Superfund Group : Superfund Green GOLD SICAV

archived programs
Year-to-Date
38.58%
Aug Performance
-0.63%
Min Investment
$ 20k
Mgmt. Fee
0.40%
Perf. Fee
20.00%
Annualized Vol
22.11%
Sharpe (RFR=1%)
0.64
CAROR
13.69%
Assets
$ 97.0M
Worst DD
-35.95
S&P Correlation
0.33

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 Aug Qtr YTD 1yr 3yr 5yr 10yr Since
1/2017
Superfund Green GOLD SICAV -0.63 0.00 38.58 45.73 55.62 - - 111.85
S&P 500 7.01 14.98 8.34 19.61 40.39 - - 57.31
+/- S&P 500 -7.64 -14.98 30.24 26.12 15.23 - - 54.55

Strategy Description

Summary

SUPERFUND GREEN GOLD SICAV is designed primarily for non-US investors desiring to invest a portion of their assets in a fund emphasising a promising investment strategy through a small correlation to equity securities and option markets and also currency independent investments which... Read More

Account & Fees

Type Fund
Minimum Investment $ 20k
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%
Strategy Pie Chart

Composition

Summary

SUPERFUND GREEN GOLD SICAV is designed primarily for non-US investors desiring to invest a portion of their assets in a fund emphasising 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 aprreciation through the use of technical analysis Superfund Green Gold A (SPC) 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 Strategy

SUPERFUND GREEN GOLD SICAV is designed primarily for non-US investors desiring to invest a portion of their assets in a fund emphasising 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 aprreciation through the use of technical analysis Superfund Green Gold A (SPC) 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
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Sharpe Ratio: (RF=1%)
Skewness:
Kurtosis:
Reward
Compound RoR:
Average RoR:
Max Gain:
Gain Frequency:
Average Gain:
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Risk
Standard Deviation:
Worst Loss:
Loss Frequency:
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Sharpe Ratio: (RF=1%)
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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.

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
-35.95 9 10 1/1/2018 10/1/2018
-9.30 1 4 8/1/2019 9/1/2019
-5.68 1 1 5/1/2017 6/1/2017
-3.62 1 1 8/1/2017 9/1/2017
-1.00 1 1 2/1/2017 3/1/2017
-0.64 1 1 1/1/2020 2/1/2020
-0.63 1 - 7/1/2020 8/1/2020
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Consecutive Gains

Run-up Length (Mos.) Start End
32.27 3 6/1/2019 8/1/2019
29.59 4 10/1/2017 1/1/2018
29.12 5 3/1/2020 7/1/2020
21.68 6 11/1/2018 4/1/2019
15.08 2 7/1/2017 8/1/2017
14.31 2 12/1/2019 1/1/2020
13.68 2 1/1/2017 2/1/2017
4.04 2 4/1/2017 5/1/2017
2.21 1 3/1/2018 3/1/2018
1.26 1 10/1/2019 10/1/2019
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Consecutive Losses

Run-up Length (Mos.) Start End
-27.94 7 4/1/2018 10/1/2018
-13.04 1 2/1/2018 2/1/2018
-9.30 1 9/1/2019 9/1/2019
-5.68 1 6/1/2017 6/1/2017
-3.62 1 9/1/2017 9/1/2017
-2.80 1 5/1/2019 5/1/2019
-1.00 1 3/1/2017 3/1/2017
-0.64 1 2/1/2020 2/1/2020
-0.63 1 8/1/2020 8/1/2020
-0.48 1 11/1/2019 11/1/2019
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods44.0042.0039.0033.0027.0021.00
Percent Profitable63.6471.4374.3669.7062.96100.00
Average Period Return1.915.3010.1917.8720.2921.77
Average Gain5.4610.9918.6432.8936.7521.77
Average Loss-4.31-8.94-14.30-16.67-7.68
Best Period14.7332.2734.6754.3886.1677.41
Worst Period-13.04-17.28-27.06-27.85-12.362.69
Standard Deviation6.2510.7316.9026.6733.2521.65
Gain Standard Deviation4.286.018.5815.1531.7821.65
Loss Standard Deviation3.784.978.948.164.08
Sharpe Ratio (1%)0.290.470.570.630.570.91
Average Gain / Average Loss1.271.231.301.974.78
Profit / Loss Ratio2.223.073.784.548.13
Downside Deviation (10%)3.606.009.5212.679.773.01
Downside Deviation (5%)3.445.538.6410.626.07
Downside Deviation (0%)3.415.418.4210.125.24
Sortino Ratio (10%)0.420.680.811.021.303.83
Sortino Ratio (5%)0.530.911.121.593.09
Sortino Ratio (0%)0.560.981.211.773.88

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 4 14.73 7/2020
IASG CTA Index Month 6 14.73 7/2020
Systematic Trader Index Month 6 14.73 7/2020
Diversified Trader Index Month 6 14.73 7/2020
Trend Following Strategy Index Month 6 1.03 5/2020
Systematic Trader Index Month 2 8.32 4/2020
IASG CTA Index Month 2 8.32 4/2020
Trend Following Strategy Index Month 1 8.32 4/2020
Diversified Trader Index Month 1 8.32 4/2020
Trend Following Strategy Index Month 1 8.32 4/2020
Diversified Trader Index Month 1 8.32 4/2020
IASG CTA Index Month 2 8.32 4/2020
Systematic Trader Index Month 2 8.32 4/2020
IASG CTA Index Month 1 8.70 1/2020
Trend Following Strategy Index Month 1 8.70 1/2020
Diversified Trader Index Month 1 8.70 1/2020
Systematic Trader Index Month 1 8.70 1/2020
IASG CTA Index Annual 2 42.37 2019
IASG CTA Index 3 Year 10 52.87 2016 - 2019
Trend Following Strategy Index Month 6 1.26 10/2019
Trend Following Strategy Index Month 5 14.33 8/2019
Systematic Trader Index Month 5 14.33 8/2019
Diversified Trader Index Month 5 14.33 8/2019
Systematic Trader Index Month 1 13.22 6/2019
Diversified Trader Index Month 1 13.22 6/2019
Trend Following Strategy Index Month 1 13.22 6/2019
Trend Following Strategy Index Month 5 6.66 1/2019
Diversified Trader Index Month 5 6.66 1/2019
Systematic Trader Index Month 6 6.66 1/2019

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