Superfund Group : Superfund Green Gold A (SPC)

Year-to-Date
26.44%
Oct Performance
1.05%
Min Investment
$ 5k
Mgmt. Fee
0.40%
Perf. Fee
20.00%
Annualized Vol
28.00%
Sharpe (RFR=1%)
0.25
CAROR
4.35%
Assets
$ 8.3M
Worst DD
-62.60
S&P Correlation
0.06

Growth of 1,000 - VAMI

Monthly Performance

Export Data
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD DD

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Period Returns

Program / Index Oct Qtr YTD 1yr 3yr 5yr 10yr Since
10/2005
Superfund Green Gold A (SPC) 1.05 4.21 26.44 33.59 13.87 6.95 -4.65 82.14
S&P 500 2.04 1.92 21.16 12.01 41.41 48.99 190.12 149.06
+/- S&P 500 -0.99 2.29 5.27 21.58 -27.54 -42.04 -194.77 -66.92

Strategy Description

Summary

Designed primarily for non-US investors desiring to invest a portion of their assets in a fund emphasising a promising investment strategy through a small correlation to equity securities and option markets and also currency independent investments which are linked to gold futures... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 5k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
0.40%
Performance Fee
20.00%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
Yes
Subscription Frequency
1-7 Days
Redemption Frequency
1-7 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
0 RT/YR/$M
Avg. Margin-to-Equity
20%
Targeted Worst DD
Worst Peak-to-Trough
0%
Sector Focus
Diversified Traders

Holding Periods

Over 12 Months
0%
4-12 Months
0%
1-3 Months
0%
1-30 Days
0%
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Composition

Summary

Designed primarily for non-US investors desiring to invest a portion of their assets in a fund emphasising a promising investment strategy through a small correlation to equity securities and option markets and also currency independent investments which are linked to gold futures and physical gold. The investment objective is long-term capital aprreciation through the use of technical analysis. Subscriptions and redemptions weekly.

   

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Reward
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
Gain Deviation:
Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
Average Loss:
Loss Deviation:
Reward/Risk
Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

Note: Figures shown in the Monthly column are the greatest figures (or worst for losses/drawdowns) for any particular month. The Annual figures are the greatest for any calendar year.

Drawdown Report

Depth Length (Mos.) Recovery (Mos.) Peak Valley
-62.60 86 - 8/1/2011 10/1/2018
-31.57 19 11 6/1/2008 1/1/2010
-22.27 4 10 4/1/2006 8/1/2006
-14.42 2 2 6/1/2007 8/1/2007
-14.02 2 2 4/1/2011 6/1/2011
-12.46 2 2 2/1/2008 4/1/2008
-9.84 1 2 12/1/2010 1/1/2011
-7.10 1 1 10/1/2007 11/1/2007
-5.95 1 1 1/1/2006 2/1/2006
-2.79 1 1 1/1/0001 10/1/2005
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
43.31 3 12/1/2007 2/1/2008
42.95 6 9/1/2008 2/1/2009
40.05 3 11/1/2005 1/1/2006
33.06 2 9/1/2007 10/1/2007
31.95 3 2/1/2011 4/1/2011
29.78 3 2/1/2010 4/1/2010
28.78 3 8/1/2010 10/1/2010
28.42 2 7/1/2011 8/1/2011
27.40 5 9/1/2006 1/1/2007
26.74 1 11/1/2009 11/1/2009
26.02 3 6/1/2019 8/1/2019
24.81 2 3/1/2006 4/1/2006
24.32 2 5/1/2008 6/1/2008
17.83 2 1/1/2016 2/1/2016
17.15 4 10/1/2017 1/1/2018
14.57 2 6/1/2016 7/1/2016
13.73 1 12/1/2010 12/1/2010
12.52 4 11/1/2018 2/1/2019
12.18 2 7/1/2013 8/1/2013
12.16 3 4/1/2007 6/1/2007
11.86 2 8/1/2009 9/1/2009
11.64 1 1/1/2015 1/1/2015
11.29 2 1/1/2017 2/1/2017
11.07 2 7/1/2017 8/1/2017
10.99 1 5/1/2012 5/1/2012
10.94 2 1/1/2014 2/1/2014
10.83 1 1/1/2012 1/1/2012
7.92 1 11/1/2014 11/1/2014
6.83 3 7/1/2012 9/1/2012
6.67 2 3/1/2013 4/1/2013
6.60 1 8/1/2014 8/1/2014
5.66 1 6/1/2014 6/1/2014
3.85 1 6/1/2010 6/1/2010
3.76 2 12/1/2012 1/1/2013
3.26 1 10/1/2015 10/1/2015
2.83 2 4/1/2017 5/1/2017
2.32 1 10/1/2013 10/1/2013
2.05 1 4/1/2019 4/1/2019
1.49 1 3/1/2018 3/1/2018
1.05 1 10/1/2019 10/1/2019
0.29 1 5/1/2015 5/1/2015
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-32.91 4 9/1/2011 12/1/2011
-30.52 5 3/1/2009 7/1/2009
-30.27 2 7/1/2008 8/1/2008
-26.46 2 5/1/2013 6/1/2013
-25.72 5 8/1/2016 12/1/2016
-25.28 2 12/1/2009 1/1/2010
-22.36 7 4/1/2018 10/1/2018
-22.27 4 5/1/2006 8/1/2006
-15.99 4 6/1/2015 9/1/2015
-15.88 1 5/1/2010 5/1/2010
-14.42 2 7/1/2007 8/1/2007
-14.02 2 5/1/2011 6/1/2011
-12.46 2 3/1/2008 4/1/2008
-12.41 2 10/1/2012 11/1/2012
-10.94 3 2/1/2012 4/1/2012
-10.14 3 3/1/2016 5/1/2016
-9.84 1 1/1/2011 1/1/2011
-9.73 2 2/1/2007 3/1/2007
-9.29 3 3/1/2014 5/1/2014
-9.26 1 6/1/2012 6/1/2012
-9.23 1 2/1/2018 2/1/2018
-8.93 2 9/1/2014 10/1/2014
-7.94 1 9/1/2013 9/1/2013
-7.72 3 2/1/2015 4/1/2015
-7.34 2 11/1/2013 12/1/2013
-7.24 1 9/1/2019 9/1/2019
-7.10 1 11/1/2007 11/1/2007
-6.99 1 7/1/2010 7/1/2010
-6.72 1 10/1/2009 10/1/2009
-5.95 1 2/1/2006 2/1/2006
-4.83 1 7/1/2014 7/1/2014
-4.76 1 6/1/2017 6/1/2017
-4.47 2 11/1/2015 12/1/2015
-4.40 1 2/1/2013 2/1/2013
-3.58 1 9/1/2017 9/1/2017
-2.79 1 10/1/2005 10/1/2005
-1.38 1 5/1/2019 5/1/2019
-0.93 1 12/1/2014 12/1/2014
-0.76 1 3/1/2017 3/1/2017
-0.64 1 11/1/2010 11/1/2010
-0.13 1 3/1/2019 3/1/2019
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods169.00167.00164.00158.00152.00146.00134.00122.00110.00
Percent Profitable50.8953.8951.2250.6344.7448.6344.0340.1633.64
Average Period Return0.681.913.054.245.707.386.256.328.11
Average Gain7.0311.2616.4922.0430.2133.0838.7349.3172.91
Average Loss-5.91-9.02-11.06-14.01-14.14-16.95-19.30-22.53-24.74
Best Period26.7443.3177.1475.9695.5393.08109.71165.90193.50
Worst Period-17.46-26.38-29.13-30.30-38.10-45.53-48.71-55.89-51.43
Standard Deviation8.0813.1917.8622.6429.0432.1336.0644.4956.20
Gain Standard Deviation5.359.5413.9917.5426.0526.3629.2339.6852.02
Loss Standard Deviation4.226.997.657.979.7811.4812.8313.2213.27
Sharpe Ratio (1%)0.070.130.140.140.140.170.090.050.05
Average Gain / Average Loss1.191.251.491.572.141.952.012.192.95
Profit / Loss Ratio1.231.461.571.611.731.851.581.471.49
Downside Deviation (10%)5.328.4110.8514.4817.7621.2428.0935.9744.40
Downside Deviation (5%)5.137.869.6611.9213.6915.8619.2422.9526.58
Downside Deviation (0%)5.087.739.3811.3112.7614.6417.3020.1722.83
Sortino Ratio (10%)0.050.080.05-0.05-0.11-0.14-0.34-0.42-0.44
Sortino Ratio (5%)0.120.210.260.270.310.340.170.100.11
Sortino Ratio (0%)0.130.250.330.380.450.500.360.310.36

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 9 5.66 6/2014
Diversified Trader Index Month 9 5.66 6/2014
Diversified Trader Index Month 9 10.59 2/2014
IASG CTA Index Month 9 10.59 2/2014
Systematic Trader Index Month 7 10.59 2/2014
Trend Following Strategy Index Month 6 10.59 2/2014
Trend Following Strategy Index Month 3 4.50 8/2013
Systematic Trader Index Month 8 4.50 8/2013
Diversified Trader Index Month 8 4.50 8/2013
IASG CTA Index Month 8 7.35 7/2013
Diversified Trader Index Month 4 7.35 7/2013
Trend Following Strategy Index Month 5 7.35 7/2013
Systematic Trader Index Month 5 7.35 7/2013
Trend Following Strategy Index Month 6 10.83 1/2012
Diversified Trader Index Month 8 10.83 1/2012
Systematic Trader Index Month 10 10.83 1/2012
Diversified Trader Index Month 10 14.19 7/2011
Trend Following Strategy Index Month 9 14.19 7/2011
Systematic Trader Index Month 9 14.19 7/2011
Systematic Trader Index Month 4 17.94 4/2011
Diversified Trader Index Month 4 17.94 4/2011
IASG CTA Index Month 5 17.94 4/2011
Trend Following Strategy Index Month 4 17.94 4/2011
Trend Following Strategy Index Month 6 10.44 2/2011
Diversified Trader Index Month 6 10.44 2/2011
Systematic Trader Index Month 7 10.44 2/2011
IASG CTA Index Month 10 10.44 2/2011
Systematic Trader Index Month 7 10.14 4/2010
Diversified Trader Index Month 7 10.14 4/2010
IASG CTA Index Month 9 10.14 4/2010
Trend Following Strategy Index Month 5 10.14 4/2010
Diversified Trader Index Month 10 12.54 3/2010
Trend Following Strategy Index Month 6 26.74 11/2009
Diversified Trader Index Month 6 26.74 11/2009
IASG CTA Index Month 7 26.74 11/2009
Systematic Trader Index Month 6 26.74 11/2009
Systematic Trader Index Month 7 8.42 9/2009
Diversified Trader Index Month 8 8.42 9/2009
Trend Following Strategy Index Month 6 8.42 9/2009
Trend Following Strategy Index Month 7 4.98 1/2009
Trend Following Strategy Index Month 6 9.45 12/2008
Diversified Trader Index Month 8 9.45 12/2008
Systematic Trader Index Month 8 9.45 12/2008
Diversified Trader Index Month 7 14.76 11/2008
Systematic Trader Index Month 7 14.76 11/2008
IASG CTA Index Month 7 14.76 11/2008
Trend Following Strategy Index Month 5 14.76 11/2008
Trend Following Strategy Index Month 5 14.02 6/2008
Systematic Trader Index Month 5 14.02 6/2008
Diversified Trader Index Month 7 14.02 6/2008
Systematic Trader Index Month 8 9.03 5/2008
IASG CTA Index Month 9 9.03 5/2008
Diversified Trader Index Month 9 9.03 5/2008
Trend Following Strategy Index Month 6 9.03 5/2008
Systematic Trader Index Month 5 9.75 12/2007
Trend Following Strategy Index Month 4 9.75 12/2007
Diversified Trader Index Month 8 9.75 12/2007
IASG CTA Index Month 6 14.24 10/2007
Trend Following Strategy Index Month 6 14.24 10/2007
Systematic Trader Index Month 6 14.24 10/2007
Diversified Trader Index Month 6 14.24 10/2007
Trend Following Strategy Index Month 10 10.21 4/2007
Trend Following Strategy Index Month 8 8.45 12/2006
Systematic Trader Index Month 9 8.45 12/2006
IASG CTA Index Month 10 8.45 12/2006
Diversified Trader Index Month 9 8.45 12/2006
Trend Following Strategy Index Month 10 6.79 10/2006
IASG CTA Index Month 10 17.13 4/2006
Diversified Trader Index Month 10 17.13 4/2006
Systematic Trader Index Month 9 17.13 4/2006
Trend Following Strategy Index Month 9 17.13 4/2006
Trend Following Strategy Index Month 4 16.03 1/2006
IASG CTA Index Month 4 16.03 1/2006
Systematic Trader Index Month 4 16.03 1/2006
Diversified Trader Index Month 4 16.03 1/2006
Trend Following Strategy Index Month 10 13.21 11/2005

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.