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

13.14 %

1 Year rank in sector

248/259

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 22.1 m

FE Risk score

120

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Russia
    85.11%
  • Ukraine
    13.15%
  • Money Market
    1.74%
  • Energy
    68.15%
  • Consumer Staples
    13.15%
  • Telecommunications Utilities
    7.47%
  • Technology
    3.83%
  • Financials
    3.18%
  • International Equities
    98.26%
  • Money Market
    1.74%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund8.85 %15.16 %13.14 %33.02 %2.35 %
Sector6.36 %12.16 %28.53 %25.26 %20.98 %
Rank within sector22 / 27795 / 272248 / 259104 / 207158 / 165
Quartile th1 st2 nd4 th3 rd4 th

Calendar performance

YTD-20182017201620152014
Fund7.71 %5.99 %7.43 %12.01 %-21.75 %
Sector3.36 %28.42 %10.7 %-14.35 %-1.42 %
Rank within sector1 / 276257 / 259153 / 2341 / 207188 / 189
Quartile th1 st4 th3 rd1 st4 th

Risk statistics

Alpha4.82
Beta0.58
Sharpe0.36
Volatility13.89
Tracking error12.84
Information ratio0.12
R-Squared0.3

Price movement

52 week high11.32
52 week low9.65
Current bid price0
Current offer price0
Current mid price11.32

Holdings by region

  • 85.11% Russia
  • 13.15% Ukraine
  • 1.74% Money Market

Holdings by sector

  • 68.15% Energy
  • 13.15% Consumer Staples
  • 7.47% Telecommunications Utilities
  • 3.83% Technology
  • 3.18% Financials
  • 2.48% Materials
  • 1.74% Money Market

Holdings by asset type

  • 98.26% International Equities
  • 1.74% Money Market

Individual holdings

  • 12.53% LUKOIL PJSC
  • 12.15% ROSNEFT OIL CO
  • 10.17% NOVATEK PAO
  • 9.38% GAZPROM OAO
  • 8.96% SURGUTNEFTEGAZ
  • 8.93% TRANSNEFT
  • 8.26% ASTARTA HOLDING NV
  • 7.47% MOBILE TELESYSTEMS PJSC
  • 4.89% KERNEL HLDG SA
  • 3.83% LUXOFT HLDG INC