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Investor Contact
New York: +1-212-9730063, Kathy Sanches
Moscow: +7-495-628-96-74, Dmitry Kambolin
E-mail: info@seftonfund.com, seftonfund@yahoo.com
Website: www.seftonfund.com
CUSIP Number: G7997T109
ISIN Number: VGG7997T1093
Sefton Russia Capital Fund
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SEFTON
Fund Summary Report
Sefton Russia Capital Fund, Ltd. ("the Fund") is an investment hedge fund incorporated in the British Virgin Islands. The Fund's objective is to
achieve consistent returns having low to negative correlation to any major equity, bond or currency markets, as well as broad hedge fund indices.
The Fund attempts to achieve its goal by employing a mix of arbitrage strategies trading most liquid Russian stocks listed on the RTS exchange
against corresponding Russian stock futures. The Fund also exploits inter-exchange arbitrage by trading Russian ADR/GDR listed on the London
Stock Exchange (LSE) against corresponding Russian stocks listed on the MICEX-RTS exchange. The Fund provides monthly liquidity and has no
lockup period.
Performance Data, 31 March, 2012 Fund Information
Last Price (NAV) US$ 10.571176 Emerging Markets (Russia), equity
Fund Type
long, derivatives
March 2012 0.72% Currency US Dollar
YTD 8.38% Fund Assets (mm) 1.49
Average Monthly Return 0.14% Launch Date January 14, 2009
Highest Monthly Return 8.42% Administration
Lowest Monthly Return -14.65% Fund Manager Sefton Asset Management, Inc. (BVI)
Profitable Percentage 53.85% Administrator Folio Administrators (BVI)
Longest Loosing Streak 4 months Custodian BCS (Cyprus)
Auditor Baker Tilly (BVI)
Maximum Drawdown -28.35% Managers Dmitry Kambolin
Quantitative Statistics
Fee Structure
Sharpe Ratio (Annualized) -0.15
Min.Subscription US$50000
Std. Dev (Monthly) 4.12% Management Fee 2%
Beta 0.44 Performance Fee 20%
Pricing monthly
Alpha -0.33 Subscription monthly
R 0.56 Redemption monthly
R Squared 0.32 High Water Mark Yes
Monthly Performances (%) Net of Fees
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2012 7.85 -0.22 0.72 8.38
2011 1.69 -1.41 -0.18 -3.77 -2.23 0.09 2.66 -3.16 -14.65 0.89 -3.82 -6.12 -27.14
2010 0.08 -0.97 2.02 -0.93 -1.86 -4.26 2.46 -2.09 1.57 2.86 4.45 4.08 7.25
2009 -1.65 -1.52 6.41 5.40 8.42 -3.28 0.89 1.42 4.94 2.32 0.77 -1.01 24.83
The information contained on this document does not constitute an offer to sell or the solicitation of an offer to purchase any investment products
offered by SEFTON Asset Management. Nothing in this document should be construed as investment, legal, tax, regulatory or accounting advice.
Such an offer shall only be made by the means of the memorandum and related subscription documents. Each investor should carefully consider
the risks associated with an investment in the fund before deciding to invest. Past performance in not a guarantee for future performance and the
value of the investment can deviate significantly.
