Superfund Group : Superfund Red One SP I - Class A EUR

Year-to-Date
12.28%
Apr Performance
0.37%
Min Investment
€ 10k
Mgmt. Fee
0.25%
Perf. Fee
25.00%
Annualized Vol
15.81%
Sharpe (RFR=1%)
0.19
CAROR
2.70%
Assets
€ 11.9M
Worst DD
-19.01
S&P Correlation
0.42

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
1/2017
Superfund Red One SP I - Class A EUR 0.37 0.37 -12.28 -16.29 -2.98 - - 9.29
S&P 500 12.68 -9.71 -9.85 -1.14 20.91 - - 34.66
+/- S&P 500 -12.31 10.08 -2.43 -15.15 -23.89 - - -25.37

Strategy Description

Summary

Superfund Red utilizes a systematic, shortterm, technical trading strategy that trades approximately 60 highly liquid futures and forex markets around the world. The Superfund Red strategy is a combination of different proprietary trading systems that target short term rising and... Read More

Account & Fees

Type Fund
Minimum Investment € 10k
Trading Level Incremental Increase € 0k
CTA Max Funding Factor
Management Fee 0.25%
Performance Fee 25.00%
Average Commission $0
Available to US Investors No

Subscriptions

High Water Mark Yes
Subscription Frequency 1-7 Days
Redemption Frequency 1-7 Days
Investor Requirements Any Investor
Lock-up Period 0

Trading

Trading Frequency RT/YR/$M
Avg. Margin-to-Equity 20%
Targeted Worst DD
Worst Peak-to-Trough
Sector Focus Diversified Traders

Holding Periods

Over 12 Months
4-12 Months
1-3 Months
1-30 Days
Intraday

Decision-Making

Discretionary
Systematic 100.00%

Strategy

Trend-following
100.00%
Strategy Pie Chart

Composition

Summary

Superfund Red utilizes a systematic, shortterm, technical trading strategy that trades approximately 60 highly liquid futures and forex markets around the world. The Superfund Red strategy is a combination of different proprietary trading systems that target short term rising and falling markets. The Strategy tends not to correlate with stocks, bonds, other managed futures funds or hedge funds, and can thus act as an effective diversifier in any portfolio.

   

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
-19.01 9 6 1/1/2018 10/1/2018
-16.59 9 - 6/1/2019 3/1/2020
-2.74 1 1 4/1/2019 5/1/2019
-2.53 1 2 7/1/2017 8/1/2017
-2.23 1 1 3/1/2017 4/1/2017
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Consecutive Gains

Run-up Length (Mos.) Start End
24.94 6 11/1/2018 4/1/2019
15.24 5 9/1/2017 1/1/2018
8.39 3 5/1/2017 7/1/2017
8.35 3 1/1/2017 3/1/2017
8.02 2 7/1/2018 8/1/2018
5.66 2 12/1/2019 1/1/2020
3.88 2 3/1/2018 4/1/2018
2.86 1 6/1/2019 6/1/2019
0.37 1 4/1/2020 4/1/2020
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Consecutive Losses

Run-up Length (Mos.) Start End
-15.44 1 2/1/2018 2/1/2018
-13.17 2 2/1/2020 3/1/2020
-9.09 5 7/1/2019 11/1/2019
-7.86 2 9/1/2018 10/1/2018
-7.37 2 5/1/2018 6/1/2018
-2.74 1 5/1/2019 5/1/2019
-2.53 1 8/1/2017 8/1/2017
-2.23 1 4/1/2017 4/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year
Number of Periods40.0038.0035.0029.0023.0017.00
Percent Profitable62.5057.8954.2962.0786.9664.71
Average Period Return0.330.982.374.415.507.62
Average Gain2.986.6310.9513.146.7313.86
Average Loss-4.09-6.80-7.80-9.89-2.72-3.82
Best Period10.8415.6624.9427.1618.7323.19
Worst Period-15.44-13.93-17.47-17.31-4.56-6.34
Standard Deviation4.568.0911.1013.266.129.38
Gain Standard Deviation2.364.566.227.735.554.25
Loss Standard Deviation3.884.565.445.311.651.69
Sharpe Ratio (1%)0.050.090.170.260.650.60
Average Gain / Average Loss0.730.971.401.332.483.62
Profit / Loss Ratio1.211.341.672.1716.516.64
Downside Deviation (10%)3.585.957.819.735.238.45
Downside Deviation (5%)3.435.406.657.401.663.58
Downside Deviation (0%)3.405.266.366.841.092.45
Sortino Ratio (10%)-0.02-0.04-0.01-0.06-0.40-0.31
Sortino Ratio (5%)0.070.130.280.462.411.56
Sortino Ratio (0%)0.100.190.370.645.023.11

Top Performer Badges

Index Award Type Rank Performance Period
Diversified Trader Index Month 8 5.48 2/2019
Trend Following Strategy Index Month 9 5.48 2/2019
Systematic Trader Index Month 9 5.48 2/2019
Systematic Trader Index Month 10 6.26 12/2018
Diversified Trader Index Month 10 6.26 12/2018
Trend Following Strategy Index Month 6 6.26 12/2018

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