Superfund Group : Superfund Green Gold B (SPC)

Year-to-Date: 7.69%
Feb Performance: -1.54%

Min Investment: $ 50k
Mgmt. Fee: 0.40%
Perf. Fee: 25.00%

Annualized Vol: 35.50%
Sharpe (RFR=1%): 0.29
CAROR: 5.02%

Assets: $ 8.8M
Worst DD: -65.14
S&P Correlation: 0.06

Add Alert Add to Blender Add to Portfolio Add to Watchlist Print Page

Growth of 1,000 - VAMI

Monthly Performance

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	Feb	Qtr	YTD	1yr	3yr	5yr	10yr	Since 10/2005
Superfund Green Gold B (SPC)	-1.54	12.62	7.69	37.01	38.81	4.63	15.31	102.60
S&P 500	-8.41	-5.95	-8.56	6.09	23.71	38.95	164.71	142.23
+/- S&P 500	6.87	18.56	16.25	30.92	15.09	-34.32	-149.40	-39.62

Strategy Description

Summary

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

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.

Compare to:

{{result.name}} {{result.description}}

Index: Chart Type:

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:

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

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
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
12.67	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
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

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
-21.20	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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	173.00	171.00	168.00	162.00	156.00	150.00	138.00	126.00	114.00
Percent Profitable	52.02	57.89	52.38	50.00	49.36	52.00	42.75	37.30	34.21
Average Period Return	0.93	2.51	4.02	5.86	6.89	7.45	5.24	2.23	3.11
Average Gain	8.79	13.44	20.37	28.31	32.52	32.06	36.79	44.19	57.52
Average Loss	-7.60	-12.52	-13.97	-16.59	-18.09	-19.22	-18.32	-22.73	-25.19
Best Period	33.20	54.28	94.51	93.49	126.77	119.76	134.88	162.51	206.04
Worst Period	-24.99	-34.52	-40.65	-45.00	-46.16	-52.51	-53.91	-58.83	-54.31
Standard Deviation	10.25	16.68	22.41	27.66	34.31	35.48	37.65	40.34	51.31
Gain Standard Deviation	6.59	11.84	17.55	20.23	30.62	31.31	36.26	35.63	52.52
Loss Standard Deviation	5.61	8.79	9.86	10.50	12.08	13.86	14.04	12.93	15.24
Sharpe Ratio (1%)	0.08	0.14	0.16	0.18	0.16	0.15	0.06	-0.05	-0.04
Average Gain / Average Loss	1.16	1.07	1.46	1.71	1.80	1.67	2.01	1.94	2.28
Profit / Loss Ratio	1.25	1.48	1.60	1.71	1.75	1.81	1.50	1.16	1.19
Downside Deviation (10%)	6.76	10.57	13.21	16.97	20.21	22.69	28.10	36.71	45.08
Downside Deviation (5%)	6.58	10.04	12.06	14.47	16.35	17.53	19.30	23.53	27.47
Downside Deviation (0%)	6.53	9.91	11.77	13.86	15.44	16.38	17.42	20.68	23.83
Sortino Ratio (10%)	0.08	0.12	0.12	0.05	-0.03	-0.12	-0.37	-0.53	-0.54
Sortino Ratio (5%)	0.13	0.22	0.29	0.34	0.33	0.31	0.11	-0.08	-0.07
Sortino Ratio (0%)	0.14	0.25	0.34	0.42	0.45	0.45	0.30	0.11	0.13

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	Year Rolling	5	40.32	2005 - 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.

^#9

Top Performer

TREND FOLLOWING STRATEGY INDEX

JANUARY
2015

Get Free Research Report on This CTA

Get additional information on Superfund Group, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by Superfund Group

Program Name	CAROR
Superfund Green GOLD SICAV	17.16%
Superfund Red One SP I - Class A Gold	15.77%
Superfund Green Master	10.55%
Superfund Green USD SICAV	9.01%
Superfund Green Q-AG	7.74%
Superfund Red One SP I - Class A USD	7.58%
Superfund Green EUR SICAV	6.40%
Superfund Green SILVER SICAV	6.27%
Superfund Red One SP I - Class A EUR	5.28%
Superfund Green Gold B (SPC)	5.02%
Superfund Green Gold A (SPC)	4.82%
Superfund Red One SP I - Class A Silver	4.75%
Superfund Red USD SICAV	-1.43%
Superfund Red EUR SICAV	-2.96%

IASG Activity

Blends 16
Portfolios 11
Watchlists 12

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Superfund Group : Superfund Green Gold B (SPC)

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: