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.64 %5.85 %5.35 %20.98 %-3.19 %
Sector-1.23 %7.18 %23.28 %18.82 %17.39 %
Rank within sector254 / 278173 / 267254 / 257149 / 208157 / 162
Quartile th4 th3 rd4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund4.08 %7.43 %12.01 %-21.75 %-3.04 %
Sector24.31 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector258 / 261154 / 2361 / 209189 / 190100 / 163
Quartile th4 th3 rd1 st4 th3 rd

Risk statistics

Alpha5.36
Beta0.61
Sharpe0.29
Volatility14.07
Tracking error12.63
Information ratio0.26
R-Squared0.34

Price movement

52 week high10.6
52 week low9.65
Current bid price0
Current offer price0
Current mid price10.32

Holdings by region

  • 82.61% Russia
  • 10.27% Ukraine
  • 7.12% Money Market

Holdings by sector

  • 61.74% Energy
  • 10.42% Materials
  • 10.27% Consumer Staples
  • 7.12% Money Market
  • 5.39% Financials
  • 5.06% Telecommunications Utilities

Holdings by asset type

  • 92.88% International Equities
  • 7.12% Money Market

Individual holdings

  • 12.01% LUKOIL PJSC
  • 11.71% ROSNEFT OIL CO
  • 9.41% SURGUTNEFTEGAZ
  • 9.01% GAZPROM OAO
  • 6.97% TRANSNEFT
  • 6.85% ASTARTA HOLDING NV
  • 6.31% TATNEFT PJSC
  • 5.76% POLYUS PJSC
  • 5.06% MOBILE TELESYSTEMS PJSC
  • 3.72% VTB BANK(PJSC)