THE PERFORMANCE OF INVESTMENT COMPANIES IN RUSSIA calculation

8/18/2019 THE PERFORMANCE OF INVESTMENT COMPANIES IN RUSSIA calculation

1/28

Open-end Bonds funds

Sberbank – Bonds Ilia Muromets

Date Share price Monthly returns Share price Monthly returns Share price Monthly returns

5/30/2014 5!2 235"5!1 1"13!0

4/30/2014 5!"# 0!00 23510!3 0!00 15#5!"1 0!02

3/31/2014 5!"2 0!00 23"2$!0 0!00 1"041!10 -0!02

2/2$/2014 5!## -0!01 24114!# -0!02 1"42$!$1 -0!02

1/31/2014 5!5 0!00 23$"3!" 0!01 1"350!"" 0!00

12/31/2013 5!43 0!01 23455!## 0!02 1"32!02 0!00

11/2#/2013 5!0 0!01 23"0!$ -0!01 1"22!51 0!01

10/31/2013 5"!#" 0!00 2344#!00 0!01 1"2##!$" 0!00

#/30/2013 5"!4# 0!01 22"#!0 0!03 1"1#"!$ 0!01

$/30/2013 55!#5 0!01 2325"!45 -0!02 15#$$!00 0!01

/31/2013 55!0 0!00 2350#!51 -0!01 15#04!31 0!01

"/2$/2013 55!1# 0!01 232$$!10 0!01 15$$!51 0!01

5/31/2013 55!2$ 0!00 2331!30 0!00 15""!" 0!00

4/30/2013 55!3 0!00 230#!"$ 0!01 1501!$4 0!00

3/2#/2013 54!"$ 0!01 23050!4$ 0!00 1543!44 0!02

2/2$/2013 54!40 0!01 22$3#!$" 0!01 15424!4 0!00

1/31/2013 54!0 0!01 22"4!" 0!01 153"!35 0!00

12/2#/2012 53!5" 0!01 22323!20 0!02 15252!0# 0!0111/30/2012 53!24 0!01 21#$4!01 0!02 151$#!$1 0!00

10/31/2012 52!## 0!00 215#4!2" 0!02 14$#3!#$ 0!02

#/2$/2012 52!5" 0!01 21432!50 0!01 140"!12 0!01

$/31/2012 52!32 0!00 21354!#2 0!00 14"40!03 0!00

/31/2012 51!#2 0!01 21225!2# 0!01 145"#!2 0!00

"/2#/2012 51!44 0!01 20#$1!$1 0!01 143$3!5 0!01

5/31/2012 51!14 0!01 20$$3!35 0!00 142$0!51 0!01

%eser&e %aiffeisen - Bonds


2/28


'(% ) mont*l+ "!0$, "!15, "!30,

olatilit+ 1!50, 4!32, 3!4",

S*arpe %atio 2!3$ 0!$4 1!10

Beta -0!01 -0!0" 0!01

.re+nor %atio -3!1# -0!"0 5!55

ensen lfa 3!5#, 3!2, 3!#,

%eser&e %aiffeisen - Bonds


3/28

Open-end

%SIB irst Sberbank – Stoks 6obr+nia 7ikiti*

Share price Monthly returns Date Share price Monthly returns Share price Monthly returns

2301!55 5/30/2014 #540!1 "5$0!1$

22$"!5# 0!01 4/30/2014 $5"#!4 0!11 50#!$ 0!15

2300!4 -0!01 3/31/2014 $#$2!0" -0!05 5#$!25 -0!04

231#!$5 -0!01 2/2$/2014 #32$!1 -0!04 "4$4!52 -0!0$

2312!3 0!00 1/31/2014 #4#2!43 -0!02 "5"$!"# -0!01

22##!$$ 0!01 12/31/2013 #$3!1" -0!04 "$43!"# -0!04

22$$!15 0!01 11/2#/2013 #$41!3" 0!00 "#"!#$ 0!01

22$"!5" 0!00 10/31/2013 103$0!#$ -0!05 "$2!51 0!00

220!5" 0!01 #/30/2013 10134!31 0!02 ""34!#0 0!03

2250!# 0!01 $/30/2013 #5$1!04 0!0" "2$1!"3 0!0"

223"!"2 0!01 /31/2013 #24#!32 0!04 "20!24 0!00

221$!51 0!01 "/2$/2013 $$$4!10 0!04 5#1$!#$ 0!0"

2211!4$ 0!00 5/31/2013 $"""!"0 0!03 "03"!"1 -0!02

21#5!#5 0!01 4/30/2013 $#0!34 -0!03 "04!12 0!00

215!40 0!01 3/2#/2013 #"$!3$ -0!0$ "35!01 -0!05

215!2# 0!01 2/2$/2013 104"!02 -0!0 ""3!32 -0!04

2140!05 0!01 1/31/2013 1100"!43 -0!05 "$15!25 -0!02

20#$!" 0!02 12/2#/2012 10525!$2 0!05 "4$3!2 0!05205!24 0!01 11/30/2012 10502!"1 0!00 "204!23 0!05

205$!22 0!01 10/31/2012 104#!"2 -0!02 "3#"!$0 -0!03

2041!53 0!01 #/2$/2012 11210!32 -0!04 ""55!10 -0!04

202$!13 0!01 $/31/2012 113$!5" -0!02 "51#!40 0!02

2013!05 0!01 /31/2012 10$31!"4 0!05 "315!#2 0!03

1##4!$2 0!01 "/2#/2012 10"5$!#3 0!02 "105!$1 0!03

1#$5!2 0!00 5/31/2012 #12!0 0!10 5$00!1 0!05

lfa 8apital %eser&e und


4/28

%SIB irst Sberbank – Stoks 6obr+nia 7ikiti*

!43, '(% ) mont*l+ 0!5#, !2,

1!$, olatilit+ 1!"#, 1!35,

2!"3 S*arpe %atio -0!11 0!30

-0!02 Beta 0!33 0!21

-2!1" .re+nor %atio -0!0" 0!25

4!#", ensen lfa -2!2#, 4!#$,



5/28

uit+ funds

Sberbank 9lobal Internet

Share price Monthly returns Share price Monthly returns Date Share price Monthly returns

2"#$!0# 152$!45 5/30/2014 "2"!23

24$!5 0!0$ 13#2!#3 0!10 4/30/2014 "440!"0 0!04

22$!54 -0!0# 1511!#$ -0!0$ 3/31/2014 "43"!02 0!00

3044! -0!10 1""0!#2 -0!0# 2/2$/2014 45!## -0!14

2#3!40 0!04 15$5! 0!05 1/31/2014 "34!$5 -0!02

30$3!$0 -0!05 1"02!41 -0!01 12/31/2013 $$3!30 -0!03

2#!$ 0!04 1535! 0!04 11/2#/2013 4"4!54 0!0"

2$2"!5# 0!05 143!42 0!04 10/31/2013 30!04 0!02

2"33!$5 0!0 1420!2" 0!04 #/30/2013 10$!#$ 0!03

24#"!#4 0!05 133$!"5 0!0" $/30/2013 14!$ -0!01

24"3!0 0!01 1315!45 0!02 /31/2013 1$2!51 0!00

2330!3# 0!0" 120$!01 0!0# "/2$/2013 152!22 0!00

225!## 0!03 114!2" 0!03 5/31/2013 1#2!#" -0!01

2224!45 0!02 1115!$1 0!05 4/30/2013 153!0# 0!01

21"!"2 0!03 10#3!0 0!02 3/2#/2013 501!42 -0!05

211!12 0!00 10#$!5 0!00 2/2$/2013 $0#"!5 -0!0

20#5!53 0!04 10#4!#2 0!00 1/31/2013 $05$!2" 0!00

1#"5!55 0!0 103#!40 0!05 12/2#/2012 5#"!$1 0!0"1#23!1" 0!02 104$!15 -0!01 11/30/2012 5$"!03 0!00

1#$#!5$ -0!03 103!0# 0!01 10/31/2012 4!2# -0!02

2045!53 -0!03 10$1!1" -0!04 #/2$/2012 #"5!" -0!03

1###!0 0!02 10$1!# 0!00 $/31/2012 #"!45 0!00

1$4!2 0!0 104$!"0 0!03 /31/2012 "4#!#2 0!04

1#14!$ -0!02 1021!1# 0!03 "/2#/2012 "30!5$ 0!00

1$2!40 0!02 100!0$ 0!01 5/31/2012 24$!21 0!05

Sberbank .eleommuiations andte*nolo:ies

%SIB ;rospeti&e In&estments


6/28


1#!#, 22!1$, '(% ) mont*l+ -2!5$,

1"!$$, 15!41, olatilit+ 15!20,

1!02 1!2$ S*arpe %atio -0!33

-0!1$ -0!11 Beta 0!24

-0!## -1!2 .re+nor %atio -0!21

1!50, 1#!$2, ensen lfa -5!3",

Sberbank .eleommuiations andte*nolo:ies %SIB ;rospeti&e In&estments


7/28

Inter&al 'uit+ unds


8/28


9/28

Inter&al Blend unds

lfa 8apital 'ner:+ In&est

Share price Monthly returns Share price Monthly returns Share price Monthly returns Share price

55!2$ 3"14"!0" 315!" 3#3$1!1

53!32 0!04 355#!3 0!01 2#40!"# 0!0 3"2!01

54!"4 -0!02 3"43$!24 -0!02 3001!11 -0!02 3$334!$

5"!$0 -0!04 3$2"#!"1 -0!05 3145!" -0!05 3$2$!5#

5!0 0!00 3#$5!3# 0!01 31#3!02 -0!01 3$$25!25

5"!5$ 0!01 3#054!" -0!03 321#!01 -0!01 3$313!5"

55!3 0!02 3$52#!0# 0!01 321!$2 0!00 3513!42

5"!13 -0!01 3$$"!11 -0!01 31$4!4# 0!01 3$124!10

55!1 0!01 3$242!5# 0!02 314"!$4 0!01 3$040!11

54!42 0!02 315!4# 0!03 3052!15 0!03 3##$!0

54! -0!01 3311!#$ 0!00 30#5!0$ -0!01 3"#!03

53!41 0!03 3"33$!3$ 0!03 2#4!51 0!05 3"$42!#5

53!"1 0!00 3"553!4" -0!01 2#"#!"1 -0!01 3231!"$

54!03 -0!01 3"453!23 0!00 2#"0!3" 0!00 3"##!$2

54!54 -0!01 3"44$!2" 0!00 30#$!13 -0!04 3$214!02

55!$" -0!02 3"#!1 -0!01 321"!0 -0!04 3$303!#$

5"!5 -0!01 30#5!## -0!01 330#!5$ -0!03 3$""!0$

54!03 0!05 3"1"$!40 0!03 31$0!0 0!04 3$25!5353!2$ 0!01 3"0$3!3# 0!00 3121!# 0!02 3535!54

53!5$ -0!01 3"34!04 -0!01 314!1$ -0!01 3"$!1

54!33 -0!01 3452!#4 -0!03 31"0!$ 0!00 3$0$2!""

53!33 0!02 3"$0!35 0!02 30"$!"5 0!03 311#!0

52!$$ 0!01 3"4$4!03 0!01 301$!# 0!02 3"4$"!#2

51!"3 0!02 3"20!53 0!01 2#1$!00 0!03 3555#!5#

51!2$ 0!01 35$"4!$4 0!01 2$""!" 0!02 350$0!51

Oil und of Industrial %eonstrution and6e&elopment

8apitalI


10/28

lfa 8apital 'ner:+ In&est

3!##, 0!5#, 5!35,

"!##, "!44, 10!3$,

0!21 -0!30 0!2$

0!00020 -0!02 0!12

"!0# 1!2 0!23

1!50, -1!$#, 2!2,

Oil und of Industrial %eonstrution and6e&elopment 8apitalI


11/28

8lose-end %'I. unds

%M Me:apolis .rastnion – 'art* 6

Monthly returns Date Share price Monthly returns Share price Monthly returns Share price

5/30/2014 2#$0#5!# $#5!#0 23$2!3

0!04 4/30/2014 2#$#35!" 0!00 $$5!31 0!01 23"1!44

-0!01 3/31/2014 2#"2!4 0!01 $$!22 0!00 2331!01

-0!01 2/2$/2014 303151!32 -0!02 $$#!42 0!00 231#!10

0!00 1/31/2014 301105!1 0!01 $#0!#5 0!00 230!02

0!01 12/31/2013 2#5345!44 0!02 $$!$" 0!01 22#5!0

0!02 11/2#/2013 2#$3"2!"" -0!01 $#!"# 0!00 22#0!2#

-0!02 10/31/2013 2##3"$!23 0!00 $$1!#$ 0!00 222!22

0!00 #/30/2013 2#1!$ 0!01 $$3!$2 0!00 22"1!32

0!00 $/30/2013 2#5"!3 0!01 $$5!34 0!00 225"!#

0!01 /31/2013 2#0#3!$ 0!00 $$"!$5 0!00 224"!0

0!03 "/2$/2013 2#4##$!23 0!01 $$$!20 0!00 2233!$1

-0!01 5/31/2013 311$3!1" -0!05 $$#!2 0!00 2215!#

0!01 4/30/2013 310303!1$ 0!00 $"!$ 0!01 21"0!01

-0!03 3/2#/2013 30""$!# 0!01 $$!0 0!00 2151!24

0!00 2/2$/2013 3031!23 0!00 $$0!20 0!00 2141!53

-0!01 1/31/2013 305"30!2 0!01 $$1!$0 0!00 2134!$1

0!01 12/2#/2012 30121!0 0!01 $$4!"3 0!00 2123!#0!02 11/30/2012 301"0$!00 0!00 $$5!# 0!00 211#!$3

0!00 10/31/2012 2##"$!2# 0!01 $#3!30 -0!01 1242!#3

-0!01 #/2$/2012 2#13"!3 0!01 $#3!5 0!00 1234!43

0!03 $/31/2012 2#5$0!#1 0!00 $#3!$4 0!00 122!05

0!02 /31/2012 2#"1#2!53 0!00 $#3!#3 0!00 121$!04

0!03 "/2#/2012 2#3$01!$ 0!01 $$"!2$ 0!01 1213!$

0!01 5/31/2012 2#412#!" 0!00 $$"!3$ 0!00 102!0"

&est - Inter&al


12/28

%M Me:apolis .rastnion – 'art* 6

5!#, '(% ) mont*l+ 0!#, 0!55,

"!03, olatilit+ 4!#5, 1!#,

0!5$ S*arpe %atio -0!34 -0!##

0!02 Beta -0!04 -0!01

2!2$ .re+nor %atio 0!43 2!23

3!45, ensen lfa -1!"", -1!#3,

&est - Inter&al


13/28

&o+ 8entr

Monthly returns Share price Monthly returns

"1!20

0!01 "1$!$ 0!00

0!01 "0$!# 0!02

0!01 "03!"5 0!01

0!01 5#$!# 0!01

0!01 5$0!0 0!03

0!00 53"!#$ 0!0$

0!01 534!4 0!00

0!00 52$!4 0!01

0!00 51$!0 0!02

0!00 520!#1 0!00

0!01 511!2 0!02

0!01 50!"3 0!01

0!03 430!$ 0!1$

0!00 423!5 0!02

0!00 422!23 0!00

0!00 41#!44 0!01

0!01 403!12 0!040!00 404!51 0!00

0!1 400!01 0!01

0!01 3#2!$# 0!02

0!01 3#2!15 0!00

0!01 3$#!3" 0!01

0!00 3$2!50 0!02

0!13 3$4!#$ -0!01

%eonstrution and 6e&elopment


14/28

&o+ 8entr

4$!#5, 24!"0,

4#!$, 13!22,

0!#3 1!"2

0!#3 -0!221

0!50 -0!##$

45!3$, 22!35,



15/28

MICEX

6ate ast prie Mont*l+ returns

"/1/2014 14""!$40

5/1/2014 1432!030 0!024

4/1/2014 130"!010 0!0#"3/1/2014 13"#!2#0 -0!04"

2/1/2014 1444!10 -0!052

1/1/2014 1454!450 -0!00

12/1/2013 1504!0$0 -0!033

11/1/2013 14#!350 0!01

10/1/2013 1510!210 -0!020

#/1/2013 14"2!$20 0!032

$/1/2013 13"4!"50 0!02

/1/2013 135!#0 -0!00$

"/1/2013 1330!4"0 0!0345/1/2013 1350!10 -0!015

4/1/2013 13$5!$$0 -0!02"

3/1/2013 143$!50 -0!03

2/1/2013 14$"!040 -0!032

1/1/2013 154"!"0 -0!03#

12/1/2012 144!20 0!04#

11/1/2012 1405!#0 0!04#

10/1/2012 1425!00 -0!014

#/1/2012 145$!2"0 -0!022

$/1/2012 1422!#10 0!025/1/2012 140!020 0!011

"/1/2012 13$!520 0!014

ariane 0!002

'(% ) annual 0!03"

S*arpe %atio 0!0$5

olatilit+ 0!135


16/28


17/28

7umber und

13 lfa 8apital 3!##,

3 "!30,

1" 5!#,

1$ .rastnion – 'art* 0!55,

14 0!5#,

11 3!5,

10


18/28

olatilit+ S*arp %atio Beta ensen lfa

"!##, 0!214 0!000 "!0#1 1!50,

3!4", 1!0# 0!00 5!54 3!#,

"!03, 0!5" 0!015 2!2# 3!45,

1!#, -0!#$5 -0!00# 2!22" -1!#3,

"!44, -0!2#" -0!015 1!2"" -1!$#,

#!45, 0!114 0!012 0!$$ 1!0",

10!21, 0!2#4 0!03# 0!2 2!#5,

4#!$, 0!#31 0!#32 0!4#$ 45!3$,

4!#5, -0!345 -0!040 0!430 -1!"",

1!35, 0!301 0!212 0!24 4!#$,

10!3$, 0!25 0!122 0!235 2!2,

13!52, 0!0$5 1!000 0!011 0!000

1!"#, -0!10$ 0!334 -0!05 -2!2#,

1"!24, -0!131 0!13 -0!15" -2!2#,

15!20, -0!334 0!244 -0!20$ -5!3",

4!32, 0!$45 -0!0"1 -0!5#" 3!2,

1"!$$, 1!025 -0!15 -0!#$ 1!50,

13!22, 1!"2 -0!221 -0!##$ 22!35,

15!41, 1!2$ -0!114 -1!23 1#!$2,

1!$, 2!"35 -0!023 -2!15 4!#",

1!50, 2!3$3 -0!011 -3!1#1 3!5#,

.re+nor%atio


19/28

und name

1# 6elo&o+ 8entr

20

$ Sberbank 9lobal Internet

Sberbank .eleommuiations and te*nolo:ies

" Sberbank – Stoks 6obr+nia 7ikiti*

4

3

2 Sberbank – Bonds Ilia Muromets

1

1"

10


20/28

1 %M Me:apolis

1$ .rastnion – 'art*

und name

13 lfa 8apital

3

1"

1$ .rastnion – 'art*

14

11

10


21/28


22/28

%M Me:apolis



Sberbank .eleommuiations and te*nolo:ies




23/28

4$!#5,

24!"0,

22!1$,

1#!#,

!2,

!43,

"!30,

"!15,

"!0$,

5!#,

5!4#,

5!35,

3!##,

3!"4,

3!5,

0!#,

0!5#,

0!5#,

0!55,

0!3",

-2!5$,

S*arpe %atio

2!"35

2!3$3

1!"2

1!2$

1!0#

1!025

0!#31

0!$45

0!5"

0!301

0!2#4

0!25

0!214

0!114

0!0$5

-0!10$

-0!131

-0!2#"

-0!334

'?peted returnannual


24/28

-0!345

-0!#$5

.re+nor %atio

"!0#1

5!54

2!2#

2!22"

1!2""

0!$$

0!2

0!4#$

0!430

0!24

0!235

0!011

-0!05

-0!15"

-0!20$

-0!5#"

-0!#$

-0!##$

-1!23

-2!15

-3!1#1

ensen lfa

45!3$,

22!35,

1#!$2,

1!50,

4!#$,

4!#",

3!#,

3!2,

3!5#,

3!45,

2!#5,

2!2,

1!50,

1!0",

0!00,

-1!"",

-1!$#,


25/28

-1!#3,

-2!2#,

-2!2#,

-5!3",

olatilit+

4#!$,

1!"#,

1!35,

1"!$$,

1"!24,

15!41,

15!20,

13!52,

13!22,

10!3$,

10!21,

#!45,

"!##,

"!44,

"!03,

4!#5,

4!32,

3!4",

1!#,

1!$,

1!50,

Beta

1

0!#32

0!334

0!244

0!212

0!13

0!122

0!03#

0!015

0!012

0!00

0!000

-0!00#

-0!011

-0!015


26/28

-0!023

-0!040

-0!0"1

-0!114

-0!15

-0!221


27/28

Fund name

1

2 Sberbank – Bonds Ilia Muromets

3

4

5 URALSIB First

6 Sberbank – Stoks !obr"nia #ikiti$% Sberbank &eleommuiations and te$nolo'ies

( Sberbank )lobal Internet

*

1+ ,i'$ &e$

11

12 Al-a .a/ital 0uit" )rot$

13Al-a .a/ital

14

150ner'" Inest

161% RM Me'a/olis

1( &rastUnion – 0art$

1*!eloo" .entr

2+

MAR0&

Resere

Rai7eisen 8 Bonds

Al-a .a/ital Resere Fund

URALSIB 9ros/etie Inestments

Inestbalane

:il Fund o- Industrial Reonstrution and !eelo/ment

.a/italInest 8 Interal

Reonstrution and !eelo/ment


28/28

S*arpe %atio .re+nor %atio ensen lfa &era:e 9rade

2!3$3 -3!1#1 3;5* +;*2% 13

0!$45 -0!5#" 3;%2 1;323 11

1!0# 5!54 3;%* 3;4%( 6

2!"35 -2!15 4;*6 1;(13 *

-0!10$ -0!05 82;2* 8+;(1( 1*

0!301 0!24 4;*( 1;(43 (1!025 -0!#$ 1%;5 5;(46 5

1!2$ -1!23 1*;(2 6;45( 4

-0!334 -0!20$ 85;36 81;*6% 21

0!2#4 0!2 2;*5 1;33* 1+

0!114 0!$$ 1;+6 +;6(% 14

-0!131 -0!15" 82;2* 8+;(5* 2+

0!214 "!0#1 1;5 25;*35 1

-0!2#" 1!2"" 81;(* 8+;3+% 1%

0!25 0!235 2;%2 1;+%% 12

0!5" 2!2# 3;45 2;1+2 %-0!345 0!430 81;66 8+;525 1(

-0!#$5 2!22" 81;*3 8+;23+ 16

0!#31 0!4#$ 45;3( 15;6+3 2

1!"2 -0!##$ 22;35 %;6%5 3

0!0$5 0!011 0!00 +;+32 15

Documents

THE PERFORMANCE OF INVESTMENT COMPANIES IN RUSSIA calculation