Superfund Group : Superfund Green Gold L.P. Series B-1 Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date N / A Dec Performance -2.16% Min Investment $ 5k Mgmt. Fee 2.25% Perf. Fee 25.00% Annualized Vol 36.06% Sharpe (RFR=1%) 0.15 CAROR 0.19% Assets $ 750k Worst DD -50.61 S&P Correlation 0.17 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 YTD 1yr 3yr 5yr 10yr Since4/2009 Superfund Green Gold L.P. Series B-1 -2.16 - - - - - -31.13 1.10 S&P 500 -0.42 - - - - - 69.86 365.10 +/- S&P 500 -1.74 - - - - - -100.99 -364.00 Strategy Description SummaryAll Superfund products are based on fully automated computer trading systems, designed primarily to profit from price trends. The Superfund trading systems are able to choose from more than 100 futures markets worldwide - bonds, stock indices, currencies, commodities.... Read More Account & Fees Type Fund Minimum Investment $ 5k Trading Level Incremental Increase $ 0k CTA Max Funding Factor Management Fee 2.25% Performance Fee 25.00% Average Commission $0 Available to US Investors No Subscriptions High Water Mark Yes Subscription Frequency 15-30 Days Redemption Frequency 15-30 Days Investor Requirements QEP Lock-up Period 0 Trading Trading Frequency 0 RT/YR/$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 0% Intraday 0% Decision-Making Discretionary 0% Systematic 100.00% Strategy Trend-following 100.00% Composition SummaryAll Superfund products are based on fully automated computer trading systems, designed primarily to profit from price trends. The Superfund trading systems are able to choose from more than 100 futures markets worldwide - bonds, stock indices, currencies, commodities.Investment StrategyThe Company's objective is to achieve long-term capital appreciation by investing in derivative instruments - such as forward contracts or futures on commodities, currencies, interest rates-, in units or shares of other undertakings for collective investment, primarily Hedge Funds, or directly in transferable securities or other assets and financial instruments authorized by the Law, or a combination of the investments mentioned above. All Superfund products are based on fully automated computer trading systems.Risk ManagementDiversification: Superfund funds trade futures in many financial centers around the globe. Bonds, stock indices and currencies are traded as well as commodites like crude oil, gold, wheat, coffee, cattle and cotton. The Superfund trading systems are able to choose from more than 100 futures markets worldwide and are constantly on the lookout for attractive investment opportunities. Diversification is also achieved by a low correlation between the individual traded contracts. Technical Analysis: The Superfund trading strategy uses self-developed, fully-automated computerized trading systems. The systems use a wide array of technical indicators to identify price patterns offering a high probability of success. Based on these price patterns, the trading systems automatically issue real time buy and sell orders. Trend Following Strategies: The Superfund trading systems were designed primarily to profit from price trends. The lifespan of these trends varies; some last for a few days, others for several months. The key to success lies in limiting draw downs through the continual updating of stop-loss orders. In this way, if a trend reverses, losses can be limited; if a trend continues, profits can accumulate. Money Management: Consistent risk management represents the most important element of the Superfund trading strategy. It limits initial risk per trade to a pre-determined maximum of 2.0 percent of the fund's total assets. In addition, the trading systems continuously screen volatility and adjust portfolio exposure accordingly. 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 -50.61 38 - 8/1/2011 10/1/2014 -30.28 2 9 11/1/2009 1/1/2010 -14.40 2 2 4/1/2011 6/1/2011 -13.52 4 2 1/1/0001 7/1/2009 -11.22 1 3 12/1/2010 1/1/2011 -10.59 1 1 9/1/2009 10/1/2009 -0.97 1 1 10/1/2010 11/1/2010 Show More Consecutive Gains Run-up Length (Mos.) Start End 40.49 3 8/1/2010 10/1/2010 39.62 3 2/1/2010 4/1/2010 33.75 1 11/1/2009 11/1/2009 32.91 2 7/1/2011 8/1/2011 31.98 3 2/1/2011 4/1/2011 19.43 1 5/1/2012 5/1/2012 17.53 2 3/1/2013 4/1/2013 15.73 2 8/1/2009 9/1/2009 13.90 1 12/1/2010 12/1/2010 12.68 2 1/1/2012 2/1/2012 12.54 3 12/1/2013 2/1/2014 9.96 2 7/1/2013 8/1/2013 8.12 1 8/1/2014 8/1/2014 6.82 1 11/1/2014 11/1/2014 6.77 2 12/1/2012 1/1/2013 5.15 1 5/1/2009 5/1/2009 4.59 1 6/1/2014 6/1/2014 3.70 2 7/1/2012 8/1/2012 2.81 1 6/1/2010 6/1/2010 1.29 1 10/1/2013 10/1/2013 Show More Consecutive Losses Run-up Length (Mos.) Start End -30.28 2 12/1/2009 1/1/2010 -29.82 4 9/1/2011 12/1/2011 -28.66 2 5/1/2013 6/1/2013 -16.96 3 9/1/2012 11/1/2012 -14.40 2 5/1/2011 6/1/2011 -14.15 2 3/1/2012 4/1/2012 -13.05 1 5/1/2010 5/1/2010 -12.93 1 6/1/2012 6/1/2012 -12.67 3 3/1/2014 5/1/2014 -11.22 1 1/1/2011 1/1/2011 -11.03 2 6/1/2009 7/1/2009 -10.98 1 7/1/2010 7/1/2010 -10.59 1 10/1/2009 10/1/2009 -9.60 2 9/1/2014 10/1/2014 -9.05 1 9/1/2013 9/1/2013 -7.56 1 4/1/2009 4/1/2009 -5.15 1 11/1/2013 11/1/2013 -3.69 1 7/1/2014 7/1/2014 -2.38 1 2/1/2013 2/1/2013 -2.16 1 12/1/2014 12/1/2014 -0.97 1 11/1/2010 11/1/2010 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year Number of Periods69.0067.0064.0058.0052.0046.0034.0022.00 Percent Profitable50.7246.2745.3146.5542.3143.4847.0663.64 Average Period Return0.541.112.115.348.6310.014.026.72 Average Gain8.7112.1516.0029.9548.6455.2939.4219.39 Average Loss-7.87-8.40-9.39-16.10-20.71-24.82-27.45-15.45 Best Period33.7540.4941.0788.00121.17116.0264.8357.76 Worst Period-20.62-26.01-27.73-31.88-37.04-41.59-45.37-31.19 Standard Deviation10.4114.1916.5829.3840.2445.1437.0021.80 Gain Standard Deviation7.0212.2113.6025.2430.1529.4216.6115.32 Loss Standard Deviation5.367.167.508.259.1810.4113.6210.33 Sharpe Ratio (1%)0.040.060.100.150.180.180.030.12 Average Gain / Average Loss1.111.451.701.862.352.231.441.26 Profit / Loss Ratio1.141.251.411.621.721.711.282.20 Downside Deviation (10%)6.908.7510.3516.5422.5727.4932.9024.58 Downside Deviation (5%)6.708.189.1313.8418.2121.5824.1813.14 Downside Deviation (0%)6.668.048.8413.1817.1620.1822.1710.99 Sortino Ratio (10%)0.02-0.01-0.030.020.05-0.01-0.36-0.60 Sortino Ratio (5%)0.070.110.180.310.390.370.040.20 Sortino Ratio (0%)0.080.140.240.400.500.500.180.61 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 7 10.20 2/2014 Systematic Trader Index Month 8 10.20 2/2014 IASG CTA Index Month 9 7.18 7/2013 Trend Following Strategy Index Month 6 7.18 7/2013 Systematic Trader Index Month 6 7.18 7/2013 Diversified Trader Index Month 5 7.18 7/2013 Trend Following Strategy Index Month 9 11.00 4/2013 Systematic Trader Index Month 9 5.88 3/2013 IASG CTA Index Month 9 5.88 3/2013 Trend Following Strategy Index Month 8 5.88 3/2013 Diversified Trader Index Month 6 5.88 3/2013 Diversified Trader Index Month 10 19.43 5/2012 IASG CTA Index Month 6 12.16 1/2012 Systematic Trader Index Month 5 12.16 1/2012 Diversified Trader Index Month 4 12.16 1/2012 Trend Following Strategy Index Month 2 12.16 1/2012 Trend Following Strategy Index Month 7 14.16 8/2011 Diversified Trader Index Month 7 14.16 8/2011 Diversified Trader Index Month 5 16.42 7/2011 Trend Following Strategy Index Month 5 16.42 7/2011 Systematic Trader Index Month 5 16.42 7/2011 IASG CTA Index Month 7 16.42 7/2011 Systematic Trader Index Month 5 17.27 4/2011 Trend Following Strategy Index Month 5 17.27 4/2011 Diversified Trader Index Month 5 17.27 4/2011 IASG CTA Index Month 6 17.27 4/2011 Diversified Trader Index Month 4 11.42 2/2011 IASG CTA Index Month 7 11.42 2/2011 Trend Following Strategy Index Month 4 11.42 2/2011 Systematic Trader Index Month 4 11.42 2/2011 Trend Following Strategy Index Month 10 12.36 8/2010 Diversified Trader Index Month 10 12.36 8/2010 Trend Following Strategy Index Month 4 11.88 4/2010 Systematic Trader Index Month 5 11.88 4/2010 IASG CTA Index Month 5 11.88 4/2010 Diversified Trader Index Month 5 11.88 4/2010 IASG CTA Index Month 8 17.60 3/2010 Trend Following Strategy Index Month 7 17.60 3/2010 Systematic Trader Index Month 7 17.60 3/2010 Diversified Trader Index Month 6 17.60 3/2010 Trend Following Strategy Index Month 9 6.12 2/2010 Trend Following Strategy Index Month 2 33.75 11/2009 Systematic Trader Index Month 2 33.75 11/2009 Diversified Trader Index Month 2 33.75 11/2009 IASG CTA Index Month 3 33.75 11/2009 Trend Following Strategy Index Month 3 10.39 9/2009 Systematic Trader Index Month 4 10.39 9/2009 Diversified Trader Index Month 4 10.39 9/2009 IASG CTA Index Month 7 10.39 9/2009 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