Fact sheet: The Elbrus Fund

Fund information

Fund name
The Elbrus Fund A USD
Fund company manager
Elbrus Capital
Fund type
SIB
Fund manager
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

5.27 %

1 Year rank in sector

266/275

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 18.7 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Russia
    61.34%
  • Money Market
    31.24%
  • Ukraine
    7.42%
  • Energy
    51.2%
  • Money Market
    31.24%
  • Consumer Staples
    7.42%
  • Telecommunications Utilities
    5.65%
  • Materials
    4.49%
  • International Equities
    68.76%
  • Money Market
    31.24%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund5.23 %3.31 %5.27 %10.2 %-4.02 %
Sector1.98 %11.57 %19.18 %9.11 %18.81 %
Rank within sector14 / 293243 / 281266 / 275154 / 229163 / 172
Quartile th1 st4 th4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund3.47 %7.43 %12.01 %-21.75 %-3.04 %
Sector22.95 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector273 / 280162 / 2591 / 234208 / 211117 / 182
Quartile th4 th3 rd1 st4 th3 rd

Risk statistics

Alpha0.61
Beta0.63
Sharpe-0
Volatility14.44
Tracking error12.65
Information ratio-0.03
R-Squared0.36

Price movement

52 week high10.27
52 week low9.5783
Current bid price0
Current offer price0
Current mid price10.26

Holdings by region

  • 61.34% Russia
  • 31.24% Money Market
  • 7.42% Ukraine

Holdings by sector

  • 51.2% Energy
  • 31.24% Money Market
  • 7.42% Consumer Staples
  • 5.65% Telecommunications Utilities
  • 4.49% Materials

Holdings by asset type

  • 68.76% International Equities
  • 31.24% Money Market

Individual holdings

  • 12.75% GAZPROM OAO
  • 10.3% LUKOIL PJSC
  • 9.91% ROSNEFT OIL CO
  • 6.88% NOVATEK PAO
  • 6.88% SURGUTNEFTEGAZ
  • 6.06% ASTARTA HOLDING NV
  • 5.44% MOBILE TELESYSTEMS PJSC
  • 3.33% SURGUTNEFTEGAZ
  • 3.15% POLYUS PJSC
  • 1.36% KERNEL HLDG SA