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

6.52 %

1 Year rank in sector

264/273

Sector

FO Equity - Emerging Markets

Yield
-
Fund size

£ 19.5 m

FE Risk score

105

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • Russia
    89.06%
  • Ukraine
    8.69%
  • Money Market
    2.25%
  • Energy
    70.87%
  • Consumer Staples
    8.69%
  • Telecommunications Utilities
    5.46%
  • Materials
    4.3%
  • Financials
    4.24%
  • International Equities
    97.75%
  • Money Market
    2.25%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.19 %3.73 %6.52 %16.8 %-3.02 %
Sector1.69 %13.37 %21.37 %15.7 %21.43 %
Rank within sector258 / 290256 / 279264 / 273158 / 227164 / 173
Quartile th4 th4 th4 th3 rd4 th

Calendar performance

YTD-20172016201520142013
Fund3.77 %7.43 %12.01 %-21.75 %-3.04 %
Sector25.23 %10.7 %-14.35 %-1.42 %-0.73 %
Rank within sector273 / 278159 / 2571 / 231208 / 211116 / 182
Quartile th4 th3 rd1 st4 th3 rd

Risk statistics

Alpha2.28
Beta0.63
Sharpe0.03
Volatility14.74
Tracking error13.08
Information ratio0.05
R-Squared0.33

Price movement

52 week high10.4
52 week low9.5783
Current bid price0
Current offer price0
Current mid price10.29

Holdings by region

  • 89.06% Russia
  • 8.69% Ukraine
  • 2.25% Money Market

Holdings by sector

  • 70.87% Energy
  • 8.69% Consumer Staples
  • 5.46% Telecommunications Utilities
  • 4.3% Materials
  • 4.24% Financials
  • 4.19% Information Technology
  • 2.25% Money Market

Holdings by asset type

  • 97.75% International Equities
  • 2.25% Money Market

Individual holdings

  • 13.96% NOVATEK PAO
  • 13.94% GAZPROM OAO
  • 10.68% SURGUTNEFTEGAZ
  • 10.42% LUKOIL PJSC
  • 10.17% ROSNEFT OIL CO
  • 7.31% SURGUTNEFTEGAZ
  • 6.34% ASTARTA HOLDING NV
  • 5.46% MOBILE TELESYSTEMS PJSC
  • 4.24% VTB BANK(PJSC)
  • 3.28% TATNEFT PJSC