Superfund Group : Superfund Green Gold C (SPC) Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Jun Performance -6.05% Min Investment $ 100k Mgmt. Fee 0.40% Perf. Fee 30.00% Annualized Vol 45.87% Sharpe (RFR=1%) 0.23 CAROR 1.00% Assets $ 8.4M Worst DD -71.96 S&P Correlation 0.03 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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since10/2005 Superfund Green Gold C (SPC) -6.05 - - - -12.14 -18.68 -52.81 13.51 S&P 500 0.48 - - - 30.43 67.53 110.19 236.32 +/- S&P 500 -6.53 - - - -42.57 -86.20 -163.01 -222.81 Strategy Description SummaryDesigned primarily for non-US investors desiring to invest a portion of their assets in a fund emphasizing 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 $ 100k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 0.40% Performance Fee 30.00% 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 40% 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 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 emphasizing 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 appreciation 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 -71.96 102 - 6/1/2008 12/1/2016 -37.01 4 5 4/1/2006 8/1/2006 -28.28 2 2 6/1/2007 8/1/2007 -19.28 2 2 1/1/2007 3/1/2007 -17.13 2 2 2/1/2008 4/1/2008 -13.09 1 2 10/1/2007 11/1/2007 -8.38 1 1 1/1/2006 2/1/2006 -3.27 1 1 1/1/0001 10/1/2005 Show More Consecutive Gains Run-up Length (Mos.) Start End 83.64 6 9/1/2008 2/1/2009 63.89 3 12/1/2007 2/1/2008 59.28 5 9/1/2006 1/1/2007 54.57 3 2/1/2010 4/1/2010 54.08 3 11/1/2005 1/1/2006 50.22 3 2/1/2011 4/1/2011 48.63 2 9/1/2007 10/1/2007 46.00 3 8/1/2010 10/1/2010 42.63 2 5/1/2008 6/1/2008 39.77 1 11/1/2009 11/1/2009 36.43 2 7/1/2011 8/1/2011 30.48 2 3/1/2006 4/1/2006 28.54 1 5/1/2012 5/1/2012 28.19 3 4/1/2007 6/1/2007 25.28 1 12/1/2010 12/1/2010 21.41 2 3/1/2013 4/1/2013 20.06 2 1/1/2016 2/1/2016 19.22 2 6/1/2016 7/1/2016 18.41 2 8/1/2009 9/1/2009 17.24 2 7/1/2017 8/1/2017 15.96 1 11/1/2014 11/1/2014 15.80 1 1/1/2015 1/1/2015 14.96 1 2/1/2014 2/1/2014 14.93 2 1/1/2017 2/1/2017 13.32 2 1/1/2012 2/1/2012 13.24 1 8/1/2014 8/1/2014 13.19 2 12/1/2017 1/1/2018 11.84 1 10/1/2017 10/1/2017 11.73 2 12/1/2012 1/1/2013 10.90 2 7/1/2013 8/1/2013 9.15 2 10/1/2015 11/1/2015 5.54 1 6/1/2014 6/1/2014 5.38 1 6/1/2010 6/1/2010 5.28 1 10/1/2013 10/1/2013 5.08 2 7/1/2012 8/1/2012 4.89 2 4/1/2017 5/1/2017 2.32 1 7/1/2015 7/1/2015 2.09 1 3/1/2018 3/1/2018 0.46 1 5/1/2015 5/1/2015 Show More Consecutive Losses Run-up Length (Mos.) Start End -52.27 5 3/1/2009 7/1/2009 -46.71 4 9/1/2011 12/1/2011 -46.37 2 7/1/2008 8/1/2008 -38.21 2 12/1/2009 1/1/2010 -37.01 4 5/1/2006 8/1/2006 -34.78 2 5/1/2013 6/1/2013 -33.98 5 8/1/2016 12/1/2016 -33.98 1 5/1/2010 5/1/2010 -28.28 2 7/1/2007 8/1/2007 -23.41 2 5/1/2011 6/1/2011 -20.21 3 9/1/2012 11/1/2012 -20.17 1 6/1/2012 6/1/2012 -19.28 2 2/1/2007 3/1/2007 -17.93 2 3/1/2012 4/1/2012 -17.13 2 3/1/2008 4/1/2008 -17.08 3 3/1/2016 5/1/2016 -15.92 1 6/1/2015 6/1/2015 -15.86 1 10/1/2009 10/1/2009 -14.17 1 2/1/2018 2/1/2018 -13.16 1 1/1/2011 1/1/2011 -13.09 1 11/1/2007 11/1/2007 -12.14 3 4/1/2018 6/1/2018 -11.23 2 8/1/2015 9/1/2015 -10.89 3 3/1/2014 5/1/2014 -10.36 1 9/1/2013 9/1/2013 -8.38 1 2/1/2006 2/1/2006 -8.14 1 7/1/2010 7/1/2010 -8.03 2 9/1/2014 10/1/2014 -6.74 3 2/1/2015 4/1/2015 -6.52 1 6/1/2017 6/1/2017 -6.42 3 11/1/2013 1/1/2014 -6.05 1 7/1/2014 7/1/2014 -5.11 1 12/1/2015 12/1/2015 -3.88 1 9/1/2017 9/1/2017 -3.31 1 2/1/2013 2/1/2013 -3.27 1 10/1/2005 10/1/2005 -2.44 1 11/1/2010 11/1/2010 -2.09 1 12/1/2014 12/1/2014 -0.86 1 11/1/2017 11/1/2017 -0.61 1 3/1/2017 3/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods153.00151.00148.00142.00136.00130.00118.00106.0094.00 Percent Profitable50.3354.9748.6548.5946.3247.6930.5131.1326.60 Average Period Return0.952.493.874.855.543.99-2.61-8.79-9.89 Average Gain11.4717.1625.9932.5939.8836.9141.4536.0556.26 Average Loss-9.70-15.42-17.08-21.37-24.10-26.02-21.95-29.07-33.86 Best Period39.7763.89111.71116.60150.27136.84140.12143.18187.47 Worst Period-33.98-42.78-50.76-57.64-58.15-59.55-61.51-64.01-64.56 Standard Deviation13.2421.2028.3533.5042.0941.4840.3137.2348.84 Gain Standard Deviation8.4015.0823.0625.0336.8235.5944.3932.2446.81 Loss Standard Deviation7.4311.6712.5413.0715.2215.6015.9514.8717.23 Sharpe Ratio (1%)0.070.110.120.120.100.05-0.14-0.35-0.31 Average Gain / Average Loss1.181.111.521.531.651.421.891.241.66 Profit / Loss Ratio1.201.361.441.441.431.290.830.560.60 Downside Deviation (10%)8.8213.6116.6221.0825.7428.6434.2444.0154.92 Downside Deviation (5%)8.6413.0715.4418.5421.7923.1624.6630.1036.46 Downside Deviation (0%)8.5912.9415.1517.9320.8421.9022.5727.0632.50 Sortino Ratio (10%)0.060.090.08-0.01-0.08-0.22-0.54-0.69-0.68 Sortino Ratio (5%)0.100.170.220.210.190.09-0.23-0.43-0.41 Sortino Ratio (0%)0.110.190.260.270.270.18-0.12-0.32-0.30 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 6 15.80 1/2015 Diversified Trader Index Month 7 15.80 1/2015 Systematic Trader Index Month 8 15.80 1/2015 IASG CTA Index Month 9 15.80 1/2015 Systematic Trader Index Month 8 15.96 11/2014 Diversified Trader Index Month 7 15.96 11/2014 Trend Following Strategy Index Month 7 15.96 11/2014 IASG CTA Index Month 7 15.96 11/2014 Trend Following Strategy Index Month 3 13.24 8/2014 Diversified Trader Index Month 3 13.24 8/2014 Systematic Trader Index Month 4 13.24 8/2014 IASG CTA Index Month 5 13.24 8/2014 Diversified Trader Index Month 3 14.96 2/2014 IASG CTA Index Month 3 14.96 2/2014 Systematic Trader Index Month 2 14.96 2/2014 Trend Following Strategy Index Month 1 14.96 2/2014 Diversified Trader Index Month 2 7.71 7/2013 Systematic Trader Index Month 3 7.71 7/2013 Trend Following Strategy Index Month 3 7.71 7/2013 IASG CTA Index Month 5 7.71 7/2013 IASG CTA Index Month 5 16.29 4/2013 Trend Following Strategy Index Month 5 16.29 4/2013 Systematic Trader Index Month 5 16.29 4/2013 Diversified Trader Index Month 5 16.29 4/2013 Trend Following Strategy Index Month 10 8.16 1/2013 Diversified Trader Index Month 5 28.54 5/2012 IASG CTA Index Month 6 28.54 5/2012 Trend Following Strategy Index Month 6 28.54 5/2012 Systematic Trader Index Month 6 28.54 5/2012 Diversified Trader Index Month 6 11.24 1/2012 Systematic Trader Index Month 8 11.24 1/2012 IASG CTA Index Month 9 11.24 1/2012 Trend Following Strategy Index Month 4 11.24 1/2012 IASG CTA Index Month 3 20.49 7/2011 Trend Following Strategy Index Month 1 20.49 7/2011 Systematic Trader Index Month 1 20.49 7/2011 Diversified Trader Index Month 1 20.49 7/2011 Diversified Trader Index Month 1 28.34 4/2011 IASG CTA Index Month 2 28.34 4/2011 Systematic Trader Index Month 1 28.34 4/2011 Trend Following Strategy Index Month 1 28.34 4/2011 Diversified Trader Index Month 2 15.74 2/2011 Systematic Trader Index Month 2 15.74 2/2011 Trend Following Strategy Index Month 2 15.74 2/2011 IASG CTA Index Month 5 15.74 2/2011 Diversified Trader Index Month 3 25.28 12/2010 Trend Following Strategy Index Month 2 25.28 12/2010 Systematic Trader Index Month 2 25.28 12/2010 IASG CTA Index Month 5 25.28 12/2010 Trend Following Strategy Index Month 10 14.15 10/2010 Diversified Trader Index Month 8 13.89 9/2010 Trend Following Strategy Index Month 6 13.89 9/2010 Systematic Trader Index Month 6 13.89 9/2010 Systematic Trader Index Month 2 14.83 4/2010 Diversified Trader Index Month 2 14.83 4/2010 Trend Following Strategy Index Month 1 14.83 4/2010 IASG CTA Index Month 2 14.83 4/2010 IASG CTA Index Month 2 26.12 3/2010 Systematic Trader Index Month 1 26.12 3/2010 Diversified Trader Index Month 1 26.12 3/2010 Trend Following Strategy Index Month 1 26.12 3/2010 Trend Following Strategy Index Month 7 6.73 2/2010 Trend Following Strategy Index Month 1 39.77 11/2009 Systematic Trader Index Month 1 39.77 11/2009 Diversified Trader Index Month 1 39.77 11/2009 IASG CTA Index Month 2 39.77 11/2009 Trend Following Strategy Index Month 2 11.47 9/2009 IASG CTA Index Month 5 11.47 9/2009 Diversified Trader Index Month 2 11.47 9/2009 Systematic Trader Index Month 3 11.47 9/2009 Trend Following Strategy Index Month 6 3.16 2/2009 Systematic Trader Index Month 10 3.16 2/2009 Diversified Trader Index Month 8 5.62 1/2009 Trend Following Strategy Index Month 4 5.62 1/2009 Trend Following Strategy Index Month 4 11.80 12/2008 IASG CTA Index Month 8 11.80 12/2008 Systematic Trader Index Month 6 11.80 12/2008 Diversified Trader Index Month 6 11.80 12/2008 IASG CTA Index Month 4 16.36 11/2008 Diversified Trader Index Month 4 16.36 11/2008 Systematic Trader Index Month 4 16.36 11/2008 Trend Following Strategy Index Month 2 16.36 11/2008 Diversified Trader Index Month 2 22.40 6/2008 IASG CTA Index Month 2 22.40 6/2008 Systematic Trader Index Month 1 22.40 6/2008 Trend Following Strategy Index Month 1 22.40 6/2008 Trend Following Strategy Index Month 1 16.53 5/2008 IASG CTA Index Month 1 16.53 5/2008 Systematic Trader Index Month 1 16.53 5/2008 Diversified Trader Index Month 1 16.53 5/2008 Diversified Trader Index Month 1 37.36 2/2008 Trend Following Strategy Index Month 1 37.36 2/2008 Systematic Trader Index Month 1 37.36 2/2008 IASG CTA Index Month 1 37.36 2/2008 Trend Following Strategy Index Month 2 14.07 12/2007 Systematic Trader Index Month 3 14.07 12/2007 Diversified Trader Index Month 4 14.07 12/2007 IASG CTA Index Month 7 14.07 12/2007 Diversified Trader Index Month 1 22.56 10/2007 Systematic Trader Index Month 1 22.56 10/2007 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