Superfund Group : Superfund Green Master

Year-to-Date: 30.72%
Oct Performance: -2.34%

Min Investment: $ 2,000k
Mgmt. Fee: 1.00%
Perf. Fee: 35.00%

Annualized Vol: 42.61%
Sharpe (RFR=1%): 0.41
CAROR: 9.87%

Assets: $ 1.7M
Worst DD: -65.13
S&P Correlation: -0.09

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	Oct	Qtr	YTD	1yr	3yr	5yr	10yr	Since 5/2001
Superfund Green Master	-2.34	1.17	30.72	34.08	40.54	32.34	46.30	470.59
S&P 500	2.04	1.92	21.16	12.01	41.41	48.99	190.12	139.38
+/- S&P 500	-4.38	-0.75	9.56	22.08	-0.88	-16.65	-143.81	331.21

Strategy Description

Summary

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%

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.

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
-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

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
21.66	3	6/1/2019	8/1/2019
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
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

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
-8.42	2	9/1/2019	10/1/2019
-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

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	222.00	220.00	217.00	211.00	205.00	199.00	187.00	175.00	163.00
Percent Profitable	53.15	56.36	56.68	59.72	63.90	68.84	67.91	67.43	68.10
Average Period Return	1.53	4.48	7.72	13.55	19.50	24.05	28.84	33.51	41.38
Average Gain	10.06	18.16	25.53	34.88	42.36	45.04	52.43	59.94	72.16
Average Loss	-8.16	-13.20	-15.58	-18.05	-20.96	-22.32	-21.10	-21.18	-24.32
Best Period	38.38	103.36	117.70	179.80	208.42	254.86	298.27	296.47	393.17
Worst Period	-31.14	-38.58	-49.56	-60.25	-59.84	-54.01	-56.82	-62.23	-56.82
Standard Deviation	12.30	21.66	26.94	36.16	45.87	55.18	63.14	68.03	80.30
Gain Standard Deviation	8.97	18.28	21.07	30.39	41.32	54.04	63.40	67.65	79.88
Loss Standard Deviation	7.42	9.41	11.64	14.16	15.55	14.05	15.75	17.35	16.00
Sharpe Ratio (1%)	0.12	0.20	0.27	0.35	0.39	0.40	0.41	0.43	0.45
Average Gain / Average Loss	1.23	1.38	1.64	1.93	2.02	2.02	2.48	2.83	2.97
Profit / Loss Ratio	1.40	1.78	2.14	2.86	3.58	4.46	5.26	5.86	6.33
Downside Deviation (10%)	7.74	11.36	14.11	17.15	19.55	19.88	22.96	26.77	31.75
Downside Deviation (5%)	7.57	10.82	13.04	15.04	16.38	15.65	16.28	17.43	18.90
Downside Deviation (0%)	7.53	10.69	12.77	14.53	15.64	14.69	14.87	15.57	16.40
Sortino Ratio (10%)	0.14	0.29	0.37	0.50	0.61	0.69	0.57	0.45	0.43
Sortino Ratio (5%)	0.19	0.39	0.55	0.83	1.10	1.41	1.58	1.69	1.92
Sortino Ratio (0%)	0.20	0.42	0.60	0.93	1.25	1.64	1.94	2.15	2.52

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.

^#5

Top Performer

SYSTEMATIC TRADER INDEX

JULY
2015

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 Red One SP I - Class A Gold	17.13%
Superfund Green GOLD SICAV	14.31%
Superfund Red One SP I - Class A Silver	9.90%
Superfund Green Master	9.87%
Superfund Red One SP I - Class A USD	8.89%
Superfund Green Q-AG	7.59%
Superfund Green SILVER SICAV	7.54%
Superfund Red One SP I - Class A EUR	6.48%
Superfund Green USD SICAV	6.46%
Superfund Green Gold A (SPC)	4.35%
Superfund Green Gold B (SPC)	4.32%
Superfund Green EUR SICAV	3.72%
Superfund Red USD SICAV	-1.40%
Superfund Red EUR SICAV	-2.91%

IASG Activity

Blends 31
Portfolios 11
Watchlists 17

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 Master

Growth of 1,000 - VAMI

Monthly Performance

Period Returns

Strategy Description

Summary

Account & Fees

Subscriptions

Trading

Holding Periods

Decision-Making

Strategy

Composition

Summary

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: