Superfund Group : Superfund Green Q-AG

Closed to new investments
Year-to-Date
9.57%
Apr Performance
2.77%
Min Investment
€ 2k
Mgmt. Fee
0.40%
Perf. Fee
20.00%
Annualized Vol
21.45%
Sharpe (RFR=1%)
0.41
CAROR
7.76%
Assets
€ 33.7M
Worst DD
-41.99
S&P Correlation
-0.06

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 Apr Qtr YTD 1yr 3yr 5yr 10yr Since
3/1996
Superfund Green Q-AG 2.77 7.09 9.57 -7.17 -8.18 -2.78 -29.32 465.05
S&P 500 3.93 8.94 17.51 11.24 41.19 54.79 234.05 351.68
+/- S&P 500 -1.16 -1.85 -7.94 -18.41 -49.37 -57.56 -263.37 113.36

Strategy Description

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... 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%
Strategy Pie Chart

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.

   

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
-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
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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
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
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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
-3.17 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
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year5 Year
Number of Periods278.00276.00273.00267.00261.00255.00243.00231.00219.00
Percent Profitable53.2455.4358.2464.7969.3570.5967.4967.1066.67
Average Period Return0.812.414.699.8715.7522.3136.6653.1372.73
Average Gain5.149.3213.5820.4527.7336.4060.0985.09115.50
Average Loss-4.12-6.19-7.70-9.61-11.36-11.50-11.97-12.04-12.81
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 Deviation6.1910.5913.9720.1326.3834.8753.1774.70102.86
Gain Standard Deviation4.488.6810.8516.6922.4732.0049.6571.89101.70
Loss Standard Deviation3.664.946.287.248.097.498.359.218.66
Sharpe Ratio (1%)0.120.200.300.440.540.580.630.660.66
Average Gain / Average Loss1.251.511.762.132.443.175.027.069.01
Profit / Loss Ratio1.421.872.463.925.527.6010.4214.4118.03
Downside Deviation (10%)3.975.947.739.6911.5312.7716.9820.7424.95
Downside Deviation (5%)3.805.416.667.618.408.379.7810.6311.49
Downside Deviation (0%)3.765.286.417.127.717.438.318.688.91
Sortino Ratio (10%)0.100.200.290.500.710.941.231.521.81
Sortino Ratio (5%)0.190.400.631.171.702.433.444.615.89
Sortino Ratio (0%)0.220.460.731.392.043.004.416.128.16

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.