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/ Superfund Group / Superfund Green Gold C (SPC)

Superfund Group : Superfund Green Gold C (SPC)

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archived programsClosed to new investments
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 YTD 1yr 3yr 5yr 10yr Since
10/2005
Superfund Green Gold C (SPC) -6.05 - - - -0.07 -12.14 -14.42 13.51
S&P 500 0.48 - - - 30.43 67.53 110.19 168.21
+/- S&P 500 -6.53 - - - -30.50 -79.66 -124.61 -154.70

Strategy Description

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... 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%
Strategy Pie Chart

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

   

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

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
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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
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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.

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