Superfund Red Silver SICAV
Combination of Superfund Red & Silver, minimum 20,000 USD
Inception 07.03.2013 |
1 000.00 |
Index / NAV 29.08.2024 |
510.52 |
Performance: |
-48.9 % |
Performance p.a.: |
-5.68 % |
Type: |
Luxembourg SICAV |
Currency: |
USD |
ISIN: |
LU0857864317 |
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 | | | 985.23 | 884.21 | 769.85 | 674.21 | 672.80 | 816.72 | 753.48 | 768.42 | 703.24 | 708.79 | -29.1 % |
2014 | 706.85 | 789.65 | 707.73 | 663.93 | 643.32 | 716.73 | 682.75 | 672.38 | 590.54 | 500.31 | 498.23 | 490.96 | -30.7 % |
2015 | 562.82 | 535.37 | 522.38 | 472.97 | 478.79 | 402.92 | 401.98 | 367.99 | 357.13 | 398.08 | 409.30 | 380.34 | -22.5 % |
2016 | 389.09 | 423.87 | 448.99 | 492.84 | 424.84 | 476.02 | 531.60 | 482.14 | 495.96 | 446.91 | 405.51 | 389.41 | 2.4 % |
2017 | 433.72 | 463.27 | 462.03 | 427.41 | 443.91 | 425.36 | 435.11 | 445.01 | 428.55 | 460.73 | 453.12 | 470.99 | 21.0 % |
2018 | 476.93 | 403.26 | 408.78 | 412.34 | 394.14 | 383.03 | 375.03 | 359.61 | 357.60 | 332.20 | 333.12 | 381.96 | -18.9 % |
2019 | 405.62 | 409.36 | 404.07 | 409.41 | 389.95 | 418.46 | 443.51 | 480.97 | 444.63 | 466.59 | 438.97 | 476.86 | 24.8 % |
2020 | 481.03 | 413.94 | 328.86 | 346.20 | 418.71 | 428.31 | 562.85 | 649.99 | 526.06 | 511.31 | 511.03 | 605.39 | 27.0 % |
2021 | 616.00 | 600.22 | 548.75 | 584.36 | 632.78 | 588.10 | 589.11 | 548.83 | 493.44 | 535.28 | 495.26 | 503.04 | -16.9 % |
2022 | 479.60 | 515.67 | 551.25 | 478.00 | 433.01 | 401.19 | 411.88 | 336.54 | 332.11 | 338.75 | 401.72 | 435.27 | -13.5 % |
2023 | 437.22 | 378.11 | 436.36 | 451.24 | 424.28 | 422.24 | 460.68 | 427.28 | 383.22 | 399.00 | 453.67 | 465.64 | 7.0 % |
2024 | 430.41 | 425.62 | 471.75 | 488.74 | 556.30 | 540.95 | 504.97 | 510.52 | | | | | 9.6 % |
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
---|
|
2013 | | | -1.5 % | -10.3 % | -12.9 % | -12.4 % | -0.2 % | 21.4 % | -7.7 % | 2.0 % | -8.5 % | 0.8 % | -29.1 % |
2014 | -0.3 % | 11.7 % | -10.4 % | -6.2 % | -3.1 % | 11.4 % | -4.7 % | -1.5 % | -12.2 % | -15.3 % | -0.4 % | -1.5 % | -30.7 % |
2015 | 14.6 % | -4.9 % | -2.4 % | -9.5 % | 1.2 % | -15.8 % | -0.2 % | -8.5 % | -2.9 % | 11.5 % | 2.8 % | -7.1 % | -22.5 % |
2016 | 2.3 % | 8.9 % | 5.9 % | 9.8 % | -13.8 % | 12.0 % | 11.7 % | -9.3 % | 2.9 % | -9.9 % | -9.3 % | -4.0 % | 2.4 % |
2017 | 11.4 % | 6.8 % | -0.3 % | -7.5 % | 3.9 % | -4.2 % | 2.3 % | 2.3 % | -3.7 % | 7.5 % | -1.7 % | 3.9 % | 21.0 % |
2018 | 1.3 % | -15.4 % | 1.4 % | 0.9 % | -4.4 % | -2.8 % | -2.1 % | -4.1 % | -0.6 % | -7.1 % | 0.3 % | 14.7 % | -18.9 % |
2019 | 6.2 % | 0.9 % | -1.3 % | 1.3 % | -4.8 % | 7.3 % | 6.0 % | 8.4 % | -7.6 % | 4.9 % | -5.9 % | 8.6 % | 24.8 % |
2020 | 0.9 % | -13.9 % | -20.6 % | 5.3 % | 20.9 % | 2.3 % | 31.4 % | 15.5 % | -19.1 % | -2.8 % | -0.1 % | 18.5 % | 27.0 % |
2021 | 1.8 % | -2.6 % | -8.6 % | 6.5 % | 8.3 % | -7.1 % | 0.2 % | -6.8 % | -10.1 % | 8.5 % | -7.5 % | 1.6 % | -16.9 % |
2022 | -4.7 % | 7.5 % | 6.9 % | -13.3 % | -9.4 % | -7.3 % | 2.7 % | -18.3 % | -1.3 % | 2.0 % | 18.6 % | 8.4 % | -13.5 % |
2023 | 0.4 % | -13.5 % | 15.4 % | 3.4 % | -6.0 % | -0.5 % | 9.1 % | -7.3 % | -10.3 % | 4.1 % | 13.7 % | 2.6 % | 7.0 % |
2024 | -7.6 % | -1.1 % | 10.8 % | 3.6 % | 13.8 % | -2.8 % | -6.7 % | 1.1 % | | | | | 9.6 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
29.08.2023 - 29.08.2024: | 20.4% |
29.08.2022 - 29.08.2023: | 29.4% |
29.08.2021 - 29.08.2022: | -40.7% |
29.08.2020 - 29.08.2021: | -15.4% |
29.08.2019 - 29.08.2020: | 35.8% |
key data (as of 29.08.2024)
Return Statistics
Performance p.a.*: | -5.68 % |
Average Monthly Performance*: | -0.49 % |
Percentage of Positive Months*: | 47.83 % |
Highest Monthly Performance*: | 31.41 % |
Lowest Monthly Performance*: | -20.56 % |
Risk Statistics
Annual Standard Deviation*: | 31.24 % |
Monthly Standard Deviation*: | 9.02 % |
Max. Drawdown***: | -67.11 % |
Maximum Time off Peak*: | 137 months |
Efficiency Statistics
Sharpe Ratio**: |
-0.18 |
Sharpe Ratio (1 Year) **: |
0.73 |
Sortino Ratio**: |
-0.32 |
Correlation CISDM CTA Equal Weighted*: |
0.32 |
Correlation CS/Tremont HF*: |
0.28 |
Correlation S&P*: |
0.39 |
Correlation DAX*: |
0.32 |
Correlation Price of Gold*: |
0.70 |
* ... since Inception ** ... modified (risk-free return = 0%) *** ... Calculated on a monthly basis |
Facts
ISIN | LU0857864317 |
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 |