FMG FundsFirst Mercantile Capital Group
Russian Federation First Mercantile Fund
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Performance
PerformancePerformance

23 July, 2010

ClassRFFMF NAVMSCI Russia IndexMSCI World Index
Class A$47.85776.37287.12
Class A Euro €14.91
Class B$29.12
Class C$92.16


 RFFMFMSCI Russia IndexMSCI World Index
Last Week3.68%4.57%2.43%
Last Month2.90%6.24%3.31%
Last 3 Months-8.21%-10.39%-8.41%
Last 6 Months-1.62%-5.33%-2.44%
Last 12 Months44.34%27.65%9.80%
Last 18 Months171.41%136.09%40.63%
Last 24 Months-27.04%-36.77%-16.47%
Last 36 Months-37.44%-40.70%-30.31%
Last 60 Months45.00%35.36%-0.65%


 RFFMFMSCI Russia IndexMSCI World Index
2010 (YTD)0.42%-2.38%-4.11%
2009114.45%96.47%35.44%
2008-72.94%-73.68%-45.36%
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 Inception2522.18%825.24%68.29%


 RFFMFMSCI Russia IndexMSCI World Index
Compounded Annual Return24.25016.10%3.55%
Average Monthly Return3.05%2.61%0.41%
Cumulative Return2522.05%825.21%68.34%
Largest Montly Gain52.40%61.14%10.99%
Largest Monthly Loss-61.54%-60.57%-24.18%
% of Positive Months64.25%56.98%60.89%


 RFFMFMSCI Russia IndexMSCI World Index
Annualized Standard Deviation52.87%56.36%16.40%
Annualized Sharpe Ratio (1.3%)0.670.530.22
Downside Deviation (0%)38.48%37.12%13.74%
Max Drawdown-94.18%-91.78%-55.59%
Months In Maximum Drawdown161216
Months To Recover62640


 MSCI Russia IndexMSCI World Index
Alpha1.152.44
Beta0.731.52
Correlation0.780.47
R-Squared0.610.22


Performance Graph

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Sector Allocation 
Oil & Gas57.64%
Banking20.10%
Metals8.72%
TMT8.54%
Real Estate Dev.3.66%
Cash0.17%
Chemicals0.82%
Aerospace0.32%
Food Processing0.03%


Asset Allocation 
ADR45.25%
Equity Local43.33%
GDR11.25%
Cash0.17%


 

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