Superfund Group : Superfund Green GCT USD

archived programsClosed to new investments
Year-to-Date
N / A
May Performance
-0.83%
Min Investment
$ 15k
Mgmt. Fee
0.40%
Perf. Fee
25.00%
Annualized Vol
34.47%
Sharpe (RFR=1%)
0.39
CAROR
9.01%
Assets
$ 27.4M
Worst DD
-61.05
S&P Correlation
-0.15

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 May Qtr YTD 1yr 3yr 5yr 10yr Since
1/2000
Superfund Green GCT USD -0.83 -3.41 - 24.95 0.15 10.57 -0.97 278.16
S&P 500 1.05 0.14 - 9.56 60.83 93.41 76.84 51.10
+/- S&P 500 -1.88 -3.55 - 15.39 -60.68 -82.84 -77.81 227.06

Strategy Description

Summary

Superfund Green GCT USD 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
$ 15k
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
Daily
Redemption Frequency
Daily
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
Intraday
0%

Decision-Making

Discretionary
0%
Systematic
100.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Composition

Summary

Superfund Green GCT USD 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.

   

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

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
-61.05 45 - 2/1/2009 11/1/2012
-28.22 6 34 2/1/2004 8/1/2004
-27.04 7 5 2/1/2003 9/1/2003
-25.14 2 6 6/1/2007 8/1/2007
-24.95 6 3 10/1/2001 4/1/2002
-24.70 2 3 6/1/2008 8/1/2008
-22.15 2 2 9/1/2002 11/1/2002
-10.42 6 1 1/1/2000 7/1/2000
-9.79 2 2 8/1/2000 10/1/2000
-8.61 1 4 3/1/2001 4/1/2001
-2.65 1 1 3/1/2008 4/1/2008
Show More

Consecutive Gains

Run-up Length (Mos.) Start End
89.10 5 5/1/2002 9/1/2002
72.46 3 12/1/2002 2/1/2003
63.68 5 11/1/2000 3/1/2001
61.28 6 5/1/2001 10/1/2001
40.43 6 9/1/2008 2/1/2009
36.51 5 12/1/2012 4/1/2013
35.22 3 12/1/2003 2/1/2004
33.21 4 9/1/2004 12/1/2004
30.49 3 2/1/2010 4/1/2010
27.64 3 11/1/2005 1/1/2006
25.23 1 5/1/2012 5/1/2012
24.82 2 5/1/2008 6/1/2008
24.21 2 2/1/2008 3/1/2008
23.58 3 8/1/2010 10/1/2010
22.02 1 11/1/2009 11/1/2009
22.00 3 4/1/2007 6/1/2007
21.22 2 9/1/2007 10/1/2007
17.41 2 9/1/2006 10/1/2006
16.58 2 12/1/2006 1/1/2007
15.31 1 12/1/2010 12/1/2010
14.27 1 4/1/2011 4/1/2011
12.59 2 8/1/2014 9/1/2014
12.32 1 1/1/2000 1/1/2000
12.32 1 8/1/2000 8/1/2000
12.03 1 11/1/2014 11/1/2014
11.12 3 1/1/2015 3/1/2015
11.10 2 8/1/2009 9/1/2009
11.05 2 4/1/2003 5/1/2003
10.23 1 10/1/2003 10/1/2003
9.85 2 7/1/2011 8/1/2011
9.19 2 3/1/2006 4/1/2006
7.73 2 5/1/2005 6/1/2005
7.64 1 2/1/2011 2/1/2011
7.48 3 10/1/2013 12/1/2013
7.21 2 5/1/2000 6/1/2000
7.18 1 2/1/2014 2/1/2014
6.91 2 2/1/2005 3/1/2005
5.42 1 12/1/2007 12/1/2007
4.70 1 5/1/2004 5/1/2004
4.02 2 8/1/2005 9/1/2005
3.96 1 7/1/2012 7/1/2012
2.62 1 8/1/2003 8/1/2003
2.53 1 6/1/2010 6/1/2010
2.28 1 5/1/2014 5/1/2014
2.12 1 2/1/2012 2/1/2012
1.70 1 7/1/2004 7/1/2004
1.06 1 1/1/2002 1/1/2002
0.32 1 7/1/2013 7/1/2013
Show More

Consecutive Losses

Run-up Length (Mos.) Start End
-41.72 5 3/1/2009 7/1/2009
-33.16 5 9/1/2011 1/1/2012
-26.07 4 5/1/2006 8/1/2006
-25.87 2 12/1/2009 1/1/2010
-25.14 2 7/1/2007 8/1/2007
-24.70 2 7/1/2008 8/1/2008
-23.50 1 5/1/2010 5/1/2010
-23.21 1 3/1/2003 3/1/2003
-22.15 2 10/1/2002 11/1/2002
-20.57 4 8/1/2012 11/1/2012
-20.35 2 3/1/2004 4/1/2004
-18.76 2 11/1/2001 12/1/2001
-15.75 2 2/1/2007 3/1/2007
-15.57 1 6/1/2012 6/1/2012
-15.46 1 4/1/2005 4/1/2005
-15.40 2 5/1/2011 6/1/2011
-15.03 2 5/1/2013 6/1/2013
-13.45 1 10/1/2009 10/1/2009
-13.00 1 10/1/2005 10/1/2005
-12.48 1 1/1/2005 1/1/2005
-12.00 2 3/1/2012 4/1/2012
-11.43 2 6/1/2003 7/1/2003
-10.20 1 6/1/2004 6/1/2004
-9.79 2 9/1/2000 10/1/2000
-8.63 3 2/1/2000 4/1/2000
-8.61 1 4/1/2001 4/1/2001
-8.59 3 2/1/2002 4/1/2002
-8.55 1 7/1/2000 7/1/2000
-8.54 1 11/1/2007 11/1/2007
-6.56 2 8/1/2013 9/1/2013
-6.25 2 3/1/2014 4/1/2014
-5.87 1 9/1/2003 9/1/2003
-5.75 1 8/1/2004 8/1/2004
-5.28 1 1/1/2011 1/1/2011
-4.57 2 4/1/2015 5/1/2015
-4.37 1 2/1/2006 2/1/2006
-4.27 1 1/1/2014 1/1/2014
-3.77 1 1/1/2008 1/1/2008
-3.59 1 11/1/2010 11/1/2010
-3.20 1 7/1/2010 7/1/2010
-3.12 2 6/1/2014 7/1/2014
-2.65 1 4/1/2008 4/1/2008
-2.54 1 11/1/2003 11/1/2003
-2.22 1 12/1/2014 12/1/2014
-1.38 1 10/1/2014 10/1/2014
-0.88 1 11/1/2006 11/1/2006
-0.59 1 3/1/2011 3/1/2011
-0.05 1 7/1/2005 7/1/2005
Show More

Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods185.00183.00180.00174.00168.00162.00150.00138.00126.00
Percent Profitable55.6856.2857.7863.7960.7159.8859.3354.3557.94
Average Period Return1.213.556.7513.1318.7024.1535.8242.6147.48
Average Gain8.0214.8321.5430.6343.1253.4876.5997.75102.12
Average Loss-7.35-10.97-13.49-17.71-19.04-19.60-23.65-23.02-27.78
Best Period28.4272.4687.89141.27157.59231.81342.16377.80374.94
Worst Period-23.50-31.62-40.98-48.67-49.14-45.14-53.07-59.50-55.87
Standard Deviation9.9517.5922.7033.6142.7057.1584.3197.81101.17
Gain Standard Deviation6.8914.4016.8528.8036.6656.4888.14103.65101.96
Loss Standard Deviation5.678.1310.9912.8814.6113.5314.0416.2215.77
Sharpe Ratio (1%)0.110.190.280.360.400.390.390.390.42
Average Gain / Average Loss1.091.351.601.732.262.733.244.253.68
Profit / Loss Ratio1.371.742.183.053.504.074.725.055.06
Downside Deviation (10%)6.389.6812.5715.6919.0420.8726.9432.3638.04
Downside Deviation (5%)6.219.1411.5313.6315.7616.1219.2021.2923.61
Downside Deviation (0%)6.169.0111.2813.1415.0015.0517.5018.9820.67
Sortino Ratio (10%)0.130.240.340.520.580.670.740.650.52
Sortino Ratio (5%)0.180.360.540.891.091.371.711.811.79
Sortino Ratio (0%)0.200.390.601.001.251.612.052.252.30

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 9 3.40 2/2015
IASG CTA Index Month 3 17.70 4/2013
Trend Following Strategy Index Month 3 17.70 4/2013
Diversified Trader Index Month 3 17.70 4/2013
Systematic Trader Index Month 3 17.70 4/2013
Diversified Trader Index Month 7 25.23 5/2012
Systematic Trader Index Month 8 25.23 5/2012
IASG CTA Index Month 8 25.23 5/2012
Trend Following Strategy Index Month 8 25.23 5/2012
Diversified Trader Index Month 7 14.27 4/2011
IASG CTA Index Month 8 14.27 4/2011
Trend Following Strategy Index Month 6 14.27 4/2011
Systematic Trader Index Month 6 14.27 4/2011
Trend Following Strategy Index Month 9 15.31 12/2010
Systematic Trader Index Month 10 15.31 12/2010
Trend Following Strategy Index Month 10 7.72 4/2010
Diversified Trader Index Month 5 18.50 3/2010
IASG CTA Index Month 6 18.50 3/2010
Trend Following Strategy Index Month 5 18.50 3/2010
Systematic Trader Index Month 5 18.50 3/2010
IASG CTA Index Month 10 22.02 11/2009
Diversified Trader Index Month 9 22.02 11/2009
Trend Following Strategy Index Month 8 22.02 11/2009
Systematic Trader Index Month 8 22.02 11/2009
Diversified Trader Index Month 8 13.98 6/2008
Trend Following Strategy Index Month 6 13.98 6/2008
Systematic Trader Index Month 6 13.98 6/2008
IASG CTA Index Month 8 9.51 5/2008
Systematic Trader Index Month 7 9.51 5/2008
Trend Following Strategy Index Month 5 9.51 5/2008
Diversified Trader Index Month 8 9.51 5/2008
Trend Following Strategy Index Month 10 12.77 10/2007
Diversified Trader Index Month 10 12.77 10/2007
Trend Following Strategy Index Month 8 10.93 4/2007
Diversified Trader Index Month 3 16.36 12/2006
Systematic Trader Index Month 3 16.36 12/2006
Trend Following Strategy Index Month 3 16.36 12/2006
IASG CTA Index Month 3 16.36 12/2006
Trend Following Strategy Index Month 8 7.98 10/2006
Systematic Trader Index Month 9 7.98 10/2006
Diversified Trader Index Month 5 8.73 9/2006
Systematic Trader Index Month 6 8.73 9/2006
Trend Following Strategy Index Month 6 8.73 9/2006
IASG CTA Index Month 6 8.73 9/2006
IASG CTA Index 5 Year Rolling 5 207.96 2000 - 2005
Systematic Trader Index Month 7 14.20 11/2005
Diversified Trader Index Month 7 14.20 11/2005
IASG CTA Index Month 7 14.20 11/2005
Trend Following Strategy Index Month 7 14.20 11/2005
IASG CTA Index 5 Year Rolling 1 374.94 1999 - 2004
IASG CTA Index 3 Year Rolling 9 137.68 2001 - 2004
IASG CTA Index Month 5 15.42 11/2004
Diversified Trader Index Month 5 15.42 11/2004
Trend Following Strategy Index Month 5 15.42 11/2004
Systematic Trader Index Month 5 15.42 11/2004
Trend Following Strategy Index Month 7 8.19 9/2004
Systematic Trader Index Month 7 8.19 9/2004
IASG CTA Index Month 9 8.19 9/2004
Diversified Trader Index Month 8 8.19 9/2004
Systematic Trader Index Month 8 4.70 5/2004
IASG CTA Index Month 10 4.70 5/2004
Trend Following Strategy Index Month 7 4.70 5/2004
Diversified Trader Index Month 7 4.70 5/2004
Systematic Trader Index Month 10 14.05 2/2004
Diversified Trader Index Month 10 14.05 2/2004
Trend Following Strategy Index Month 9 14.05 2/2004
IASG CTA Index Month 6 16.28 12/2003
Trend Following Strategy Index Month 6 16.28 12/2003
Systematic Trader Index Month 6 16.28 12/2003
Diversified Trader Index Month 6 16.28 12/2003
IASG CTA Index 3 Year Rolling 2 204.79 2000 - 2003
Trend Following Strategy Index Month 10 2.62 8/2003
Diversified Trader Index Month 8 15.52 2/2003
Systematic Trader Index Month 7 15.52 2/2003
IASG CTA Index Month 8 15.52 2/2003
Trend Following Strategy Index Month 7 15.52 2/2003
Trend Following Strategy Index Month 2 19.99 1/2003
IASG CTA Index Month 4 19.99 1/2003
Diversified Trader Index Month 4 19.99 1/2003
Systematic Trader Index Month 3 19.99 1/2003
IASG CTA Index Year Rolling 5 69.21 2001 - 2002
IASG CTA Index 3 Year Rolling 1 238.12 1999 - 2002
Diversified Trader Index Month 6 24.42 12/2002
Systematic Trader Index Month 6 24.42 12/2002
Trend Following Strategy Index Month 6 24.42 12/2002
IASG CTA Index Month 6 24.42 12/2002
Trend Following Strategy Index Month 8 9.01 9/2002
Systematic Trader Index Month 2 15.23 8/2002
Trend Following Strategy Index Month 1 15.23 8/2002
Diversified Trader Index Month 1 15.23 8/2002
IASG CTA Index Month 2 15.23 8/2002
Trend Following Strategy Index Month 4 17.67 7/2002
Systematic Trader Index Month 4 17.67 7/2002
Diversified Trader Index Month 4 17.67 7/2002
IASG CTA Index Month 5 17.67 7/2002
IASG CTA Index Month 5 23.54 6/2002
Trend Following Strategy Index Month 5 23.54 6/2002
Systematic Trader Index Month 5 23.54 6/2002
Diversified Trader Index Month 5 23.54 6/2002
Trend Following Strategy Index Month 7 1.06 1/2002

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