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

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  1 013.531 062.641 006.601 011.671 001.961 016.801 015.251 030.371 029.701 076.427.6 %
20141 083.151 091.451 051.911 019.071 013.141 004.94987.701 021.661 025.02927.72959.23941.01-12.6 %
2015976.21968.98944.35885.01866.31785.40825.94770.21751.82798.71906.99859.75-8.6 %
2016852.00887.22906.03864.40830.60801.20818.10811.25811.70788.62777.10768.57-10.6 %
2017778.35792.46799.19785.39809.74815.02825.22807.50816.31875.95875.04874.5613.8 %
2018875.24783.72797.23799.29760.64751.27764.35784.08772.63735.48743.23781.03-10.7 %
2019795.25831.16847.34870.35852.48868.39857.36837.89834.82821.99820.50852.979.2 %
2020852.68811.03762.45759.85743.01762.36775.67760.58747.01721.90753.97767.98-10.0 %
2021764.74758.52749.18758.38758.61754.94775.33769.56751.38749.03735.59725.23-5.6 %
2022721.00709.29732.16695.31670.61663.95683.14630.47584.16589.48621.27606.81-16.3 %
2023613.99601.21601.01597.74603.33618.21619.15586.86575.79587.23602.31661.709.0 %
2024632.76640.00650.45637.56633.48640.22610.88598.18593.46583.29579.31506.81-23.4 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  1.4 %4.8 %-5.3 %0.5 %-1.0 %1.5 %-0.2 %1.5 %-0.1 %4.5 %7.6 %
20140.6 %0.8 %-3.6 %-3.1 %-0.6 %-0.8 %-1.7 %3.4 %0.3 %-9.5 %3.4 %-1.9 %-12.6 %
20153.7 %-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 %
20171.3 %1.8 %0.8 %-1.7 %3.1 %0.7 %1.3 %-2.1 %1.1 %7.3 %-0.1 %-0.1 %13.8 %
20180.1 %-10.5 %1.7 %0.3 %-4.8 %-1.2 %1.7 %2.6 %-1.5 %-4.8 %1.1 %5.1 %-10.7 %
20191.8 %4.5 %1.9 %2.7 %-2.1 %1.9 %-1.3 %-2.3 %-0.4 %-1.5 %-0.2 %4.0 %9.2 %
20200.0 %-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 %
20231.2 %-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

ISINLU0857864150
AuditorErnst & Young S.A.
CurrencyEUR
DepositaryUI efa S.A.
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee25 %
Investment ManagerSuperfund Asset Management GmbH