Superfund Group : Superfund Red USD SICAV

Year-to-Date
1.53%
Sep Performance
-2.18%
Min Investment
$ 10k
Mgmt. Fee
0.40%
Perf. Fee
25.00%
Annualized Vol
12.31%
Sharpe (RFR=1%)
-0.17
CAROR
-1.89%
Assets
$ 7.9M
Worst DD
-30.63
S&P Correlation
0.33

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 Sep Qtr YTD 1yr 3yr 5yr 10yr Since
3/2013
Superfund Red USD SICAV -2.18 -0.33 -1.53 0.96 2.66 3.30 - -15.08
S&P 500 -4.76 0.37 18.56 32.42 52.81 103.30 - 180.91
+/- S&P 500 2.58 -0.70 -20.09 -31.46 -50.15 -99.99 - -195.99

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
6.12 2 11/1/2020 12/1/2020
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
4.42 2 6/1/2020 7/1/2020
4.33 3 11/1/2019 1/1/2020
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
2.70 1 7/1/2021 7/1/2021
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
1.37 2 4/1/2021 5/1/2021
0.67 1 1/1/2018 1/1/2018
0.50 1 6/1/2013 6/1/2013
0.13 1 4/1/2020 4/1/2020
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
-10.26 2 2/1/2020 3/1/2020
-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
-6.93 3 8/1/2020 10/1/2020
-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
-4.62 4 7/1/2019 10/1/2019
-2.95 2 8/1/2021 9/1/2021
-2.05 3 1/1/2021 3/1/2021
-2.02 1 5/1/2020 5/1/2020
-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
-0.70 1 8/1/2016 8/1/2016
-0.50 1 6/1/2021 6/1/2021
-0.10 1 9/1/2013 9/1/2013
-0.01 1 12/1/2017 12/1/2017
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Top Performer Badges

Index Award Type Rank Performance Period
Trend Following Strategy Index Month 8 2.70 7/2021
Trend Following Strategy Index Month 10 0.00 9/2020
Trend Following Strategy Index Month 4 2.42 6/2020
Diversified Trader Index Month 7 2.42 6/2020
Trend Following Strategy Index Month 9 -0.45 9/2019
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
Systematic Trader Index Month 8 1.46 9/2017
Diversified Trader Index Month 8 1.46 9/2017
Trend Following Strategy Index Month 2 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.