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Investment strategy
Following a balanced strategy, Troika Dialog - Druzhina invests in ruble-denominated government and municipal debt, as well as bonds and equities issued by Russian companies. The equity in the portfolio provides for dynamic growth, while the fixed income component compensates for potentially adverse developments at times of equity market volatility. The fund is ideal for investors that seek higher returns than those on bonds, but are not prepared for the higher risks of the equity market.
| Druzhina |
29.07.10 |
| NAV per share, R |
40 204.70 |
| Change |
0.73% |
| Year-to-date performance |
4.97% |
| 1-year performance |
42.75% |
| 2-year performance |
1.29% |
| 3-year performance |
-9.47% |
| NAV, R |
2 093 025 116 |
|
Troika Dialog - Druzhina |
RTS Index |
TDBI Index |
|
|
|
| Return |
27.89% |
56.39% |
6.98% |
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|
|
| Risk Metrics |
|
|
|
|
| |
Standard Deviation |
17.4% |
30.7% |
1.7% |
|
|
Sharpe Ratio |
1.37 |
1.70 |
1.71 |
|
|
Sortino Ratio |
1.37 |
1.90 |
2.29 |
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|
U P Ratio |
3.76 |
6.80 |
1.38 |
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Correlation |
|
0.88 |
0.74 |
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Alpha |
|
0.04% |
0.42% |
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Beta |
|
0.49 |
0.64 |
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|
R-squared |
|
0.77 |
0.00 |
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| Figures for the year to December 29, 2006 (rub) |
| | TDBI - Troika Dialog Bond Index
RTS - Russian Trading System Index
Performance
Troika Dialog - Druzhina is one of the leading funds of its kind in Russia in terms of yield and assets under management. In 2005, the fund posted excellent results, yielding more than 51%, while the fund’s net assets increased almost fourfold.
Minimum investment
The minimum initial investment is 30,000 rubles. Thereafter, unlimited installments of 2,500 rubles upwards may be made.
Management fees
Investing in the fund or making subsequent installments is commission-free. For redemptions or withdrawals, a fee of 0.5% is charged.
Annual management expenses (including the depository, registration and auditing fees) totaled 3.44%. We continually strive to minimize charges for our clients.
For more information, call us today:
+7 (495) 540 5400
+7 (495) 258 0534
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