Superfund Group : Superfund Green Gold C (SPC)

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

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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	2019	1yr	3yr	5yr	10yr	Since 10/2005
Superfund Green Gold C (SPC)	-6.05	-12.14	-	8.88	-10.10	-3.53	-65.81	13.51
S&P 500	0.48	2.93	-	11.21	30.43	67.53	110.19	122.90
+/- S&P 500	-6.53	-15.07	-	-2.33	-40.53	-71.06	-176.00	-109.40

Strategy Description

Summary

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

Summary

Designed 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

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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

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Risk
Standard Deviation:
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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

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

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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	153.00	151.00	148.00	142.00	136.00	130.00	118.00	106.00	94.00
Percent Profitable	50.33	54.97	48.65	48.59	46.32	47.69	30.51	31.13	26.60
Average Period Return	0.95	2.49	3.87	4.85	5.54	3.99	-2.61	-8.79	-9.89
Average Gain	11.47	17.16	25.99	32.59	39.88	36.91	41.45	36.05	56.26
Average Loss	-9.70	-15.42	-17.08	-21.37	-24.10	-26.02	-21.95	-29.07	-33.86
Best Period	39.77	63.89	111.71	116.60	150.27	136.84	140.12	143.18	187.47
Worst Period	-33.98	-42.78	-50.76	-57.64	-58.15	-59.55	-61.51	-64.01	-64.56
Standard Deviation	13.24	21.20	28.35	33.50	42.09	41.48	40.31	37.23	48.84
Gain Standard Deviation	8.40	15.08	23.06	25.03	36.82	35.59	44.39	32.24	46.81
Loss Standard Deviation	7.43	11.67	12.54	13.07	15.22	15.60	15.95	14.87	17.23
Sharpe Ratio (1%)	0.07	0.11	0.12	0.12	0.10	0.05	-0.14	-0.35	-0.31
Average Gain / Average Loss	1.18	1.11	1.52	1.53	1.65	1.42	1.89	1.24	1.66
Profit / Loss Ratio	1.20	1.36	1.44	1.44	1.43	1.29	0.83	0.56	0.60
Downside Deviation (10%)	8.82	13.61	16.62	21.08	25.74	28.64	34.24	44.01	54.92
Downside Deviation (5%)	8.64	13.07	15.44	18.54	21.79	23.16	24.66	30.10	36.46
Downside Deviation (0%)	8.59	12.94	15.15	17.93	20.84	21.90	22.57	27.06	32.50
Sortino Ratio (10%)	0.06	0.09	0.08	-0.01	-0.08	-0.22	-0.54	-0.69	-0.68
Sortino Ratio (5%)	0.10	0.17	0.22	0.21	0.19	0.09	-0.23	-0.43	-0.41
Sortino Ratio (0%)	0.11	0.19	0.26	0.27	0.27	0.18	-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.

^#6

Top Performer

TREND FOLLOWING STRATEGY INDEX

JANUARY
2015

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Superfund Group : Superfund Green Gold C (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

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