Superfund Group : Superfund Green Q-AG Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 1.78% Nov Performance 0.00% Min Investment € 2k Mgmt. Fee 0.40% Perf. Fee 20.00% Annualized Vol 20.88% Sharpe (RFR=1%) 0.39 CAROR 7.28% Assets € 23.8M Worst DD -41.99 S&P Correlation -0.04 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 2020 1yr 3yr 5yr 10yr Since3/1996 Superfund Green Q-AG 0.00 -2.86 -1.78 -1.78 -8.77 -12.46 -23.83 469.32 S&P 500 10.75 3.47 12.10 15.30 40.10 72.31 203.60 475.94 +/- S&P 500 -10.75 -6.33 -13.87 -17.08 -48.87 -84.77 -227.43 -6.62 Strategy Description SummarySuperfund 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... Read More 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 SummarySuperfund 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: 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 -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 Show More 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 9.65 4 1/1/2019 4/1/2019 9.17 3 6/1/2019 8/1/2019 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 6.05 3 11/1/2019 1/1/2020 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 3.61 1 7/1/2020 7/1/2020 3.43 1 12/1/2007 12/1/2007 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 2.18 2 3/1/2020 4/1/2020 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 Show More 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 -7.74 4 8/1/2020 11/1/2020 -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 -5.39 2 9/1/2019 10/1/2019 -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 -2.64 2 5/1/2020 6/1/2020 -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 -0.15 1 2/1/2020 2/1/2020 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year Number of Periods297.00295.00292.00286.00280.00274.00262.00250.00238.00 Percent Profitable52.8656.2759.5965.7368.5770.0767.1863.6061.34 Average Period Return0.772.304.609.5514.8820.8234.1848.6566.22 Average Gain4.988.8112.8619.4126.7034.3956.4983.00115.50 Average Loss-3.99-6.08-7.57-9.36-10.92-10.93-11.47-11.38-11.99 Best Period18.9647.2853.9580.3991.57112.95176.19270.42411.84 Worst Period-16.72-20.74-27.16-32.41-31.17-26.64-32.74-35.91-33.90 Standard Deviation6.0310.3013.5719.5425.7934.1152.0073.50101.12 Gain Standard Deviation4.418.5410.6616.4322.2731.9649.7572.15101.70 Loss Standard Deviation3.594.886.237.217.947.458.218.858.13 Sharpe Ratio (1%)0.110.200.300.440.520.550.600.610.60 Average Gain / Average Loss1.251.451.702.072.453.154.927.299.63 Profit / Loss Ratio1.411.872.503.985.347.3710.0812.7515.29 Downside Deviation (10%)3.885.817.529.4311.4212.6516.8521.3926.09 Downside Deviation (5%)3.715.286.477.388.258.169.5410.7311.77 Downside Deviation (0%)3.675.156.226.907.567.228.078.688.99 Sortino Ratio (10%)0.090.180.280.480.640.841.091.271.48 Sortino Ratio (5%)0.180.390.631.161.622.303.264.155.19 Sortino Ratio (0%)0.210.450.741.381.972.884.245.617.36 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 7 104.48 2000 - 2003 IASG CTA Index 5 Year 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 1 312.94 1997 - 2002 IASG CTA Index 3 Year 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 4 83.53 1998 - 2001 IASG CTA Index 5 Year 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 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 Annual 7 25.38 1999 Diversified Trader Index Month 5 10.50 12/1999 IASG CTA Index 3 Year 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 Annual 1 62.54 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. x {{title}} x {{title}} Add Cancel