Disclaimer: I'm spelling everything phonetically, since it's impossible to:
  1. Type in Russian
  2. Explain the difference between feminine and masculine names using Russian font.
While Russian names are all generally gender-specific, nicknames are not. Actually, every Russian nickname is feminine.

Take the names "Aleksandr" and "Aleksandra." It is obvious which one is feminine. (For those who can't tell, it's "Aleksandra")

Now, if you are talking to a Russian friend, and he mentions a friend named Sasha, is this friend male, or female? You'll never know. Sasha, a feminine word, is the nickname for both Aleksandr and Aleksandra.

These nicknames can be compared to Pat and Chris in English.