Superfund Group : Superfund Green Gold B (SPC) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 22.02% Dec Performance 10.48% Min Investment $ 50k Mgmt. Fee 0.40% Perf. Fee 25.00% Annualized Vol 35.06% Sharpe (RFR=1%) 0.30 CAROR 5.60% Assets $ 9.0M Worst DD -65.14 S&P Correlation 0.07 Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page 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 Dec Qtr 2020 1yr 3yr 5yr 10yr Since10/2005 Superfund Green Gold B (SPC) 10.48 -1.35 22.02 22.02 28.28 53.09 -15.56 129.56 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 195.57 207.97 +/- S&P 500 6.77 -13.04 5.76 5.76 -12.19 -28.80 -211.14 -78.41 Strategy Description SummaryDesigned 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 $ 50k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0.40% Performance Fee 25.00% 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 30% 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% Composition SummaryDesigned 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. Compare to: {{result.name}} {{result.description}} Index: Chart Type: AUM & Cumulative Returns Cumulative Returns Distribution Rolling Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Compare to: Index: Select an Index Hang Seng Russell 2000 DAX FTSE 100 S&P 500 Index 10-Year Note VIX S&P 500 Monthly Annual 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 -65.14 86 - 8/1/2011 10/1/2018 -46.36 11 15 2/1/2009 1/1/2010 -38.26 2 6 6/1/2008 8/1/2008 -29.91 4 4 4/1/2006 8/1/2006 -21.20 2 2 6/1/2007 8/1/2007 -18.69 2 2 4/1/2011 6/1/2011 -14.86 2 3 1/1/2007 3/1/2007 -14.82 2 2 2/1/2008 4/1/2008 -9.98 1 1 10/1/2007 11/1/2007 -7.40 1 1 1/1/2006 2/1/2006 -3.05 1 1 1/1/0001 10/1/2005 Show More Consecutive Gains Run-up Length (Mos.) Start End 62.42 6 9/1/2008 2/1/2009 54.28 3 12/1/2007 2/1/2008 47.98 3 11/1/2005 1/1/2006 45.93 5 9/1/2006 1/1/2007 42.52 3 2/1/2010 4/1/2010 41.14 3 2/1/2011 4/1/2011 40.06 2 9/1/2007 10/1/2007 36.37 3 8/1/2010 10/1/2010 33.32 2 5/1/2008 6/1/2008 33.20 1 11/1/2009 11/1/2009 32.29 2 7/1/2011 8/1/2011 31.87 3 6/1/2019 8/1/2019 28.17 2 3/1/2006 4/1/2006 24.99 4 10/1/2017 1/1/2018 21.36 6 11/1/2018 4/1/2019 19.73 1 5/1/2012 5/1/2012 19.62 1 12/1/2010 12/1/2010 19.08 3 4/1/2007 6/1/2007 18.92 2 1/1/2016 2/1/2016 16.93 2 6/1/2016 7/1/2016 16.08 2 8/1/2009 9/1/2009 15.37 1 7/1/2020 7/1/2020 14.38 2 12/1/2019 1/1/2020 14.17 2 7/1/2017 8/1/2017 14.00 2 3/1/2013 4/1/2013 13.84 1 1/1/2015 1/1/2015 13.08 2 1/1/2017 2/1/2017 12.90 3 3/1/2020 5/1/2020 12.67 1 2/1/2014 2/1/2014 12.09 2 1/1/2012 2/1/2012 11.94 1 11/1/2014 11/1/2014 11.41 2 7/1/2013 8/1/2013 10.48 1 12/1/2020 12/1/2020 9.89 1 8/1/2014 8/1/2014 7.63 2 12/1/2012 1/1/2013 5.79 3 7/1/2012 9/1/2012 5.61 1 6/1/2014 6/1/2014 5.48 2 10/1/2015 11/1/2015 4.56 1 6/1/2010 6/1/2010 3.84 2 4/1/2017 5/1/2017 3.68 1 10/1/2013 10/1/2013 2.31 1 3/1/2018 3/1/2018 0.39 1 5/1/2015 5/1/2015 0.28 1 10/1/2019 10/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -42.12 5 3/1/2009 7/1/2009 -39.92 4 9/1/2011 12/1/2011 -38.26 2 7/1/2008 8/1/2008 -32.40 2 12/1/2009 1/1/2010 -30.55 2 5/1/2013 6/1/2013 -29.91 4 5/1/2006 8/1/2006 -28.31 5 8/1/2016 12/1/2016 -27.05 7 4/1/2018 10/1/2018 -24.99 1 5/1/2010 5/1/2010 -21.26 4 8/1/2020 11/1/2020 -21.20 2 7/1/2007 8/1/2007 -19.60 4 6/1/2015 9/1/2015 -18.69 2 5/1/2011 6/1/2011 -16.32 2 10/1/2012 11/1/2012 -14.86 2 2/1/2007 3/1/2007 -14.82 2 3/1/2008 4/1/2008 -14.78 1 6/1/2012 6/1/2012 -14.41 2 3/1/2012 4/1/2012 -13.65 3 3/1/2016 5/1/2016 -12.51 1 2/1/2018 2/1/2018 -11.51 1 1/1/2011 1/1/2011 -11.33 1 10/1/2009 10/1/2009 -10.07 3 3/1/2014 5/1/2014 -9.98 1 11/1/2007 11/1/2007 -9.20 1 9/1/2013 9/1/2013 -8.80 1 9/1/2019 9/1/2019 -7.51 1 7/1/2010 7/1/2010 -7.40 1 2/1/2006 2/1/2006 -7.34 3 2/1/2015 4/1/2015 -6.94 3 11/1/2013 1/1/2014 -6.49 2 9/1/2014 10/1/2014 -5.65 1 6/1/2017 6/1/2017 -5.47 1 7/1/2014 7/1/2014 -4.09 1 12/1/2015 12/1/2015 -3.92 1 2/1/2013 2/1/2013 -3.79 1 9/1/2017 9/1/2017 -3.05 1 10/1/2005 10/1/2005 -2.71 1 5/1/2019 5/1/2019 -2.47 1 11/1/2010 11/1/2010 -1.54 1 2/1/2020 2/1/2020 -1.52 1 12/1/2014 12/1/2014 -0.77 1 11/1/2019 11/1/2019 -0.69 1 3/1/2017 3/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods183.00181.00178.00172.00166.00160.00148.00136.00124.00 Percent Profitable51.9158.5653.9352.9152.4155.0046.6241.9139.52 Average Period Return0.962.574.617.5210.1310.518.105.466.26 Average Gain8.7313.2620.3228.9835.7534.8338.3444.5454.39 Average Loss-7.52-12.53-13.77-16.59-18.09-19.22-18.32-22.73-25.19 Best Period33.2054.2894.5193.49126.77119.76134.88162.51206.04 Worst Period-24.99-34.52-40.65-45.00-46.16-52.51-53.91-58.83-54.31 Standard Deviation10.1216.4722.1427.8335.9036.6738.0940.6950.62 Gain Standard Deviation6.5311.5117.0119.6030.7431.1634.2332.9147.94 Loss Standard Deviation5.548.779.8310.5012.0813.8614.0412.9315.24 Sharpe Ratio (1%)0.090.140.190.230.240.230.130.030.02 Average Gain / Average Loss1.161.061.481.751.981.812.091.962.16 Profit / Loss Ratio1.271.501.731.962.182.221.831.411.41 Downside Deviation (10%)6.6610.4812.8716.4719.5921.9727.1335.3343.25 Downside Deviation (5%)6.479.9611.7414.0415.8516.9718.6322.6526.33 Downside Deviation (0%)6.439.8211.4613.4514.9715.8616.8219.9022.85 Sortino Ratio (10%)0.080.130.170.150.130.01-0.28-0.46-0.49 Sortino Ratio (5%)0.140.230.350.460.540.500.270.060.04 Sortino Ratio (0%)0.150.260.400.560.680.660.480.270.27 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 9 13.84 1/2015 Trend Following Strategy Index Month 10 9.89 8/2014 Diversified Trader Index Month 10 9.89 8/2014 Trend Following Strategy Index Month 10 5.61 6/2014 Diversified Trader Index Month 10 5.61 6/2014 Trend Following Strategy Index Month 2 12.67 2/2014 Systematic Trader Index Month 3 12.67 2/2014 IASG CTA Index Month 4 12.67 2/2014 Diversified Trader Index Month 4 12.67 2/2014 Trend Following Strategy Index Month 6 3.69 8/2013 IASG CTA Index Month 6 7.45 7/2013 Trend Following Strategy Index Month 4 7.45 7/2013 Systematic Trader Index Month 4 7.45 7/2013 Diversified Trader Index Month 3 7.45 7/2013 Diversified Trader Index Month 9 19.73 5/2012 Trend Following Strategy Index Month 10 19.73 5/2012 Systematic Trader Index Month 10 19.73 5/2012 IASG CTA Index Month 10 11.13 1/2012 Systematic Trader Index Month 9 11.13 1/2012 Diversified Trader Index Month 7 11.13 1/2012 Trend Following Strategy Index Month 5 11.13 1/2012 Diversified Trader Index Month 4 17.41 7/2011 Systematic Trader Index Month 4 17.41 7/2011 Trend Following Strategy Index Month 4 17.41 7/2011 IASG CTA Index Month 6 17.41 7/2011 Trend Following Strategy Index Month 2 23.29 4/2011 Systematic Trader Index Month 2 23.29 4/2011 Diversified Trader Index Month 2 23.29 4/2011 IASG CTA Index Month 3 23.29 4/2011 Systematic Trader Index Month 3 13.05 2/2011 Trend Following Strategy Index Month 3 13.05 2/2011 Diversified Trader Index Month 3 13.05 2/2011 IASG CTA Index Month 6 13.05 2/2011 Trend Following Strategy Index Month 5 19.62 12/2010 Systematic Trader Index Month 6 19.62 12/2010 Diversified Trader Index Month 7 19.62 12/2010 IASG CTA Index Month 9 19.62 12/2010 Diversified Trader Index Month 4 12.41 4/2010 IASG CTA Index Month 4 12.41 4/2010 Systematic Trader Index Month 4 12.41 4/2010 Trend Following Strategy Index Month 3 12.41 4/2010 Trend Following Strategy Index Month 4 19.28 3/2010 Diversified Trader Index Month 4 19.28 3/2010 Systematic Trader Index Month 4 19.28 3/2010 IASG CTA Index Month 5 19.28 3/2010 Trend Following Strategy Index Month 8 6.29 2/2010 IASG CTA Index Month 4 33.20 11/2009 Trend Following Strategy Index Month 3 33.20 11/2009 Systematic Trader Index Month 3 33.20 11/2009 Diversified Trader Index Month 3 33.20 11/2009 Trend Following Strategy Index Month 4 9.87 9/2009 Diversified Trader Index Month 6 9.87 9/2009 Systematic Trader Index Month 6 9.87 9/2009 IASG CTA Index Month 9 9.87 9/2009 Diversified Trader Index Month 9 5.32 1/2009 Trend Following Strategy Index Month 5 5.32 1/2009 Trend Following Strategy Index Month 5 10.81 12/2008 Systematic Trader Index Month 7 10.81 12/2008 Diversified Trader Index Month 7 10.81 12/2008 Systematic Trader Index Month 6 15.42 11/2008 Diversified Trader Index Month 6 15.42 11/2008 IASG CTA Index Month 6 15.42 11/2008 Trend Following Strategy Index Month 4 15.42 11/2008 IASG CTA Index Month 4 18.49 6/2008 Diversified Trader Index Month 3 18.49 6/2008 Systematic Trader Index Month 2 18.49 6/2008 Trend Following Strategy Index Month 2 18.49 6/2008 Trend Following Strategy Index Month 3 12.52 5/2008 IASG CTA Index Month 4 12.52 5/2008 Systematic Trader Index Month 4 12.52 5/2008 Diversified Trader Index Month 4 12.52 5/2008 Trend Following Strategy Index Month 7 28.68 2/2008 Systematic Trader Index Month 7 28.68 2/2008 IASG CTA Index Month 8 28.68 2/2008 Diversified Trader Index Month 8 28.68 2/2008 IASG CTA Index Month 9 13.02 12/2007 Diversified Trader Index Month 5 13.02 12/2007 Systematic Trader Index Month 4 13.02 12/2007 Trend Following Strategy Index Month 3 13.02 12/2007 Trend Following Strategy Index Month 4 18.19 10/2007 IASG CTA Index Month 4 18.19 10/2007 Diversified Trader Index Month 4 18.19 10/2007 Systematic Trader Index Month 4 18.19 10/2007 Trend Following Strategy Index Month 5 13.44 4/2007 IASG CTA Index Month 9 13.44 4/2007 Systematic Trader Index Month 8 13.44 4/2007 Diversified Trader Index Month 8 13.44 4/2007 Systematic Trader Index Month 5 12.94 12/2006 Diversified Trader Index Month 5 12.94 12/2006 Trend Following Strategy Index Month 5 12.94 12/2006 IASG CTA Index Annual 5 40.32 2006 IASG CTA Index Month 5 12.94 12/2006 IASG CTA Index Month 5 12.50 10/2006 Systematic Trader Index Month 2 12.50 10/2006 Trend Following Strategy Index Month 2 12.50 10/2006 Diversified Trader Index Month 3 12.50 10/2006 Trend Following Strategy Index Month 9 5.33 9/2006 Diversified Trader Index Month 10 5.33 9/2006 Diversified Trader Index Month 8 18.53 4/2006 IASG CTA Index Month 8 18.53 4/2006 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. x {{title}} x {{title}} Add Cancel