Superfund Group : Superfund Red One SP I - Class A Silver Need help with terms? Snapshot Strategy Charts Statistics & Ratios Performance Tables Badges Show All Year-to-Date 22.31% Oct Performance 3.59% Min Investment $ 10k Mgmt. Fee 0.25% Perf. Fee 25.00% Annualized Vol 24.57% Sharpe (RFR=1%) 0.47 CAROR 9.90% Assets $ 11.7M Worst DD -34.00 S&P Correlation 0.19 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 Oct Qtr YTD 1yr 3yr 5yr 10yr Since1/2017 Superfund Red One SP I - Class A Silver 3.59 1.68 22.31 43.71 - - - 30.67 S&P 500 2.04 1.92 21.16 12.01 - - - 31.94 +/- S&P 500 1.55 -0.24 1.15 31.70 - - - -1.27 Strategy Description SummarySuperfund 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% Composition SummarySuperfund 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. The Superfund Red Silver fund combines the Superfund Red strategy with the price of the precious metal silver in one single product. This unique combination offers an attractive addition to traditional investments. 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 -34.00 9 10 1/1/2018 10/1/2018 -8.92 1 - 8/1/2019 9/1/2019 -7.87 1 6 3/1/2017 4/1/2017 -1.58 1 1 10/1/2017 11/1/2017 Show More Consecutive Gains Run-up Length (Mos.) Start End 28.36 4 11/1/2018 2/1/2019 23.60 3 1/1/2017 3/1/2017 23.24 3 6/1/2019 8/1/2019 11.12 1 10/1/2017 10/1/2017 6.86 2 12/1/2017 1/1/2018 5.92 1 5/1/2017 5/1/2017 4.82 2 7/1/2017 8/1/2017 4.13 2 3/1/2018 4/1/2018 3.59 1 10/1/2019 10/1/2019 2.04 1 4/1/2019 4/1/2019 Show More Consecutive Losses Run-up Length (Mos.) Start End -20.54 1 2/1/2018 2/1/2018 -20.23 6 5/1/2018 10/1/2018 -8.92 1 9/1/2019 9/1/2019 -7.87 1 4/1/2017 4/1/2017 -5.20 1 5/1/2019 5/1/2019 -3.60 1 6/1/2017 6/1/2017 -3.28 1 9/1/2017 9/1/2017 -1.58 1 11/1/2017 11/1/2017 -0.46 1 3/1/2019 3/1/2019 Show More Time Windows Analysis 1 Month3 Month6 Month12 Month18 Month Number of Periods34.0032.0029.0023.0017.00 Percent Profitable58.8259.3858.6252.1723.53 Average Period Return1.042.202.941.69-5.31 Average Gain5.449.5113.9618.7614.52 Average Loss-5.24-8.49-12.67-16.93-11.41 Best Period16.4627.2230.3743.7126.52 Worst Period-20.54-17.26-25.14-30.58-23.94 Standard Deviation7.0911.7115.0121.6513.45 Gain Standard Deviation4.368.846.5915.029.16 Loss Standard Deviation5.275.327.567.236.98 Sharpe Ratio (1%)0.130.170.160.03-0.51 Average Gain / Average Loss1.041.121.101.111.27 Profit / Loss Ratio1.481.641.561.210.39 Downside Deviation (10%)4.877.0010.7915.9417.64 Downside Deviation (5%)4.726.459.6713.2912.73 Downside Deviation (0%)4.686.329.3912.6411.57 Sortino Ratio (10%)0.130.140.04-0.21-0.73 Sortino Ratio (5%)0.200.300.250.05-0.54 Sortino Ratio (0%)0.220.350.310.13-0.46 Top Performer Badges Index Award Type Rank Performance Period Trend Following Strategy Index Month 3 3.59 10/2019 Diversified Trader Index Month 5 3.59 10/2019 Systematic Trader Index Month 6 3.59 10/2019 Diversified Trader Index Month 3 5.91 7/2019 Trend Following Strategy Index Month 4 5.91 7/2019 Systematic Trader Index Month 4 5.91 7/2019 Trend Following Strategy Index Month 6 7.97 6/2019 Diversified Trader Index Month 4 6.85 1/2019 Systematic Trader Index Month 5 6.85 1/2019 Trend Following Strategy Index Month 4 6.85 1/2019 Trend Following Strategy Index Month 1 16.46 12/2018 Systematic Trader Index Month 1 16.46 12/2018 Diversified Trader Index Month 1 16.46 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. x {{title}} x {{title}} Add Cancel