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

1.32 %

1 Year rank in sector

264/274

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 18.3 m

FE Risk score

104

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Money Market
    42.07%
  • Russia
    40.36%
  • USA
    9.13%
  • Ukraine
    8.44%
  • Money Market
    42.07%
  • Energy
    32.29%
  • Exchange Traded Funds (ETF)
    9.13%
  • Consumer Staples
    8.44%
  • Telecommunications Utilities
    4.84%
  • International Equities
    48.8%
  • Money Market
    42.07%
  • Exchange Traded Funds (ETF)
    9.13%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.41 %-1.32 %1.32 %0.51 %-3.17 %
Sector0.48 %10.52 %15.83 %4.38 %18.25 %
Rank within sector227 / 290271 / 282264 / 274168 / 230163 / 173
Quartile th4 th4 th4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund-1.27 %7.43 %12.01 %-21.75 %-3.04 %
Sector19.43 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector277 / 280162 / 2611 / 236209 / 212118 / 184
Quartile th4 th3 rd1 st4 th3 rd

Risk statistics

Alpha-0.81
Beta0.63
Sharpe-0.01
Volatility14.69
Tracking error13.05
Information ratio-0.14
R-Squared0.34

Price movement

52 week high10.0574
52 week low9.5783
Current bid price0
Current offer price0
Current mid price9.79

Holdings by region

  • 42.07% Money Market
  • 40.36% Russia
  • 9.13% USA
  • 8.44% Ukraine

Holdings by sector

  • 42.07% Money Market
  • 32.29% Energy
  • 9.13% Exchange Traded Funds (ETF)
  • 8.44% Consumer Staples
  • 4.84% Telecommunications Utilities
  • 1.98% Financials
  • 1.25% Materials

Holdings by asset type

  • 48.8% International Equities
  • 42.07% Money Market
  • 9.13% Exchange Traded Funds (ETF)

Individual holdings

  • 11.91% GAZPROM OAO
  • 10.25% LUKOIL PJSC
  • 9.13% PROSHARES TRUST SHORT MSCI EMERGING MKT FD
  • 6.05% ASTARTA HOLDING NV
  • 5.87% ROSNEFT OIL CO
  • 2.45% SISTEMA PJSFC
  • 2.39% KERNEL HLDG SA
  • 2.39% MOBILE TELESYSTEMS PJSC
  • 2.14% NOVATEK PAO
  • 2.12% SURGUTNEFTEGAZ