Superfund Red EUR SICAV
Short-term managed-futures strategy
Inception 07.03.2013 |
1 000.00 |
Index / NAV 19.12.2024 |
506.81 |
Performance: |
-49.3 % |
Performance p.a.: |
-5.60 % |
Type: |
Luxembourg SICAV |
Currency: |
EUR |
ISIN: |
LU0857864150 |
Minimum investment: |
10,000 EUR |
Index
Inception 07.03.2013 at index 1 000.00
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
---|
|
2013 | | | 1 013.53 | 1 062.64 | 1 006.60 | 1 011.67 | 1 001.96 | 1 016.80 | 1 015.25 | 1 030.37 | 1 029.70 | 1 076.42 | 7.6 % |
2014 | 1 083.15 | 1 091.45 | 1 051.91 | 1 019.07 | 1 013.14 | 1 004.94 | 987.70 | 1 021.66 | 1 025.02 | 927.72 | 959.23 | 941.01 | -12.6 % |
2015 | 976.21 | 968.98 | 944.35 | 885.01 | 866.31 | 785.40 | 825.94 | 770.21 | 751.82 | 798.71 | 906.99 | 859.75 | -8.6 % |
2016 | 852.00 | 887.22 | 906.03 | 864.40 | 830.60 | 801.20 | 818.10 | 811.25 | 811.70 | 788.62 | 777.10 | 768.57 | -10.6 % |
2017 | 778.35 | 792.46 | 799.19 | 785.39 | 809.74 | 815.02 | 825.22 | 807.50 | 816.31 | 875.95 | 875.04 | 874.56 | 13.8 % |
2018 | 875.24 | 783.72 | 797.23 | 799.29 | 760.64 | 751.27 | 764.35 | 784.08 | 772.63 | 735.48 | 743.23 | 781.03 | -10.7 % |
2019 | 795.25 | 831.16 | 847.34 | 870.35 | 852.48 | 868.39 | 857.36 | 837.89 | 834.82 | 821.99 | 820.50 | 852.97 | 9.2 % |
2020 | 852.68 | 811.03 | 762.45 | 759.85 | 743.01 | 762.36 | 775.67 | 760.58 | 747.01 | 721.90 | 753.97 | 767.98 | -10.0 % |
2021 | 764.74 | 758.52 | 749.18 | 758.38 | 758.61 | 754.94 | 775.33 | 769.56 | 751.38 | 749.03 | 735.59 | 725.23 | -5.6 % |
2022 | 721.00 | 709.29 | 732.16 | 695.31 | 670.61 | 663.95 | 683.14 | 630.47 | 584.16 | 589.48 | 621.27 | 606.81 | -16.3 % |
2023 | 613.99 | 601.21 | 601.01 | 597.74 | 603.33 | 618.21 | 619.15 | 586.86 | 575.79 | 587.23 | 602.31 | 661.70 | 9.0 % |
2024 | 632.76 | 640.00 | 650.45 | 637.56 | 633.48 | 640.22 | 610.88 | 598.18 | 593.46 | 583.29 | 579.31 | 506.81 | -23.4 % |
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
---|
|
2013 | | | 1.4 % | 4.8 % | -5.3 % | 0.5 % | -1.0 % | 1.5 % | -0.2 % | 1.5 % | -0.1 % | 4.5 % | 7.6 % |
2014 | 0.6 % | 0.8 % | -3.6 % | -3.1 % | -0.6 % | -0.8 % | -1.7 % | 3.4 % | 0.3 % | -9.5 % | 3.4 % | -1.9 % | -12.6 % |
2015 | 3.7 % | -0.7 % | -2.5 % | -6.3 % | -2.1 % | -9.3 % | 5.2 % | -6.7 % | -2.4 % | 6.2 % | 13.6 % | -5.2 % | -8.6 % |
2016 | -0.9 % | 4.1 % | 2.1 % | -4.6 % | -3.9 % | -3.5 % | 2.1 % | -0.8 % | 0.1 % | -2.8 % | -1.5 % | -1.1 % | -10.6 % |
2017 | 1.3 % | 1.8 % | 0.8 % | -1.7 % | 3.1 % | 0.7 % | 1.3 % | -2.1 % | 1.1 % | 7.3 % | -0.1 % | -0.1 % | 13.8 % |
2018 | 0.1 % | -10.5 % | 1.7 % | 0.3 % | -4.8 % | -1.2 % | 1.7 % | 2.6 % | -1.5 % | -4.8 % | 1.1 % | 5.1 % | -10.7 % |
2019 | 1.8 % | 4.5 % | 1.9 % | 2.7 % | -2.1 % | 1.9 % | -1.3 % | -2.3 % | -0.4 % | -1.5 % | -0.2 % | 4.0 % | 9.2 % |
2020 | 0.0 % | -4.9 % | -6.0 % | -0.3 % | -2.2 % | 2.6 % | 1.7 % | -1.9 % | -1.8 % | -3.4 % | 4.4 % | 1.9 % | -10.0 % |
2021 | -0.4 % | -0.8 % | -1.2 % | 1.2 % | 0.0 % | -0.5 % | 2.7 % | -0.7 % | -2.4 % | -0.3 % | -1.8 % | -1.4 % | -5.6 % |
2022 | -0.6 % | -1.6 % | 3.2 % | -5.0 % | -3.6 % | -1.0 % | 2.9 % | -7.7 % | -7.3 % | 0.9 % | 5.4 % | -2.3 % | -16.3 % |
2023 | 1.2 % | -2.1 % | 0.0 % | -0.5 % | 0.9 % | 2.5 % | 0.2 % | -5.2 % | -1.9 % | 2.0 % | 2.6 % | 9.9 % | 9.0 % |
2024 | -4.4 % | 1.1 % | 1.6 % | -2.0 % | -0.6 % | 1.1 % | -4.6 % | -2.1 % | -0.8 % | -1.7 % | -0.7 % | -12.5 % | -23.4 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
19.12.2023 - 19.12.2024: | -23.0% |
19.12.2022 - 19.12.2023: | 8.0% |
19.12.2021 - 19.12.2022: | -16.2% |
19.12.2020 - 19.12.2021: | -4.2% |
19.12.2019 - 19.12.2020: | -10.3% |
key data (as of 19.12.2024)
Return Statistics
Performance p.a.*: | -5.60 % |
Average Monthly Performance*: | -0.48 % |
Percentage of Positive Months*: | 42.96 % |
Highest Monthly Performance*: | 13.56 % |
Lowest Monthly Performance*: | -12.51 % |
Risk Statistics
Annual Standard Deviation*: | 12.47 % |
Monthly Standard Deviation*: | 3.60 % |
Max. Drawdown***: | -53.57 % |
Maximum Time off Peak*: | 129 months |
Efficiency Statistics
Sharpe Ratio**: |
-0.45 |
Sharpe Ratio (1 Year) **: |
-1.35 |
Sortino Ratio**: |
-0.62 |
Correlation CISDM CTA Equal Weighted*: |
0.32 |
Correlation CS/Tremont HF*: |
0.49 |
Correlation S&P*: |
0.43 |
Correlation DAX*: |
0.47 |
Correlation Price of Gold*: |
0.11 |
* ... since Inception ** ... modified (risk-free return = 0%) *** ... Calculated on a monthly basis |
Facts
ISIN | LU0857864150 |
Auditor | Ernst & Young S.A. |
Currency | EUR |
Depositary | UI efa S.A. |
Recommended Holding Period | at least 6 years |
Management Fee | 0.4 % p.m. |
Incentive Fee | 25 % |
Investment Manager | Superfund Asset Management GmbH |