Superfund Group : Superfund Green Master

Closed to new investments
Year-to-Date
25.98%
Jun Performance
7.37%
Min Investment
$ 2,000k
Mgmt. Fee
1.00%
Perf. Fee
35.00%
Annualized Vol
42.90%
Sharpe (RFR=1%)
0.41
CAROR
9.84%
Assets
$ 1.7M
Worst DD
-65.13
S&P Correlation
-0.09

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 Jun Qtr YTD 1yr 3yr 5yr 10yr Since
5/2001
Superfund Green Master 7.37 8.39 25.98 4.62 19.57 44.56 9.96 449.90
S&P 500 6.89 3.78 17.34 8.21 38.73 48.55 216.69 131.83
+/- S&P 500 0.48 4.61 8.64 -3.59 -19.16 -3.98 -206.73 318.07

Strategy Description

Summary

Superfund Green Master 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
$ 2,000k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
1.00%
Performance Fee
35.00%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
Yes
Subscription Frequency
Redemption Frequency
15-30 Days
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
0 RT/YR/$M
Avg. Margin-to-Equity
40%
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%
Strategy Pie Chart

Composition

Summary

Superfund Green Master 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
-65.13 45 - 2/1/2009 11/1/2012
-35.40 6 3 10/1/2001 4/1/2002
-35.39 2 2 9/1/2002 11/1/2002
-33.78 2 3 6/1/2008 8/1/2008
-31.85 2 8 2/1/2003 4/1/2003
-31.48 2 6 6/1/2007 8/1/2007
-31.43 11 6 11/1/2004 10/1/2005
-30.81 6 3 2/1/2004 8/1/2004
-29.24 4 4 4/1/2006 8/1/2006
-20.70 3 2 12/1/2006 3/1/2007
-7.18 2 1 2/1/2008 4/1/2008
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Consecutive Gains

Run-up Length (Mos.) Start End
131.55 5 5/1/2002 9/1/2002
103.36 3 12/1/2002 2/1/2003
92.56 6 5/1/2001 10/1/2001
70.04 6 9/1/2008 2/1/2009
52.29 5 12/1/2012 4/1/2013
47.41 3 12/1/2003 2/1/2004
46.93 3 9/1/2004 11/1/2004
43.83 3 2/1/2010 4/1/2010
39.05 3 11/1/2005 1/1/2006
37.34 3 8/1/2010 10/1/2010
36.95 2 5/1/2008 6/1/2008
36.89 3 4/1/2007 6/1/2007
36.11 1 5/1/2012 5/1/2012
35.64 4 10/1/2017 1/1/2018
34.74 2 9/1/2007 10/1/2007
32.16 1 2/1/2008 2/1/2008
27.97 1 11/1/2009 11/1/2009
26.71 6 11/1/2018 4/1/2019
25.76 1 5/1/2003 5/1/2003
22.98 1 12/1/2010 12/1/2010
21.89 2 9/1/2006 10/1/2006
19.19 1 4/1/2011 4/1/2011
18.91 1 12/1/2006 12/1/2006
18.00 3 1/1/2015 3/1/2015
17.92 3 9/1/2015 11/1/2015
17.91 2 8/1/2014 9/1/2014
16.56 1 11/1/2014 11/1/2014
15.63 1 10/1/2003 10/1/2003
14.23 2 7/1/2011 8/1/2011
14.20 2 3/1/2006 4/1/2006
12.52 2 7/1/2017 8/1/2017
12.17 2 8/1/2009 9/1/2009
11.89 3 10/1/2013 12/1/2013
11.09 1 7/1/2015 7/1/2015
10.67 2 5/1/2005 6/1/2005
10.57 1 2/1/2011 2/1/2011
9.27 1 5/1/2004 5/1/2004
9.04 2 6/1/2016 7/1/2016
8.74 1 2/1/2014 2/1/2014
7.39 2 1/1/2017 2/1/2017
7.37 1 6/1/2019 6/1/2019
6.60 1 3/1/2005 3/1/2005
5.79 1 12/1/2007 12/1/2007
5.36 2 1/1/2016 2/1/2016
5.22 1 7/1/2012 7/1/2012
4.83 2 1/1/2012 2/1/2012
4.07 2 4/1/2017 5/1/2017
3.64 1 8/1/2003 8/1/2003
3.49 1 5/1/2014 5/1/2014
2.61 1 3/1/2018 3/1/2018
2.20 2 8/1/2005 9/1/2005
2.06 1 7/1/2004 7/1/2004
1.53 1 6/1/2010 6/1/2010
1.33 1 7/1/2018 7/1/2018
1.18 1 7/1/2013 7/1/2013
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Consecutive Losses

Run-up Length (Mos.) Start End
-50.45 5 3/1/2009 7/1/2009
-36.76 4 9/1/2011 12/1/2011
-35.40 6 11/1/2001 4/1/2002
-35.39 2 10/1/2002 11/1/2002
-33.78 2 7/1/2008 8/1/2008
-32.79 2 12/1/2009 1/1/2010
-31.85 2 3/1/2003 4/1/2003
-31.48 2 7/1/2007 8/1/2007
-29.24 4 5/1/2006 8/1/2006
-28.37 1 5/1/2010 5/1/2010
-23.22 4 8/1/2012 11/1/2012
-21.29 2 3/1/2004 4/1/2004
-21.20 5 8/1/2016 12/1/2016
-20.86 1 6/1/2012 6/1/2012
-20.81 2 5/1/2011 6/1/2011
-20.70 3 1/1/2007 3/1/2007
-20.10 3 8/1/2018 10/1/2018
-19.87 2 5/1/2013 6/1/2013
-19.41 1 4/1/2005 4/1/2005
-18.91 3 4/1/2015 6/1/2015
-18.32 1 10/1/2009 10/1/2009
-16.61 3 12/1/2004 2/1/2005
-16.58 3 3/1/2016 5/1/2016
-15.12 1 10/1/2005 10/1/2005
-14.43 2 3/1/2012 4/1/2012
-14.21 1 6/1/2004 6/1/2004
-13.49 1 8/1/2015 8/1/2015
-13.43 1 2/1/2018 2/1/2018
-9.50 1 11/1/2007 11/1/2007
-9.19 2 6/1/2003 7/1/2003
-8.12 1 8/1/2004 8/1/2004
-7.41 2 8/1/2013 9/1/2013
-7.18 2 3/1/2008 4/1/2008
-7.00 2 3/1/2014 4/1/2014
-6.73 1 2/1/2006 2/1/2006
-6.49 1 1/1/2011 1/1/2011
-6.02 3 4/1/2018 6/1/2018
-5.57 1 9/1/2003 9/1/2003
-5.02 1 5/1/2019 5/1/2019
-5.00 1 1/1/2008 1/1/2008
-4.93 1 1/1/2014 1/1/2014
-4.51 1 11/1/2010 11/1/2010
-4.10 1 12/1/2015 12/1/2015
-3.59 1 6/1/2017 6/1/2017
-3.41 1 7/1/2010 7/1/2010
-3.15 2 6/1/2014 7/1/2014
-2.78 1 11/1/2003 11/1/2003
-2.18 1 12/1/2014 12/1/2014
-1.51 1 11/1/2006 11/1/2006
-0.98 1 10/1/2014 10/1/2014
-0.64 1 9/1/2017 9/1/2017
-0.42 1 3/1/2011 3/1/2011
-0.30 1 7/1/2005 7/1/2005
-0.19 1 3/1/2017 3/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods218.00216.00213.00207.00201.00195.00183.00171.00159.00
Percent Profitable53.2155.5655.8758.9463.6868.2167.2166.6767.30
Average Period Return1.544.407.5313.4519.8424.0728.8133.7541.36
Average Gain10.1318.4925.7835.4143.1945.7053.1661.2273.28
Average Loss-8.23-13.20-15.58-18.05-21.10-22.32-21.10-21.18-24.32
Best Period38.38103.36117.70179.80208.42254.86298.27296.47393.17
Worst Period-31.14-38.58-49.56-60.25-59.84-54.01-56.82-62.23-56.82
Standard Deviation12.3821.8327.1436.4746.2455.7363.8168.7881.30
Gain Standard Deviation9.0218.4421.3230.7041.4354.6964.2868.4581.14
Loss Standard Deviation7.479.4111.6414.1615.6114.0515.7517.3516.00
Sharpe Ratio (1%)0.120.190.260.340.400.400.400.430.45
Average Gain / Average Loss1.231.401.651.962.052.052.522.893.01
Profit / Loss Ratio1.401.752.092.813.594.395.165.786.20
Downside Deviation (10%)7.7911.4714.2517.3219.7020.0823.2127.0632.15
Downside Deviation (5%)7.6310.9213.1615.1816.5215.8116.4617.6419.14
Downside Deviation (0%)7.5910.7912.8914.6715.7814.8415.0315.7516.60
Sortino Ratio (10%)0.140.280.360.490.620.690.560.450.43
Sortino Ratio (5%)0.190.380.530.821.111.401.571.681.89
Sortino Ratio (0%)0.200.410.580.921.261.621.922.142.49

Top Performer Badges

Index Award Type Rank Performance Period
Systematic Trader Index Month 5 11.09 7/2015
Trend Following Strategy Index Month 6 11.09 7/2015
Diversified Trader Index Month 6 11.09 7/2015
IASG CTA Index Month 7 11.09 7/2015
Diversified Trader Index Month 6 5.23 2/2015
Trend Following Strategy Index Month 5 5.23 2/2015
Diversified Trader Index Month 6 16.56 11/2014
Trend Following Strategy Index Month 6 16.56 11/2014
IASG CTA Index Month 6 16.56 11/2014
Systematic Trader Index Month 7 16.56 11/2014
Systematic Trader Index Month 5 13.20 8/2014
IASG CTA Index Month 6 13.20 8/2014
Trend Following Strategy Index Month 4 13.20 8/2014
Diversified Trader Index Month 4 13.20 8/2014
Trend Following Strategy Index Month 9 6.01 10/2013
IASG CTA Index Month 1 24.32 4/2013
Trend Following Strategy Index Month 1 24.32 4/2013
Systematic Trader Index Month 1 24.32 4/2013
Diversified Trader Index Month 1 24.32 4/2013
Systematic Trader Index Month 9 9.44 1/2013
IASG CTA Index Month 10 9.44 1/2013
Diversified Trader Index Month 8 9.44 1/2013
Trend Following Strategy Index Month 8 9.44 1/2013
Diversified Trader Index Month 10 5.79 12/2012
IASG CTA Index Month 4 36.11 5/2012
Systematic Trader Index Month 4 36.11 5/2012
Diversified Trader Index Month 4 36.11 5/2012
Trend Following Strategy Index Month 4 36.11 5/2012
Diversified Trader Index Month 3 19.19 4/2011
IASG CTA Index Month 4 19.19 4/2011
Trend Following Strategy Index Month 3 19.19 4/2011
Systematic Trader Index Month 3 19.19 4/2011
Systematic Trader Index Month 5 10.57 2/2011
Diversified Trader Index Month 5 10.57 2/2011
Trend Following Strategy Index Month 5 10.57 2/2011
IASG CTA Index Month 8 10.57 2/2011
IASG CTA Index Month 7 22.98 12/2010
Diversified Trader Index Month 5 22.98 12/2010
Systematic Trader Index Month 4 22.98 12/2010
Trend Following Strategy Index Month 4 22.98 12/2010
Trend Following Strategy Index Month 6 10.07 4/2010
IASG CTA Index Month 10 10.07 4/2010
Diversified Trader Index Month 8 10.07 4/2010
Systematic Trader Index Month 8 10.07 4/2010
Diversified Trader Index Month 2 25.94 3/2010
IASG CTA Index Month 3 25.94 3/2010
Systematic Trader Index Month 2 25.94 3/2010
Trend Following Strategy Index Month 2 25.94 3/2010
Trend Following Strategy Index Month 4 27.97 11/2009
Systematic Trader Index Month 4 27.97 11/2009
IASG CTA Index Month 5 27.97 11/2009
Diversified Trader Index Month 4 27.97 11/2009
Trend Following Strategy Index Month 5 36.21 10/2008
Diversified Trader Index Month 5 36.21 10/2008
Systematic Trader Index Month 5 36.21 10/2008
IASG CTA Index Month 5 36.21 10/2008
IASG CTA Index Month 5 17.77 6/2008
Diversified Trader Index Month 4 17.77 6/2008
Systematic Trader Index Month 3 17.77 6/2008
Trend Following Strategy Index Month 3 17.77 6/2008
Systematic Trader Index Month 2 16.29 5/2008
Diversified Trader Index Month 2 16.29 5/2008
Trend Following Strategy Index Month 2 16.29 5/2008
IASG CTA Index Month 2 16.29 5/2008
IASG CTA Index Month 2 32.16 2/2008
Trend Following Strategy Index Month 2 32.16 2/2008
Systematic Trader Index Month 2 32.16 2/2008
Diversified Trader Index Month 2 32.16 2/2008
Systematic Trader Index Month 2 19.98 10/2007
Diversified Trader Index Month 2 19.98 10/2007
IASG CTA Index Month 2 19.98 10/2007
Trend Following Strategy Index Month 2 19.98 10/2007
Diversified Trader Index Month 9 7.51 6/2007
Systematic Trader Index Month 10 7.51 6/2007
Trend Following Strategy Index Month 7 7.51 6/2007
Systematic Trader Index Month 8 8.98 5/2007
Diversified Trader Index Month 8 8.98 5/2007
IASG CTA Index Month 9 8.98 5/2007
Trend Following Strategy Index Month 5 8.98 5/2007
IASG CTA Index Month 4 16.84 4/2007
Trend Following Strategy Index Month 2 16.84 4/2007
Diversified Trader Index Month 3 16.84 4/2007
Systematic Trader Index Month 3 16.84 4/2007
Diversified Trader Index Month 2 18.91 12/2006
Systematic Trader Index Month 2 18.91 12/2006
Trend Following Strategy Index Month 2 18.91 12/2006
IASG CTA Index Month 2 18.91 12/2006
IASG CTA Index 5 Year Rolling 6 262.81 2001 - 2006
Systematic Trader Index Month 6 9.69 10/2006
Diversified Trader Index Month 7 9.69 10/2006
IASG CTA Index Month 10 9.69 10/2006
Trend Following Strategy Index Month 5 9.69 10/2006
IASG CTA Index Month 2 11.12 9/2006
Diversified Trader Index Month 1 11.12 9/2006
Trend Following Strategy Index Month 2 11.12 9/2006
Systematic Trader Index Month 2 11.12 9/2006
Trend Following Strategy Index Month 5 12.82 1/2006
Systematic Trader Index Month 5 12.82 1/2006
Diversified Trader Index Month 5 12.82 1/2006
IASG CTA Index Month 7 12.82 1/2006

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