Superfund Group : Superfund Green Q-AG

Year-to-Date: 9.48%
Jun Performance: 3.21%

Min Investment: € 2k
Mgmt. Fee: 0.40%
Perf. Fee: 20.00%

Annualized Vol: 21.39%
Sharpe (RFR=1%): 0.41
CAROR: 7.70%

Assets: € 31.6M
Worst DD: -41.99
S&P Correlation: -0.05

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	Jun	Qtr	YTD	1yr	3yr	5yr	10yr	Since 3/1996
Superfund Green Q-AG	3.21	2.69	9.48	-3.24	-6.36	-3.83	-17.89	464.58
S&P 500	6.89	3.78	17.34	8.21	38.73	48.55	216.69	351.02
+/- S&P 500	-3.68	-1.10	-7.86	-11.45	-45.09	-52.38	-234.58	113.56

Strategy Description

Summary

Account & Fees

Type: Fund
Minimum Investment: € 2k
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
Redemption Frequency: 15-30 Days
Investor Requirements: Any Investor
Lock-up Period: 0

Trading

Trading Frequency: 0 RT/YR/$M
Avg. Margin-to-Equity: 20%
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 Q-AG 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
-41.99	116	-	2/1/2009	10/1/2018
-19.93	6	3	10/1/2001	4/1/2002
-19.28	2	2	9/1/2002	11/1/2002
-18.05	2	9	2/1/2003	4/1/2003
-17.76	2	3	6/1/2008	8/1/2008
-17.38	5	17	3/1/2004	8/1/2004
-16.28	3	8	7/1/1997	10/1/1997
-15.77	4	4	4/1/2006	8/1/2006
-14.95	2	6	6/1/2007	8/1/2007
-12.81	1	5	3/1/2001	4/1/2001
-10.43	2	2	8/1/2000	10/1/2000
-10.31	10	2	1/1/0001	12/1/1996
-9.67	2	2	1/1/2007	3/1/2007
-7.72	4	3	4/1/1999	8/1/1999
-6.99	2	1	2/1/1997	4/1/1997
-5.48	3	1	1/1/2000	4/1/2000
-4.08	1	1	6/1/2000	7/1/2000
-3.84	2	1	8/1/1998	10/1/1998
-3.32	1	2	1/1/2006	2/1/2006
-1.70	1	1	2/1/1999	3/1/1999
-1.23	1	1	3/1/2008	4/1/2008

Consecutive Gains

Run-up	Length (Mos.)	Start	End
58.70	5	5/1/2002	9/1/2002
47.28	3	12/1/2002	2/1/2003
45.19	5	11/1/2000	3/1/2001
35.81	6	5/1/2001	10/1/2001
34.50	4	5/1/1998	8/1/1998
31.45	4	11/1/1998	2/1/1999
29.06	3	5/1/1997	7/1/1997
27.42	6	9/1/2008	2/1/2009
26.84	4	12/1/2003	3/1/2004
24.42	3	11/1/1999	1/1/2000
23.70	3	2/1/2010	4/1/2010
22.15	5	12/1/2012	4/1/2013
19.51	4	9/1/2004	12/1/2004
18.54	1	5/1/2012	5/1/2012
18.04	3	11/1/2005	1/1/2006
17.04	2	5/1/2008	6/1/2008
15.99	2	2/1/2008	3/1/2008
14.99	1	11/1/2009	11/1/2009
14.94	4	10/1/2017	1/1/2018
14.13	3	4/1/2007	6/1/2007
14.13	2	9/1/2007	10/1/2007
13.92	3	8/1/2010	10/1/2010
12.01	2	9/1/2006	10/1/2006
11.99	2	1/1/1997	2/1/1997
10.93	1	12/1/2010	12/1/2010
10.90	1	8/1/2000	8/1/2000
10.11	2	12/1/2006	1/1/2007
10.04	1	5/1/2003	5/1/2003
9.57	4	1/1/2019	4/1/2019
8.99	1	4/1/2011	4/1/2011
8.36	2	8/1/2014	9/1/2014
8.34	2	2/1/1998	3/1/1998
8.15	1	11/1/2014	11/1/2014
7.87	3	1/1/2015	3/1/2015
7.52	2	8/1/2009	9/1/2009
7.47	2	5/1/2000	6/1/2000
7.39	2	10/1/2015	11/1/2015
7.27	2	11/1/1997	12/1/1997
6.84	2	7/1/2011	8/1/2011
6.60	2	5/1/2005	6/1/2005
6.54	1	10/1/2003	10/1/2003
6.32	1	4/1/1999	4/1/1999
5.91	2	3/1/2006	4/1/2006
5.10	2	7/1/2017	8/1/2017
4.92	1	7/1/2015	7/1/2015
4.90	1	2/1/2011	2/1/2011
4.90	3	10/1/2013	12/1/2013
4.53	1	9/1/1999	9/1/1999
4.08	1	5/1/2004	5/1/2004
4.04	1	2/1/2014	2/1/2014
3.73	2	6/1/2016	7/1/2016
3.43	1	12/1/2007	12/1/2007
3.21	1	6/1/2019	6/1/2019
2.89	1	2/1/2017	2/1/2017
2.44	2	2/1/2005	3/1/2005
2.23	1	7/1/2012	7/1/2012
1.97	1	2/1/2012	2/1/2012
1.77	2	1/1/2016	2/1/2016
1.47	1	8/1/2003	8/1/2003
1.41	1	5/1/2014	5/1/2014
1.13	1	7/1/1999	7/1/1999
1.12	1	4/1/1996	4/1/1996
1.11	1	9/1/2005	9/1/2005
1.04	1	6/1/2010	6/1/2010
1.04	1	5/1/2017	5/1/2017
0.90	1	3/1/2018	3/1/2018
0.80	1	9/1/1997	9/1/1997
0.75	1	8/1/1996	8/1/1996
0.52	1	7/1/2004	7/1/2004
0.37	1	7/1/2013	7/1/2013
0.24	1	7/1/2018	7/1/2018
0.23	1	11/1/2018	11/1/2018

Consecutive Losses

Run-up	Length (Mos.)	Start	End
-27.61	5	3/1/2009	7/1/2009
-20.80	5	9/1/2011	1/1/2012
-19.93	6	11/1/2001	4/1/2002
-19.28	2	10/1/2002	11/1/2002
-18.05	2	3/1/2003	4/1/2003
-17.76	2	7/1/2008	8/1/2008
-17.29	2	12/1/2009	1/1/2010
-16.62	1	5/1/2010	5/1/2010
-15.77	4	5/1/2006	8/1/2006
-14.95	2	7/1/2007	8/1/2007
-13.77	4	8/1/2012	11/1/2012
-13.01	6	8/1/2016	1/1/2017
-12.81	1	4/1/2001	4/1/2001
-11.85	3	8/1/2018	10/1/2018
-11.69	1	4/1/2004	4/1/2004
-11.42	1	8/1/1997	8/1/1997
-11.14	2	5/1/2013	6/1/2013
-10.92	2	5/1/2011	6/1/2011
-10.44	3	4/1/2015	6/1/2015
-10.43	2	9/1/2000	10/1/2000
-9.67	2	2/1/2007	3/1/2007
-9.45	3	3/1/2016	5/1/2016
-9.35	4	9/1/1996	12/1/1996
-9.25	1	10/1/2009	10/1/2009
-9.04	1	4/1/2005	4/1/2005
-8.94	1	6/1/2012	6/1/2012
-7.77	2	3/1/2012	4/1/2012
-7.56	1	2/1/2018	2/1/2018
-7.04	1	6/1/2004	6/1/2004
-6.99	2	3/1/1997	4/1/1997
-6.97	1	1/1/2005	1/1/2005
-6.93	2	8/1/2015	9/1/2015
-6.29	1	10/1/2005	10/1/2005
-6.24	1	10/1/1997	10/1/1997
-6.21	2	5/1/1999	6/1/1999
-5.80	2	6/1/2003	7/1/2003
-5.71	1	11/1/2007	11/1/2007
-5.48	3	2/1/2000	4/1/2000
-4.81	1	4/1/1998	4/1/1998
-4.63	3	4/1/2018	6/1/2018
-4.48	2	8/1/2013	9/1/2013
-4.32	2	3/1/2014	4/1/2014
-4.08	1	7/1/2000	7/1/2000
-3.84	2	9/1/1998	10/1/1998
-3.80	1	8/1/2004	8/1/2004
-3.78	1	1/1/2011	1/1/2011
-3.32	1	2/1/2006	2/1/2006
-3.19	1	5/1/2019	5/1/2019
-3.17	1	10/1/1999	10/1/1999
-3.03	1	1/1/2014	1/1/2014
-2.87	1	9/1/2003	9/1/2003
-2.72	1	11/1/2010	11/1/2010
-2.71	1	8/1/1999	8/1/1999
-2.54	1	1/1/1998	1/1/1998
-2.43	1	12/1/2015	12/1/2015
-2.29	1	7/1/2010	7/1/2010
-2.25	1	11/1/2003	11/1/2003
-2.21	2	6/1/2014	7/1/2014
-2.21	1	1/1/2008	1/1/2008
-2.20	1	6/1/2017	6/1/2017
-2.09	1	3/1/1996	3/1/1996
-1.97	2	7/1/2005	8/1/2005
-1.71	1	12/1/2014	12/1/2014
-1.70	1	3/1/1999	3/1/1999
-1.23	1	4/1/2008	4/1/2008
-0.90	1	10/1/2014	10/1/2014
-0.81	3	5/1/1996	7/1/1996
-0.77	1	9/1/2017	9/1/2017
-0.55	1	3/1/2011	3/1/2011
-0.48	2	3/1/2017	4/1/2017
-0.26	1	11/1/2006	11/1/2006
-0.21	1	12/1/2018	12/1/2018

Time Windows Analysis

	1 Month	3 Month	6 Month	12 Month	18 Month	2 Year	3 Year	4 Year	5 Year
Number of Periods	280.00	278.00	275.00	269.00	263.00	257.00	245.00	233.00	221.00
Percent Profitable	53.21	55.76	58.55	64.31	68.82	70.43	66.94	66.52	66.06
Average Period Return	0.81	2.41	4.72	9.75	15.55	22.14	36.30	52.54	72.02
Average Gain	5.13	9.22	13.51	20.45	27.73	36.21	60.09	85.09	115.50
Average Loss	-4.11	-6.19	-7.70	-9.52	-11.34	-11.37	-11.86	-12.14	-12.62
Best Period	18.96	47.28	53.95	80.39	91.57	112.95	176.19	270.42	411.84
Worst Period	-16.72	-20.74	-27.16	-32.41	-31.17	-26.64	-32.74	-35.91	-33.90
Standard Deviation	6.17	10.55	13.93	20.10	26.37	34.79	53.10	74.65	102.66
Gain Standard Deviation	4.47	8.66	10.80	16.69	22.47	32.00	49.65	71.89	101.70
Loss Standard Deviation	3.65	4.94	6.28	7.20	8.00	7.52	8.28	9.14	8.62
Sharpe Ratio (1%)	0.12	0.20	0.30	0.44	0.53	0.58	0.63	0.65	0.65
Average Gain / Average Loss	1.25	1.49	1.75	2.15	2.45	3.18	5.07	7.01	9.15
Profit / Loss Ratio	1.42	1.88	2.48	3.87	5.40	7.58	10.26	13.93	17.82
Downside Deviation (10%)	3.97	5.92	7.70	9.70	11.59	12.75	17.04	20.94	25.04
Downside Deviation (5%)	3.80	5.39	6.64	7.60	8.43	8.34	9.79	10.76	11.48
Downside Deviation (0%)	3.75	5.26	6.39	7.12	7.73	7.40	8.30	8.77	8.88
Sortino Ratio (10%)	0.10	0.20	0.29	0.49	0.69	0.93	1.21	1.48	1.77
Sortino Ratio (5%)	0.19	0.40	0.63	1.15	1.67	2.41	3.40	4.51	5.83
Sortino Ratio (0%)	0.22	0.46	0.74	1.37	2.01	2.99	4.37	5.99	8.11

Top Performer Badges

Index	Award Type	Rank	Performance	Period
Trend Following Strategy Index	Month	7	11.70	4/2013
Diversified Trader Index	Month	8	14.13	3/2010
Trend Following Strategy Index	Month	9	14.13	3/2010
Systematic Trader Index	Month	9	14.13	3/2010
IASG CTA Index	Month	10	14.13	3/2010
Trend Following Strategy Index	Month	9	9.88	6/2008
Systematic Trader Index	Month	10	9.88	6/2008
Trend Following Strategy Index	Month	7	9.43	12/2006
IASG CTA Index	Month	8	9.43	12/2006
Systematic Trader Index	Month	8	9.43	12/2006
Diversified Trader Index	Month	8	9.43	12/2006
Diversified Trader Index	Month	8	6.01	9/2006
Trend Following Strategy Index	Month	7	6.01	9/2006
Systematic Trader Index	Month	10	6.01	9/2006
IASG CTA Index	Month	10	6.01	9/2006
Trend Following Strategy Index	Month	8	2.74	12/2004
Diversified Trader Index	Month	9	4.08	5/2004
Trend Following Strategy Index	Month	9	4.08	5/2004
Systematic Trader Index	Month	10	4.08	5/2004
Diversified Trader Index	Month	10	12.86	12/2003
IASG CTA Index	Month	10	12.86	12/2003
Trend Following Strategy Index	Month	8	12.86	12/2003
Systematic Trader Index	Month	8	12.86	12/2003
IASG CTA Index	3 Year Rolling	7	104.48	2000 - 2003
IASG CTA Index	5 Year Rolling	3	215.83	1998 - 2003
Trend Following Strategy Index	Month	9	12.76	1/2003
Diversified Trader Index	Month	10	12.76	1/2003
Systematic Trader Index	Month	10	12.76	1/2003
IASG CTA Index	5 Year Rolling	1	312.94	1997 - 2002
IASG CTA Index	3 Year Rolling	8	102.62	1999 - 2002
Diversified Trader Index	Month	7	11.94	9/2002
IASG CTA Index	Month	8	11.94	9/2002
Systematic Trader Index	Month	7	11.94	9/2002
Trend Following Strategy Index	Month	6	11.94	9/2002
Diversified Trader Index	Month	10	8.20	8/2002
Trend Following Strategy Index	Month	9	8.20	8/2002
Trend Following Strategy Index	Month	9	13.78	7/2002
Systematic Trader Index	Month	10	13.78	7/2002
Diversified Trader Index	Month	10	13.78	7/2002
IASG CTA Index	3 Year Rolling	4	83.53	1998 - 2001
IASG CTA Index	5 Year Rolling	1	260.10	1996 - 2001
Trend Following Strategy Index	Month	6	15.41	9/2001
Diversified Trader Index	Month	5	15.41	9/2001
Systematic Trader Index	Month	6	15.41	9/2001
IASG CTA Index	Month	7	15.41	9/2001
Diversified Trader Index	Month	5	4.32	5/2001
Systematic Trader Index	Month	6	4.32	5/2001
Trend Following Strategy Index	Month	4	4.32	5/2001
IASG CTA Index	Month	9	4.32	5/2001
Diversified Trader Index	Month	9	18.96	12/2000
Systematic Trader Index	Month	10	18.96	12/2000
Trend Following Strategy Index	Month	10	18.96	12/2000
IASG CTA Index	3 Year Rolling	1	151.04	1997 - 2000
Trend Following Strategy Index	Month	7	10.90	8/2000
Systematic Trader Index	Month	8	10.90	8/2000
Diversified Trader Index	Month	10	10.90	8/2000
IASG CTA Index	Month	10	10.90	8/2000
IASG CTA Index	Year Rolling	7	25.38	1998 - 1999
Diversified Trader Index	Month	5	10.50	12/1999
IASG CTA Index	3 Year Rolling	3	146.01	1996 - 1999
Trend Following Strategy Index	Month	3	10.50	12/1999
Systematic Trader Index	Month	4	10.50	12/1999
IASG CTA Index	Month	6	10.50	12/1999
Systematic Trader Index	Month	6	10.56	11/1999
Trend Following Strategy Index	Month	5	10.56	11/1999
IASG CTA Index	Month	7	10.56	11/1999
Diversified Trader Index	Month	7	10.56	11/1999
Trend Following Strategy Index	Month	6	-3.17	10/1999
Systematic Trader Index	Month	7	4.53	9/1999
Trend Following Strategy Index	Month	7	4.53	9/1999
Diversified Trader Index	Month	8	4.53	9/1999
IASG CTA Index	Month	9	4.53	9/1999
IASG CTA Index	Month	10	6.32	4/1999
Diversified Trader Index	Month	10	6.32	4/1999
Systematic Trader Index	Month	8	6.32	4/1999
Trend Following Strategy Index	Month	6	6.32	4/1999
IASG CTA Index	Month	4	4.11	1/1999
Trend Following Strategy Index	Month	2	4.11	1/1999
Systematic Trader Index	Month	2	4.11	1/1999
Diversified Trader Index	Month	2	4.11	1/1999
Trend Following Strategy Index	Month	2	9.90	12/1998
IASG CTA Index	Year Rolling	1	62.54	1997 - 1998
Systematic Trader Index	Month	4	9.90	12/1998
Diversified Trader Index	Month	6	9.90	12/1998
IASG CTA Index	Month	7	9.90	12/1998
Trend Following Strategy Index	Month	1	13.77	11/1998
Systematic Trader Index	Month	1	13.77	11/1998
IASG CTA Index	Month	2	13.77	11/1998
Diversified Trader Index	Month	2	13.77	11/1998
Diversified Trader Index	Month	3	10.40	7/1998
Systematic Trader Index	Month	1	10.40	7/1998
Trend Following Strategy Index	Month	1	10.40	7/1998
IASG CTA Index	Month	4	10.40	7/1998
Trend Following Strategy Index	Month	10	1.96	6/1998
Systematic Trader Index	Month	5	8.74	5/1998
IASG CTA Index	Month	5	8.74	5/1998
Trend Following Strategy Index	Month	5	8.74	5/1998
Diversified Trader Index	Month	5	8.74	5/1998
Systematic Trader Index	Month	8	3.60	3/1998
Trend Following Strategy Index	Month	8	3.60	3/1998

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

^#7

Top Performer

TREND FOLLOWING STRATEGY 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 Red One SP I - Class A Gold	20.44%
Superfund Red One SP I - Class A USD	13.69%
Superfund Green GOLD SICAV	13.14%
Superfund Red One SP I - Class A EUR	11.26%
Superfund Green Master	9.84%
Superfund Red One SP I - Class A Silver	8.05%
Superfund Green Q-AG	7.70%
Superfund Green USD SICAV	6.80%
Superfund Green EUR SICAV	4.07%
Superfund Green Gold A (SPC)	4.02%
Superfund Green Gold B (SPC)	3.95%
Superfund Green SILVER SICAV	1.62%
Superfund Red USD SICAV	-0.73%
Superfund Red EUR SICAV	-2.22%

IASG Activity

Blends 45
Portfolios 21
Watchlists 49

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 Q-AG

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: