From “Before You Begin,” in The Family Romanov:
“Russians have three names: a first name, a father’s name with –ovich or –evich added (meaning “son of”) if male, or –evna or –ovna (meaning “daughter of” if female); and a last, or family name.
“Therefore, Nicholas II’s daughter’s full name was Anastasia Nikolaevna Romanova; his son’s full name was Alexei Nikolaevich Romanov.”