Superfund Red Gold SICAV
Combination of Superfund Red & Gold, minimum 20,000 USD
| Inception 07.03.2013 |
1 000.00 |
| Index / NAV 12.07.2024 |
826.35 |
| Performance: |
-17.4 % |
| Performance p.a.: |
-1.67 % |
| Type: |
Luxembourg SICAV |
| Currency: |
USD |
| ISIN: |
LU0857864234 |
| Minimum investment: |
20,000 USD |
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 | | | 1 017.84 | 990.99 | 887.41 | 782.58 | 831.35 | 897.89 | 853.53 | 862.92 | 815.17 | 818.26 | -18.2 % |
| 2014 | 852.10 | 914.36 | 857.16 | 838.14 | 800.64 | 841.91 | 800.86 | 832.13 | 786.90 | 681.77 | 707.07 | 698.69 | -14.6 % |
| 2015 | 782.46 | 736.27 | 700.74 | 654.04 | 643.03 | 573.90 | 566.03 | 545.08 | 524.05 | 569.38 | 604.55 | 570.34 | -18.4 % |
| 2016 | 596.26 | 687.95 | 702.62 | 700.45 | 634.13 | 662.72 | 692.66 | 663.97 | 668.36 | 628.86 | 569.84 | 553.14 | -3.0 % |
| 2017 | 589.88 | 621.99 | 623.95 | 621.96 | 643.49 | 631.35 | 652.59 | 664.90 | 655.81 | 696.25 | 698.85 | 716.04 | 29.5 % |
| 2018 | 736.17 | 647.03 | 663.29 | 662.19 | 621.27 | 593.41 | 590.26 | 596.81 | 582.42 | 565.74 | 577.25 | 633.07 | -11.6 % |
| 2019 | 668.67 | 694.13 | 695.79 | 708.62 | 705.53 | 779.84 | 779.57 | 812.21 | 777.79 | 789.95 | 764.74 | 822.29 | 29.9 % |
| 2020 | 857.27 | 801.81 | 753.20 | 800.65 | 803.72 | 846.14 | 939.61 | 916.43 | 862.51 | 825.83 | 817.77 | 882.82 | 7.4 % |
| 2021 | 856.50 | 792.29 | 773.86 | 805.03 | 864.54 | 802.35 | 842.01 | 835.91 | 791.93 | 802.14 | 776.86 | 793.18 | -10.2 % |
| 2022 | 773.24 | 809.10 | 859.80 | 794.42 | 737.71 | 713.89 | 715.35 | 643.36 | 579.00 | 574.84 | 638.85 | 649.54 | -18.1 % |
| 2023 | 694.03 | 647.07 | 694.13 | 696.53 | 689.61 | 692.58 | 707.20 | 658.43 | 619.17 | 670.52 | 701.84 | 776.58 | 19.6 % |
| 2024 | 734.22 | 738.72 | 802.45 | 805.96 | 807.84 | 814.94 | 826.35 | | | | | | 6.4 % |
Performance
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2013 | | | 1.8 % | -2.6 % | -10.5 % | -11.8 % | 6.2 % | 8.0 % | -4.9 % | 1.1 % | -5.5 % | 0.4 % | -18.2 % |
| 2014 | 4.1 % | 7.3 % | -6.3 % | -2.2 % | -4.5 % | 5.2 % | -4.9 % | 3.9 % | -5.4 % | -13.4 % | 3.7 % | -1.2 % | -14.6 % |
| 2015 | 12.0 % | -5.9 % | -4.8 % | -6.7 % | -1.7 % | -10.8 % | -1.4 % | -3.7 % | -3.9 % | 8.7 % | 6.2 % | -5.7 % | -18.4 % |
| 2016 | 4.5 % | 15.4 % | 2.1 % | -0.3 % | -9.5 % | 4.5 % | 4.5 % | -4.1 % | 0.7 % | -5.9 % | -9.4 % | -2.9 % | -3.0 % |
| 2017 | 6.6 % | 5.4 % | 0.3 % | -0.3 % | 3.5 % | -1.9 % | 3.4 % | 1.9 % | -1.4 % | 6.2 % | 0.4 % | 2.5 % | 29.5 % |
| 2018 | 2.8 % | -12.1 % | 2.5 % | -0.2 % | -6.2 % | -4.5 % | -0.5 % | 1.1 % | -2.4 % | -2.9 % | 2.0 % | 9.7 % | -11.6 % |
| 2019 | 5.6 % | 3.8 % | 0.2 % | 1.8 % | -0.4 % | 10.5 % | 0.0 % | 4.2 % | -4.2 % | 1.6 % | -3.2 % | 7.5 % | 29.9 % |
| 2020 | 4.3 % | -6.5 % | -6.1 % | 6.3 % | 0.4 % | 5.3 % | 11.0 % | -2.5 % | -5.9 % | -4.3 % | -1.0 % | 8.0 % | 7.4 % |
| 2021 | -3.0 % | -7.5 % | -2.3 % | 4.0 % | 7.4 % | -7.2 % | 4.9 % | -0.7 % | -5.3 % | 1.3 % | -3.2 % | 2.1 % | -10.2 % |
| 2022 | -2.5 % | 4.6 % | 6.3 % | -7.6 % | -7.1 % | -3.2 % | 0.2 % | -10.1 % | -10.0 % | -0.7 % | 11.1 % | 1.7 % | -18.1 % |
| 2023 | 6.8 % | -6.8 % | 7.3 % | 0.3 % | -1.0 % | 0.4 % | 2.1 % | -6.9 % | -6.0 % | 8.3 % | 4.7 % | 10.6 % | 19.6 % |
| 2024 | -5.5 % | 0.6 % | 8.6 % | 0.4 % | 0.2 % | 0.9 % | 1.4 % | | | | | | 6.4 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
| 12.07.2023 - 12.07.2024: | 17.1% |
| 12.07.2022 - 12.07.2023: | 4.5% |
| 12.07.2021 - 12.07.2022: | -18.5% |
| 12.07.2020 - 12.07.2021: | -2.8% |
| 12.07.2019 - 12.07.2020: | 9.8% |
key data (as of 12.07.2024)
Return Statistics
| Performance p.a.*: | -1.67 % |
| Average Monthly Performance*: | -0.14 % |
| Percentage of Positive Months*: | 51.82 % |
| Highest Monthly Performance*: | 15.38 % |
| Lowest Monthly Performance*: | -13.36 % |
Risk Statistics
| Annual Standard Deviation*: | 19.71 % |
| Monthly Standard Deviation*: | 5.69 % |
| Max. Drawdown***: | -48.51 % |
| Maximum Time off Peak*: | 135 months |
Efficiency Statistics
| Sharpe Ratio**: |
-0.08 |
| Sharpe Ratio (1 Year) **: |
0.92 |
| Sortino Ratio**: |
-0.15 |
| Correlation CISDM CTA Equal Weighted*: |
0.35 |
| Correlation CS/Tremont HF*: |
0.42 |
| Correlation S&P*: |
0.33 |
| Correlation DAX*: |
0.29 |
| Correlation Price of Gold*: |
0.79 |
* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis |
Facts
| ISIN | LU0857864234 |
| Auditor | Ernst & Young S.A. |
| Currency | USD |
| 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 |