Superfund Blue SPC Class A (Gold EUR)
Combination of Superfund Blue & Gold, minimum 50,000 EUR
| Inception 03.12.2007 |
535.52 |
| Index / NAV 24.12.2019 |
909.87 |
| Performance: |
69.9 % |
| Performance p.a.: |
4.49 % |
| Type: |
Cayman SPC |
| Currency: |
EUR |
| ISIN: |
KYG858641171 |
| Minimum investment: |
50,000 EUR |
Index
Inception 03.12.2007 at index 535.52
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2007 | | | | | | | | | | | | 561.02 | 4.8 % |
| 2008 | 617.08 | 636.54 | 584.11 | 550.22 | 579.81 | 621.79 | 668.85 | 651.27 | 709.70 | 677.59 | 756.59 | 745.53 | 32.9 % |
| 2009 | 848.75 | 869.70 | 813.77 | 790.35 | 815.55 | 773.09 | 789.71 | 770.11 | 810.44 | 833.91 | 942.31 | 916.59 | 22.9 % |
| 2010 | 946.97 | 1 013.33 | 1 004.76 | 1 099.73 | 1 297.96 | 1 287.92 | 1 121.67 | 1 224.00 | 1 186.55 | 1 215.89 | 1 356.35 | 1 365.89 | 49.0 % |
| 2011 | 1 247.46 | 1 347.49 | 1 344.37 | 1 390.56 | 1 456.52 | 1 408.29 | 1 486.02 | 1 685.87 | 1 509.82 | 1 581.99 | 1 636.05 | 1 511.06 | 10.6 % |
| 2012 | 1 698.23 | 1 633.04 | 1 607.15 | 1 606.87 | 1 577.90 | 1 539.94 | 1 513.95 | 1 554.39 | 1 588.65 | 1 527.45 | 1 525.19 | 1 477.79 | -2.2 % |
| 2013 | 1 433.07 | 1 454.43 | 1 506.87 | 1 269.71 | 1 233.58 | 1 133.91 | 1 198.78 | 1 306.22 | 1 228.63 | 1 245.21 | 1 214.03 | 1 140.35 | -22.8 % |
| 2014 | 1 210.90 | 1 285.47 | 1 267.45 | 1 306.19 | 1 277.81 | 1 348.60 | 1 337.30 | 1 387.78 | 1 338.24 | 1 212.26 | 1 228.23 | 1 263.83 | 10.8 % |
| 2015 | 1 432.07 | 1 383.00 | 1 496.53 | 1 399.26 | 1 507.68 | 1 493.23 | 1 314.64 | 1 400.08 | 1 284.47 | 1 320.44 | 1 245.34 | 1 186.97 | -6.1 % |
| 2016 | 1 257.32 | 1 388.28 | 1 342.61 | 1 440.62 | 1 402.31 | 1 505.85 | 1 552.71 | 1 445.83 | 1 489.23 | 1 400.59 | 1 369.48 | 1 333.47 | 12.3 % |
| 2017 | 1 357.54 | 1 436.83 | 1 440.28 | 1 384.43 | 1 347.06 | 1 316.30 | 1 281.26 | 1 292.13 | 1 259.12 | 1 233.13 | 1 186.65 | 1 207.21 | -9.5 % |
| 2018 | 1 207.70 | 1 203.49 | 1 179.90 | 1 192.96 | 1 183.60 | 1 110.77 | 1 074.91 | 1 054.70 | 1 033.63 | 975.37 | 972.61 | 931.27 | -22.9 % |
| 2019 | 964.03 | 968.78 | 966.46 | 926.99 | 788.36 | 850.61 | 874.88 | 939.27 | 911.92 | 915.97 | 896.06 | 909.87 | -2.3 % |
Performance
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2007 | | | | | | | | | | | | 4.8 % | 4.8 % |
| 2008 | 10.0 % | 3.2 % | -8.2 % | -5.8 % | 5.4 % | 7.2 % | 7.6 % | -2.6 % | 9.0 % | -4.5 % | 11.7 % | -1.5 % | 32.9 % |
| 2009 | 13.8 % | 2.5 % | -6.4 % | -2.9 % | 3.2 % | -5.2 % | 2.1 % | -2.5 % | 5.2 % | 2.9 % | 13.0 % | -2.7 % | 22.9 % |
| 2010 | 3.3 % | 7.0 % | -0.8 % | 9.5 % | 18.0 % | -0.8 % | -12.9 % | 9.1 % | -3.1 % | 2.5 % | 11.6 % | 0.7 % | 49.0 % |
| 2011 | -8.7 % | 8.0 % | -0.2 % | 3.4 % | 4.7 % | -3.3 % | 5.5 % | 13.4 % | -10.4 % | 4.8 % | 3.4 % | -7.6 % | 10.6 % |
| 2012 | 12.4 % | -3.8 % | -1.6 % | 0.0 % | -1.8 % | -2.4 % | -1.7 % | 2.7 % | 2.2 % | -3.9 % | -0.1 % | -3.1 % | -2.2 % |
| 2013 | -3.0 % | 1.5 % | 3.6 % | -15.7 % | -2.8 % | -8.1 % | 5.7 % | 9.0 % | -5.9 % | 1.3 % | -2.5 % | -6.1 % | -22.8 % |
| 2014 | 6.2 % | 6.2 % | -1.4 % | 3.1 % | -2.2 % | 5.5 % | -0.8 % | 3.8 % | -3.6 % | -9.4 % | 1.3 % | 2.9 % | 10.8 % |
| 2015 | 13.3 % | -3.4 % | 8.2 % | -6.5 % | 7.7 % | -1.0 % | -12.0 % | 6.5 % | -8.3 % | 2.8 % | -5.7 % | -4.7 % | -6.1 % |
| 2016 | 5.9 % | 10.4 % | -3.3 % | 7.3 % | -2.7 % | 7.4 % | 3.1 % | -6.9 % | 3.0 % | -6.0 % | -2.2 % | -2.6 % | 12.3 % |
| 2017 | 1.8 % | 5.8 % | 0.2 % | -3.9 % | -2.7 % | -2.3 % | -2.7 % | 0.8 % | -2.6 % | -2.1 % | -3.8 % | 1.7 % | -9.5 % |
| 2018 | 0.0 % | -0.3 % | -2.0 % | 1.1 % | -0.8 % | -6.2 % | -3.2 % | -1.9 % | -2.0 % | -5.6 % | -0.3 % | -4.3 % | -22.9 % |
| 2019 | 3.5 % | 0.5 % | -0.2 % | -4.1 % | -15.0 % | 7.9 % | 2.9 % | 7.4 % | -2.9 % | 0.4 % | -2.2 % | 1.5 % | -2.3 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
| 24.12.2019 - 24.12.2019: | -6.0% |
key data (as of 24.12.2019)
Return Statistics
| Performance p.a.*: | 4.49 % |
| Average Monthly Performance*: | 0.37 % |
| Percentage of Positive Months*: | 48.28 % |
| Highest Monthly Performance*: | 18.03 % |
| Lowest Monthly Performance*: | -15.74 % |
Risk Statistics
| Annual Standard Deviation*: | 20.87 % |
| Monthly Standard Deviation*: | 6.02 % |
| Max. Drawdown***: | -53.58 % |
| Maximum Time off Peak*: | 158 months |
Efficiency Statistics
| Sharpe Ratio**: |
0.22 |
| Sharpe Ratio (1 Year) **: |
N/A |
| Sortino Ratio**: |
0.39 |
| Correlation CISDM CTA Equal Weighted*: |
0.19 |
| Correlation CS/Tremont HF*: |
-0.06 |
| Correlation S&P*: |
-0.16 |
| Correlation DAX*: |
-0.12 |
| Correlation Price of Gold*: |
0.73 |
* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis |
Facts
| ISIN | KYG858641171 |
| Auditor | BDO Cayman Islands |
| Currency | EUR |
| Administrator | Apex Fund Services (Malta) Ltd. |
| Recommended Holding Period | at least 6 years |
| Management Fee | 1 % p.a. |
| Incentive Fee | 40 % |
| Investment Advisor | Superfund Capital Management Inc., Grenada |