Whew... not much info but if you really want to find them we need to come up with as much info, here in the US before we can begin to work back to Monetengro.
I am trying to piece together info about them here in the US.... so if you have any more info it would help... after some struggle searching I think I found them in 1930 census. If this is the family it would appear that
Rado had passed and Annie was "head of household" Is your father Vlado?
Name Age
Aovne Ninkovich 40
Eli Ninkovich 15
Rado Ninkovich 14
Hado Ninkovich 9
John Shimch 40
Pete Damuovie 38
This is how Ancestry transcribed the names but actually Aovne is Anne and Hado is actually Vlado. NINKVOVICH is actually NICKOVICH and DAMOVIE is actually DUMOVICH, the last two apparently worked in the NICKOVICH dairy farm.
This 1930 census is from Ludwig-Artesia,
Lyon,
Nevada. And it shows thet Anne is a Naturalized US
Citizen. If that was true this will be good news for you as her Naturalization Paper work will give her birthplace. This census gives her immigration year as 1913
You said they came from a place that sounds like Setina.... but someone long ago on these message boards suggested they came from Cetinje.... in this case this name sounds much like Setina.
Robert