Performance
/performance/

27 August, 2010

ClassRFFMF NAVMSCI Russia IndexMSCI World Index
Class A$46.41755.69280.97
Class A Euro €14.40
Class B$28.24
Class C$89.36


 RFFMFMSCI Russia IndexMSCI World Index
Last Week-0.83%-0.93%-0.61%
Last Month-3.25%-3.88%-3.03%
Last 3 Months4.22%3.15%1.46%
Last 6 Months2.11%-2.07%-2.95%
Last 12 Months30.51%17.95%1.27%
Last 18 Months148.31%117.28%50.11%
Last 24 Months-17.01%-29.37%-16.78%
Last 36 Months-31.21%-35.64%-27.55%
Last 60 Months23.30%15.34%-3.06%


 RFFMFMSCI Russia IndexMSCI World Index
2010 (YTD)-2.60%-4.98%-6.17%
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 Inception2443.27%800.60%64.69%


 RFFMFMSCI Russia IndexMSCI World Index
Compounded Annual Return24.08%15.78%3.38%
Average Monthly Return3.02%2.58%0.39%
Cumulative Return2443.20%800.57%64.73%
Largest Montly Gain52.40%61.14%10.99%
Largest Monthly Loss-61.54%-60.57%-24.18%
% of Positive Months63.89%56.67%60.56%


 RFFMFMSCI Russia IndexMSCI World Index
Annualized Standard Deviation52.73%56.23%16.40%
Annualized Sharpe Ratio (1.3%)0.660.530.21
Downside Deviation (0%)38.32%36.98%13.65%
Max Drawdown-94.18%-91.78%-55.59%
Months In Maximum Drawdown161216
Months To Recover62640


 MSCI Russia IndexMSCI World Index
Alpha1.142.43
Beta0.731.52
Correlation0.780.47
R-Squared0.610.22


Performance Graph

Graph
Select period 

 

 

Sector Allocation 
Oil & Gas55.32%
Banking19.21%
Metals9.19%
TMT7.91%
Real Estate Dev.3.73%
Cash3.37%
Chemicals0.92%
Aerospace0.32%
Food Processing0.03%


Asset Allocation 
ADR40.67%
Equity Local45.01%
GDR10.95%
Cash3.37%


 

Top Holdings