Superfund Group : Superfund Green L.P. Series B

Year-to-Date: N / A
Nov Performance: 0.52%

Min Investment: $ 5k
Mgmt. Fee: 1.85%
Perf. Fee: 25.00%

Annualized Vol: 32.32%
Sharpe (RFR=1%): 0.14
CAROR: 0.44%

Assets: $ 2.1M
Worst DD: -60.31
S&P Correlation: 0.06

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	Nov	Qtr	YTD	1yr	3yr	5yr	10yr	Since 10/2002
Superfund Green L.P. Series B	0.52	-	-	-	-19.62	-22.06	-39.84	7.29
S&P 500	1.79	-	-	-	31.33	51.31	204.81	358.30
+/- S&P 500	-1.27	-	-	-	-50.96	-73.36	-244.65	-351.01

Strategy Description

Summary

All 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	1.85%
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	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%

Composition

Summary

Investment Strategy

The 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. Diversification: 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:

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:

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
-60.31	95	-	2/1/2009	1/1/2017
-34.23	6	20	2/1/2004	8/1/2004
-32.13	5	7	2/1/2003	7/1/2003
-25.77	11	11	4/1/2006	3/1/2007
-21.19	2	4	6/1/2008	8/1/2008
-5.84	1	1	10/1/2002	11/1/2002
-1.20	1	1	3/1/2008	4/1/2008

Consecutive Gains

Run-up	Length (Mos.)	Start	End
69.57	3	12/1/2002	2/1/2003
56.32	3	12/1/2003	2/1/2004
44.66	4	9/1/2004	12/1/2004
34.92	3	2/1/2010	4/1/2010
34.77	5	12/1/2012	4/1/2013
29.43	6	9/1/2008	2/1/2009
27.67	4	10/1/2017	1/1/2018
27.03	2	2/1/2008	3/1/2008
26.43	3	4/1/2007	6/1/2007
24.50	2	4/1/2012	5/1/2012
24.03	2	9/1/2007	10/1/2007
23.89	3	8/1/2010	10/1/2010
22.96	2	4/1/2003	5/1/2003
22.10	1	11/1/2009	11/1/2009
20.79	2	5/1/2008	6/1/2008
16.14	1	12/1/2006	12/1/2006
15.25	1	12/1/2010	12/1/2010
15.16	2	3/1/2006	4/1/2006
14.09	1	4/1/2011	4/1/2011
13.61	2	10/1/2015	11/1/2015
13.15	3	8/1/2006	10/1/2006
12.93	1	11/1/2005	11/1/2005
12.76	2	2/1/2005	3/1/2005
10.46	2	8/1/2009	9/1/2009
10.42	2	8/1/2014	9/1/2014
9.80	1	11/1/2014	11/1/2014
9.72	1	1/1/2006	1/1/2006
9.59	3	8/1/2003	10/1/2003
9.17	2	8/1/2005	9/1/2005
9.11	1	5/1/2004	5/1/2004
8.70	2	1/1/2015	2/1/2015
8.66	2	7/1/2011	8/1/2011
7.77	3	10/1/2013	12/1/2013
7.20	2	6/1/2016	7/1/2016
7.17	1	2/1/2011	2/1/2011
6.73	2	7/1/2017	8/1/2017
5.48	1	2/1/2017	2/1/2017
5.24	1	2/1/2014	2/1/2014
4.44	1	12/1/2007	12/1/2007
4.06	2	5/1/2005	6/1/2005
3.69	1	7/1/2015	7/1/2015
3.40	1	7/1/2012	7/1/2012
2.73	1	5/1/2017	5/1/2017
2.72	1	3/1/2018	3/1/2018
2.72	2	1/1/2016	2/1/2016
2.38	1	5/1/2014	5/1/2014
1.53	1	7/1/2018	7/1/2018
1.45	1	2/1/2012	2/1/2012
0.52	1	11/1/2018	11/1/2018
0.29	1	6/1/2006	6/1/2006
0.10	1	7/1/2013	7/1/2013

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-41.81	5	3/1/2009	7/1/2009
-29.11	1	3/1/2003	3/1/2003
-26.63	2	12/1/2009	1/1/2010
-25.63	5	9/1/2011	1/1/2012
-25.55	3	1/1/2007	3/1/2007
-23.49	3	5/1/2010	7/1/2010
-23.03	3	6/1/2004	8/1/2004
-22.14	2	6/1/2003	7/1/2003
-21.68	2	3/1/2004	4/1/2004
-21.19	2	7/1/2008	8/1/2008
-20.64	4	8/1/2012	11/1/2012
-20.57	6	8/1/2016	1/1/2017
-18.34	1	10/1/2009	10/1/2009
-16.86	1	4/1/2005	4/1/2005
-15.70	2	5/1/2011	6/1/2011
-14.74	1	1/1/2005	1/1/2005
-14.38	3	8/1/2018	10/1/2018
-14.36	3	3/1/2016	5/1/2016
-14.30	2	7/1/2007	8/1/2007
-14.25	1	6/1/2012	6/1/2012
-14.11	1	7/1/2006	7/1/2006
-13.54	4	3/1/2015	6/1/2015
-13.16	2	5/1/2013	6/1/2013
-12.61	1	2/1/2018	2/1/2018
-10.77	1	10/1/2005	10/1/2005
-10.37	1	5/1/2006	5/1/2006
-10.19	2	8/1/2015	9/1/2015
-9.99	1	3/1/2012	3/1/2012
-8.01	3	4/1/2018	6/1/2018
-6.79	1	11/1/2007	11/1/2007
-6.37	2	8/1/2013	9/1/2013
-5.84	2	10/1/2002	11/1/2002
-5.22	1	1/1/2011	1/1/2011
-5.02	2	3/1/2014	4/1/2014
-4.95	1	2/1/2006	2/1/2006
-4.28	1	12/1/2015	12/1/2015
-3.68	1	7/1/2005	7/1/2005
-3.61	1	1/1/2008	1/1/2008
-3.24	1	11/1/2010	11/1/2010
-3.07	1	1/1/2014	1/1/2014
-2.87	2	6/1/2014	7/1/2014
-2.23	1	6/1/2017	6/1/2017
-2.04	1	11/1/2003	11/1/2003
-1.92	1	12/1/2014	12/1/2014
-1.91	1	10/1/2014	10/1/2014
-1.73	1	11/1/2006	11/1/2006
-1.64	2	3/1/2017	4/1/2017
-1.20	1	4/1/2008	4/1/2008
-1.01	1	3/1/2011	3/1/2011
-0.26	1	9/1/2017	9/1/2017
-0.22	1	12/1/2005	12/1/2005

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	194.00	192.00	189.00	183.00	177.00	171.00	159.00	147.00	135.00
Percent Profitable	51.03	51.04	50.26	51.37	52.54	51.46	42.14	40.14	38.52
Average Period Return	0.47	1.24	1.69	2.93	3.37	2.21	1.29	1.46	1.33
Average Gain	7.22	12.29	16.17	20.48	22.68	21.25	26.84	30.06	37.54
Average Loss	-6.64	-10.29	-12.94	-15.61	-18.02	-17.97	-17.32	-17.71	-21.36
Best Period	27.33	69.57	62.26	60.19	79.98	86.26	82.66	96.48	117.93
Worst Period	-29.11	-31.68	-41.42	-52.66	-51.14	-48.57	-49.90	-56.26	-51.64
Standard Deviation	9.33	15.04	18.60	22.34	26.32	25.70	27.40	30.36	37.35
Gain Standard Deviation	6.76	11.77	13.22	14.35	19.09	19.41	21.72	24.51	34.06
Loss Standard Deviation	5.74	7.54	9.63	11.72	13.57	12.98	11.40	14.82	14.35
Sharpe Ratio (1%)	0.04	0.07	0.06	0.09	0.07	0.01	-0.06	-0.09	-0.10
Average Gain / Average Loss	1.09	1.19	1.25	1.31	1.26	1.18	1.55	1.70	1.76
Profit / Loss Ratio	1.15	1.25	1.26	1.39	1.39	1.25	1.13	1.14	1.10
Downside Deviation (10%)	6.31	9.62	12.80	16.52	19.99	21.77	26.90	33.04	40.79
Downside Deviation (5%)	6.14	9.05	11.64	14.15	16.35	16.57	17.73	20.35	23.58
Downside Deviation (0%)	6.10	8.91	11.35	13.59	15.50	15.41	15.75	17.82	20.14
Sortino Ratio (10%)	0.01	0.00	-0.06	-0.13	-0.21	-0.37	-0.54	-0.61	-0.64
Sortino Ratio (5%)	0.06	0.11	0.10	0.14	0.11	0.01	-0.10	-0.13	-0.16
Sortino Ratio (0%)	0.08	0.14	0.15	0.22	0.22	0.14	0.08	0.08	0.07

Top Performer Badges

Index	Award Type	Rank	Performance	Period
IASG CTA Index	Month	4	17.53	4/2013
Trend Following Strategy Index	Month	4	17.53	4/2013
Systematic Trader Index	Month	4	17.53	4/2013
Diversified Trader Index	Month	4	17.53	4/2013
Diversified Trader Index	Month	8	23.63	5/2012
Trend Following Strategy Index	Month	9	23.63	5/2012
Systematic Trader Index	Month	9	23.63	5/2012
IASG CTA Index	Month	10	23.63	5/2012
Diversified Trader Index	Month	8	14.09	4/2011
IASG CTA Index	Month	9	14.09	4/2011
Trend Following Strategy Index	Month	7	14.09	4/2011
Systematic Trader Index	Month	7	14.09	4/2011
Trend Following Strategy Index	Month	10	15.25	12/2010
IASG CTA Index	Month	4	22.85	3/2010
Diversified Trader Index	Month	3	22.85	3/2010
Systematic Trader Index	Month	3	22.85	3/2010
Trend Following Strategy Index	Month	3	22.85	3/2010
Systematic Trader Index	Month	7	22.10	11/2009
IASG CTA Index	Month	9	22.10	11/2009
Diversified Trader Index	Month	8	22.10	11/2009
Trend Following Strategy Index	Month	7	22.10	11/2009
Diversified Trader Index	Month	10	12.54	6/2008
Trend Following Strategy Index	Month	8	12.54	6/2008
Systematic Trader Index	Month	8	12.54	6/2008
IASG CTA Index	Month	5	14.57	10/2007
Trend Following Strategy Index	Month	5	14.57	10/2007
Systematic Trader Index	Month	5	14.57	10/2007
Diversified Trader Index	Month	5	14.57	10/2007
Systematic Trader Index	Month	5	9.77	6/2007
IASG CTA Index	Month	6	9.77	6/2007
Trend Following Strategy Index	Month	3	9.77	6/2007
Diversified Trader Index	Month	4	9.77	6/2007
Trend Following Strategy Index	Month	7	11.38	4/2007
Diversified Trader Index	Month	4	16.14	12/2006
Systematic Trader Index	Month	4	16.14	12/2006
Trend Following Strategy Index	Month	4	16.14	12/2006
IASG CTA Index	Month	4	16.14	12/2006
Systematic Trader Index	Month	10	7.74	10/2006
Trend Following Strategy Index	Month	9	7.74	10/2006
Systematic Trader Index	Month	9	8.02	8/2005
Trend Following Strategy Index	Month	7	8.02	8/2005
Diversified Trader Index	Month	7	8.02	8/2005
Diversified Trader Index	Month	3	8.49	3/2005
Systematic Trader Index	Month	3	8.49	3/2005
IASG CTA Index	Month	3	8.49	3/2005
Trend Following Strategy Index	Month	3	8.49	3/2005
Trend Following Strategy Index	Month	4	17.33	11/2004
Systematic Trader Index	Month	4	17.33	11/2004
IASG CTA Index	Month	4	17.33	11/2004
Diversified Trader Index	Month	4	17.33	11/2004
Trend Following Strategy Index	Month	9	7.01	10/2004
Diversified Trader Index	Month	2	14.75	9/2004
Systematic Trader Index	Month	1	14.75	9/2004
IASG CTA Index	Month	2	14.75	9/2004
Trend Following Strategy Index	Month	2	14.75	9/2004
Diversified Trader Index	Month	2	9.11	5/2004
Trend Following Strategy Index	Month	2	9.11	5/2004
IASG CTA Index	Month	3	9.11	5/2004
Systematic Trader Index	Month	3	9.11	5/2004
Systematic Trader Index	Month	5	18.63	2/2004
Trend Following Strategy Index	Month	5	18.63	2/2004
IASG CTA Index	Month	6	18.63	2/2004
Diversified Trader Index	Month	5	18.63	2/2004
Trend Following Strategy Index	Month	10	3.49	1/2004
Systematic Trader Index	Month	1	27.33	12/2003
Diversified Trader Index	Month	1	27.33	12/2003
IASG CTA Index	Month	1	27.33	12/2003
Trend Following Strategy Index	Month	1	27.33	12/2003
Trend Following Strategy Index	Month	9	3.42	8/2003
Systematic Trader Index	Month	7	21.90	5/2003
Trend Following Strategy Index	Month	7	21.90	5/2003
Diversified Trader Index	Month	6	21.90	5/2003
IASG CTA Index	Month	7	21.90	5/2003
Systematic Trader Index	Month	3	17.07	2/2003
Diversified Trader Index	Month	4	17.07	2/2003
Trend Following Strategy Index	Month	3	17.07	2/2003
IASG CTA Index	Month	4	17.07	2/2003
Trend Following Strategy Index	Month	3	17.59	1/2003
Systematic Trader Index	Month	4	17.59	1/2003
Diversified Trader Index	Month	5	17.59	1/2003
IASG CTA Index	Month	5	17.59	1/2003
IASG CTA Index	Month	8	23.18	12/2002
Systematic Trader Index	Month	8	23.18	12/2002
Trend Following Strategy Index	Month	8	23.18	12/2002
IASG CTA Index	Sharpe	10	1.29	2002
Diversified Trader Index	Month	8	23.18	12/2002
Diversified Trader Index	Month	9	0.00	10/2002
Trend Following Strategy Index	Month	4	0.00	10/2002

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

^#4

Top Performer

IASG CTA INDEX

APRIL
2013

Get Free Research Report on This CTA

Get additional information on Superfund Group, including performance, charts, statistics, ratios, and more.

First Name is required.

Last Name is required.

Email is required. This is not a valid email.

Phone is required.

* Required fields

More Programs by Superfund Group

Program Name	CAROR
Superfund Green SILVER SICAV	16.92%
Superfund Green GOLD SICAV	16.40%
Superfund Green Master	10.25%
Superfund Green USD SICAV	8.40%
Superfund Green Q-AG	7.34%
Superfund Green Gold B (SPC)	5.48%
Superfund Green Gold A (SPC)	5.21%
Superfund Green EUR SICAV	4.33%

IASG Activity

Blends 13
Portfolios 8
Watchlists 16

Find the right managed futures programs for you with our comprehensive free CTA database.

Superfund Group : Superfund Green L.P. Series B

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

Connect With Us for Latest CTA News & Rankings

Account Log In

Reset Password

Register for an Account

Thank You

Find the right managed futures programs for you with our comprehensive free CTA database.

Superfund Group : Superfund Green L.P. Series B

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

Investment Strategy

Drawdown Report

Consecutive Gains

Consecutive Losses

Time Windows Analysis

Top Performer Badges

{{title}}

{{title}}

Connect With Us for Latest CTA News & Rankings

Get the Full Picture

Register now to access our complete CTA database: