VDI 2012. Slow initial collection to VM.

Hi all,
I have VDI on 2012 server. I have a personal VM's collection.
When I try to connect to VM from external it takes up to 4 minutes to establish RDP session. The performance is OK after session is connected.
It is not depending on VM is turned on or saved and user is already logged on or not. 

The longest part is 'Initiating remote connection...' it takes up to 1,5 minutes two times.