FMG FundsFirst Mercantile Capital Group
Russian Federation First Mercantile Fund
Alterum
Home
Fund Information
Performance
PerformancePerformance

December 19, 2008

ClassRFFMF NAVMSCI Russia IndexMSCI World Index
Class A$20.87408.4225.27
Class A Euro €6.7
Class B$12.71
Class C$40.21


 RFFMFMSCI Russia IndexMSCI World Index
Last Week-5.22%-4.89%2.73%
Last Month13.05%13.82%15.04%
Last 3 Months-53.44%-53.96%-29.67%
Last 6 Months-73.73%-73.44%-37.88%
Last 12 Months-74.62%-73.50%-43.73%
Last 18 Months-70.38%-65.79%-43.54%
Last 24 Months-69.16%-66.59%-38.23%
Last 36 Months-52.55%-49.76%-27.67%
Last 60 Months-2.48%-11.43%-10.30%


 RFFMFMSCI Russia IndexMSCI World Index
2008(YTD)-74.59%-73.45%-44.33%
200719.43%23.01%10.03%
200651.12%53.71%18.78%
200577.32%69.50%8.83%
200419.91%4.07%13.30%
200342.86%70.31%31.62%
200223.39%13.87%-20.51%
2001143.69%53.17%-17.26%
20007.48%-30.38%-15.08%
1999124.78%246.19%25.00%
Since Inception1043.68%386.71%32.04%


 RFFMFMSCI Russia IndexMSCI World Index
Compounded Annual Return20.09%12.62%2.11%
Average Monthly Return2.81%2.44%0.28%
Cumulative Return1043.33%386.62%32.06%
Largest Montly Gain52.40%61.14%8.98%
Largest Monthly Loss-61.54%-60.57%-24.18%
% of Positive Months61.88%55.63%60.00%


 RFFMFMSCI Russia IndexMSCI World Index
Annualized Standard Deviation53.94%57.96%15.81%
Annualized Sharpe Ratio (1.3%)0.600.480.13
Downside Deviation (0%)39.49%38.08%13.73%
Max Drawdown-94.18%-91.78%-48.44%
Months In Maximum Drawdown161230
Months To Recover626449


 MSCI Russia IndexMSCI World Index
Alpha1.072.39
Beta0.711.50
Correlation0.770.44
R-Squared0.590.19


Performance Graph

Graph
Select period 

 

 

Sector Allocation 
Oil & Gas69.59%
Metals5.82%
Banking12.43%
TMT2.81%
Real Estate Dev.1.10%
Shipping3.35%
Chemicals1.22%
Cash3.68%


Asset Allocation 
ADR55.56%
Equity Local29.68%
GDR11.08%
Cash3.68%


 

Top Holdings
Print version   Print Version