Superfund Group : Superfund Green Master Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 11.21% Dec Performance 5.45% Min Investment $ 2,000k Mgmt. Fee 1.00% Perf. Fee 35.00% Annualized Vol 41.50% Sharpe (RFR=1%) 0.41 CAROR 10.22% Assets $ 2.0M Worst DD -65.13 S&P Correlation -0.08 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 2020 1yr 3yr 5yr 10yr Since5/2001 Superfund Green Master 5.45 0.71 11.21 11.21 19.76 32.66 24.07 578.25 S&P 500 3.71 11.69 16.26 16.26 40.48 81.90 195.57 196.00 +/- S&P 500 1.74 -10.98 -5.05 -5.05 -20.72 -49.23 -171.50 382.24 Strategy Description SummarySuperfund 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% Composition SummarySuperfund 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: 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 -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 Show More 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 24.86 6 11/1/2019 4/1/2020 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 8.09 1 7/1/2020 7/1/2020 7.39 2 1/1/2017 2/1/2017 6.60 1 3/1/2005 3/1/2005 6.01 2 11/1/2020 12/1/2020 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 Show More 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 -13.25 3 8/1/2020 10/1/2020 -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 -4.22 2 5/1/2020 6/1/2020 -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 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods236.00234.00231.00225.00219.00213.00201.00189.00177.00 Percent Profitable53.8156.8457.5862.2266.2170.8970.1569.8470.62 Average Period Return1.524.367.7914.4120.5924.4530.4534.3340.60 Average Gain9.6417.4424.7134.1141.8043.6552.3858.3067.61 Average Loss-7.95-12.87-15.17-18.05-20.96-22.32-21.10-21.18-24.32 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 Deviation11.9821.1026.2335.2944.8153.4961.3765.7077.17 Gain Standard Deviation8.8117.8920.5129.1539.7251.8560.4364.3876.45 Loss Standard Deviation7.339.3611.5914.1615.5514.0515.7517.3516.00 Sharpe Ratio (1%)0.120.190.280.380.430.420.450.460.46 Average Gain / Average Loss1.211.351.631.891.991.962.482.752.78 Profit / Loss Ratio1.411.782.213.113.914.765.836.376.68 Downside Deviation (10%)7.5411.1013.7316.6118.9219.2222.1525.7730.50 Downside Deviation (5%)7.3710.5712.6714.5615.8515.1315.7116.7718.14 Downside Deviation (0%)7.3310.4412.4114.0715.1314.2014.3414.9815.73 Sortino Ratio (10%)0.150.280.390.570.690.740.660.500.43 Sortino Ratio (5%)0.190.390.580.921.201.481.751.801.96 Sortino Ratio (0%)0.210.420.631.021.361.722.122.292.58 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 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. x {{title}} x {{title}} Add Cancel