Superfund Group : Superfund Red USD SICAV

Year-to-Date
12.11%
Jul Performance
-0.83%
Min Investment
$ 10k
Mgmt. Fee
0.40%
Perf. Fee
25.00%
Annualized Vol
13.39%
Sharpe (RFR=1%)
-0.07
CAROR
-0.85%
Assets
$ 10.9M
Worst DD
-30.63
S&P Correlation
0.26

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 Jul Qtr YTD 1yr 3yr 5yr 10yr Since
3/2013
Superfund Red USD SICAV -0.83 -0.27 12.11 16.21 14.47 -4.08 - -5.33
S&P 500 1.31 1.17 18.88 5.82 35.72 52.80 - 88.00
+/- S&P 500 -2.14 -1.44 -6.78 10.39 -21.25 -56.88 - -93.33

Strategy Description

Summary

The Superfund Red strategy offers investors the opportunity to profit from short-term market movements, independent of any medium- to long-term trends. By combining a number of individual trading systems, Superfund Red forms a robust and diversified overall system which aims to deliver... Read More

Account & Fees

Type
Fund
Minimum Investment
$ 10k
Trading Level Incremental Increase
$ 0k
CTA Max Funding Factor
Management Fee
0.40%
Performance Fee
25.00%
Average Commission
$0
Available to US Investors
No

Subscriptions

High Water Mark
Yes
Subscription Frequency
Daily
Redemption Frequency
Daily
Investor Requirements
Any Investor
Lock-up Period
0

Trading

Trading Frequency
0 RT/YR/$M
Avg. Margin-to-Equity
0%
Targeted Worst DD
Worst Peak-to-Trough
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

The Superfund Red strategy offers investors the opportunity to profit from short-term market movements, independent of any medium- to long-term trends. By combining a number of individual trading systems, Superfund Red forms a robust and diversified overall system which aims to deliver above-average returns with a relatively low level of risk.

Investment Strategy

The Superfund Red strategy offers investors the opportunity to profit from short-term market movements, independent of any medium- to long-term trends. By combining a number of individual trading systems, Superfund Red forms a robust and diversified overall system which aims to deliver above-average returns with a relatively low level of risk.

   

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
-30.63 19 - 2/1/2014 9/1/2015
-5.68 3 5 4/1/2013 7/1/2013
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Consecutive Gains

Run-up Length (Mos.) Start End
20.45 2 10/1/2015 11/1/2015
19.99 6 11/1/2018 4/1/2019
9.20 3 9/1/2017 11/1/2017
6.67 2 2/1/2016 3/1/2016
6.00 3 12/1/2013 2/1/2014
5.74 2 3/1/2013 4/1/2013
5.35 3 5/1/2017 7/1/2017
5.21 1 7/1/2015 7/1/2015
5.11 2 7/1/2018 8/1/2018
4.43 3 1/1/2017 3/1/2017
3.86 2 8/1/2014 9/1/2014
3.63 1 1/1/2015 1/1/2015
3.40 1 11/1/2014 11/1/2014
2.67 2 3/1/2018 4/1/2018
2.55 1 6/1/2019 6/1/2019
2.22 1 7/1/2016 7/1/2016
1.70 1 8/1/2013 8/1/2013
1.50 1 10/1/2013 10/1/2013
0.67 1 1/1/2018 1/1/2018
0.50 1 6/1/2013 6/1/2013
0.10 1 9/1/2016 9/1/2016
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Consecutive Losses

Run-up Length (Mos.) Start End
-16.00 5 2/1/2015 6/1/2015
-13.36 1 10/1/2014 10/1/2014
-11.37 3 4/1/2016 6/1/2016
-9.83 1 2/1/2018 2/1/2018
-9.48 5 3/1/2014 7/1/2014
-8.89 2 8/1/2015 9/1/2015
-6.05 2 12/1/2015 1/1/2016
-5.84 2 9/1/2018 10/1/2018
-5.37 2 5/1/2018 6/1/2018
-5.20 1 5/1/2013 5/1/2013
-4.96 3 10/1/2016 12/1/2016
-1.94 1 5/1/2019 5/1/2019
-1.83 1 8/1/2017 8/1/2017
-1.62 1 4/1/2017 4/1/2017
-1.31 1 12/1/2014 12/1/2014
-1.00 1 7/1/2013 7/1/2013
-0.83 1 7/1/2019 7/1/2019
-0.70 1 8/1/2016 8/1/2016
-0.10 1 9/1/2013 9/1/2013
-0.01 1 12/1/2017 12/1/2017
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Time Windows Analysis

 1 Month3 Month6 Month12 Month18 Month2 Year3 Year4 Year
Number of Periods77.0075.0072.0066.0060.0054.0042.0030.00
Percent Profitable51.9553.3344.4443.9441.6733.3328.5716.67
Average Period Return0.00-0.12-0.28-2.20-4.63-5.69-8.36-11.35
Average Gain2.704.587.896.884.418.626.4411.91
Average Loss-3.00-5.49-6.81-9.30-11.09-12.85-14.28-16.01
Best Period13.6117.7320.7119.4212.0318.2717.9921.00
Worst Period-13.36-13.45-17.03-26.22-29.03-25.37-27.10-24.54
Standard Deviation3.876.328.7610.359.8312.1612.2111.86
Gain Standard Deviation2.484.095.176.073.325.056.097.03
Loss Standard Deviation2.833.484.486.837.547.318.355.14
Sharpe Ratio (1%)-0.02-0.06-0.09-0.31-0.62-0.63-0.93-1.30
Average Gain / Average Loss0.900.831.160.740.400.670.450.74
Profit / Loss Ratio1.000.950.930.580.280.340.180.15
Downside Deviation (10%)3.015.167.6711.9515.6119.9326.9734.91
Downside Deviation (5%)2.844.576.379.2211.1713.4916.2118.89
Downside Deviation (0%)2.804.426.058.6010.1912.0313.9215.32
Sortino Ratio (10%)-0.13-0.26-0.36-0.60-0.78-0.80-0.89-0.94
Sortino Ratio (5%)-0.03-0.08-0.12-0.35-0.55-0.57-0.70-0.82
Sortino Ratio (0%)0.00-0.03-0.05-0.26-0.45-0.47-0.60-0.74

Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 10 5.06 12/2018
Trend Following Strategy Index Month 6 1.91 7/2018
Diversified Trader Index Month 6 1.91 7/2018
Trend Following Strategy Index Month 4 2.20 3/2018
Trend Following Strategy Index Month 10 7.37 10/2017
Trend Following Strategy Index Month 2 1.46 9/2017
Systematic Trader Index Month 8 1.46 9/2017
Diversified Trader Index Month 8 1.46 9/2017
Trend Following Strategy Index Month 8 0.70 6/2017
Trend Following Strategy Index Month 7 3.23 5/2017
Trend Following Strategy Index Month 10 1.00 3/2017
Trend Following Strategy Index Month 5 1.51 1/2017
Trend Following Strategy Index Month 7 2.17 3/2016
Systematic Trader Index Month 5 13.61 11/2015
IASG CTA Index Month 3 13.61 11/2015
Trend Following Strategy Index Month 4 13.61 11/2015
Diversified Trader Index Month 4 13.61 11/2015
IASG CTA Index Month 5 6.02 10/2015
Trend Following Strategy Index Month 3 6.02 10/2015
Systematic Trader Index Month 5 6.02 10/2015
Diversified Trader Index Month 6 6.02 10/2015

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