Superfund Group : Superfund Green EUR SICAV Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 2.29% Dec Performance 3.87% Min Investment € 5k Mgmt. Fee 0.40% Perf. Fee 20.00% Annualized Vol 15.11% Sharpe (RFR=1%) 0.29 CAROR 4.28% Assets € 85.2M Worst DD -29.53 S&P Correlation 0.34 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 Since1/2017 Superfund Green EUR SICAV 3.87 -0.05 2.29 2.29 -6.40 - - 18.27 S&P 500 3.71 11.69 16.26 16.26 40.48 - - 63.14 +/- S&P 500 0.16 -11.73 -13.97 -13.97 -46.88 - - -44.88 Strategy Description SummarySUPERFUND GREEN EUR SICAV seeks to achieve capital appreciation by investing in global futures and equities markets by utilizing a proprietary, fully-systematic trading system, which trades in about 150 futures markets, automatically sends buy and sell signals, and constantly monitors... Read More Account & Fees Type Fund Minimum Investment € 5k Trading Level Incremental Increase € 0k CTA Max Funding Factor Management Fee 0.40% Performance Fee 20.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency Daily Redemption Frequency Daily Investor Requirements Any Investor Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$M Avg. Margin-to-Equity 0% Targeted Worst DD Worst Peak-to-Trough 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 Systematic 100.00% Strategy Trend-following 100.00% Composition SummarySUPERFUND GREEN EUR SICAV seeks to achieve capital appreciation by investing in global futures and equities markets by utilizing a proprietary, fully-systematic trading system, which trades in about 150 futures markets, automatically sends buy and sell signals, and constantly monitors relevant risk factors on the traded futures and equities markets in the U.S.A., Europe, and Asia. The Fund's trading philosophy takes into account market diversification, technical analysis, trend following, and money management.Investment StrategySUPERFUND GREEN EUR SICAV seeks to achieve capital appreciation by investing in global futures and equities markets by utilizing a proprietary, fully-systematic trading system, which trades in about 150 futures markets, automatically sends buy and sell signals, and constantly monitors relevant risk factors on the traded futures and equities markets in the U.S.A., Europe, and Asia. The Fund's trading philosophy takes into account market diversification, technical analysis, trend following, and money management. 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 -29.53 9 - 1/1/2018 10/1/2018 -3.14 1 1 5/1/2017 6/1/2017 -1.12 1 1 8/1/2017 9/1/2017 -0.57 1 2 2/1/2017 3/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 23.82 4 10/1/2017 1/1/2018 15.39 6 11/1/2018 4/1/2019 13.68 6 11/1/2019 4/1/2020 13.21 3 6/1/2019 8/1/2019 8.41 2 7/1/2017 8/1/2017 5.17 1 7/1/2020 7/1/2020 4.32 2 1/1/2017 2/1/2017 4.13 2 11/1/2020 12/1/2020 2.08 2 4/1/2017 5/1/2017 1.52 1 3/1/2018 3/1/2018 0.53 1 7/1/2018 7/1/2018 Show More Consecutive Losses Run-up Length (Mos.) Start End -16.86 3 8/1/2018 10/1/2018 -11.27 1 2/1/2018 2/1/2018 -10.68 3 8/1/2020 10/1/2020 -7.37 2 9/1/2019 10/1/2019 -6.40 3 4/1/2018 6/1/2018 -4.46 1 5/1/2019 5/1/2019 -4.09 2 5/1/2020 6/1/2020 -3.14 1 6/1/2017 6/1/2017 -1.12 1 9/1/2017 9/1/2017 -0.57 1 3/1/2017 3/1/2017 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year Number of Periods48.0046.0043.0037.0031.0025.0013.00 Percent Profitable62.5058.7062.7970.2754.8468.0076.92 Average Period Return0.441.122.735.033.853.7311.35 Average Gain2.956.1310.0212.9213.937.9616.85 Average Loss-3.74-6.00-9.57-13.63-8.39-5.28-6.98 Best Period11.2114.9325.9236.0431.4222.6321.09 Worst Period-11.91-16.86-21.18-27.15-18.16-11.18-7.44 Standard Deviation4.367.5511.3814.9813.738.5311.00 Gain Standard Deviation2.634.236.278.539.936.423.97 Loss Standard Deviation3.355.076.118.984.444.330.53 Sharpe Ratio (1%)0.080.110.200.270.170.200.76 Average Gain / Average Loss0.791.021.050.951.661.512.41 Profit / Loss Ratio1.321.451.772.242.023.218.05 Downside Deviation (10%)3.235.628.1911.2411.2410.0511.17 Downside Deviation (5%)3.075.127.129.257.244.724.81 Downside Deviation (0%)3.034.996.868.786.333.763.36 Sortino Ratio (10%)0.01-0.020.030.00-0.33-0.65-0.39 Sortino Ratio (5%)0.120.170.310.440.320.361.73 Sortino Ratio (0%)0.150.220.400.570.610.993.38 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 7 4.57 1/2020 Trend Following Strategy Index Month 7 2.66 11/2019 Trend Following Strategy Index Month 8 4.55 4/2019 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