Superfund Green USD SICAV
Managed-futures strategy, minimum 5,000 USD
| Inception 17.11.2014 |
1 000.00 |
| Index / NAV 21.11.2024 |
631.76 |
| Performance: |
-36.8 % |
| Performance p.a.: |
-4.48 % |
| Type: |
Luxembourg SICAV |
| Currency: |
USD |
| ISIN: |
LU1084751459 |
| Minimum investment: |
5,000 USD |
Index
Inception 17.11.2014 at index 1 000.00
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2014 | | | | | | | | | | | 1 034.64 | 1 021.55 | 2.2 % |
| 2015 | 1 056.98 | 1 090.20 | 1 096.15 | 1 053.34 | 1 035.03 | 980.11 | 1 046.19 | 934.17 | 935.73 | 958.91 | 1 041.20 | 1 005.21 | -1.6 % |
| 2016 | 1 013.51 | 1 038.64 | 1 012.41 | 931.94 | 897.01 | 909.14 | 950.81 | 909.13 | 887.15 | 816.30 | 794.84 | 781.66 | -22.2 % |
| 2017 | 784.04 | 818.21 | 814.21 | 818.33 | 833.32 | 807.46 | 851.49 | 878.68 | 871.72 | 969.95 | 978.88 | 1 005.66 | 28.7 % |
| 2018 | 1 091.05 | 966.65 | 985.34 | 979.87 | 950.56 | 928.35 | 935.10 | 929.22 | 886.86 | 783.97 | 789.01 | 790.26 | -21.4 % |
| 2019 | 818.50 | 850.54 | 876.45 | 916.12 | 876.59 | 921.40 | 934.30 | 1 005.11 | 948.46 | 933.38 | 959.95 | 976.50 | 23.6 % |
| 2020 | 1 022.57 | 1 027.04 | 1 054.90 | 1 072.23 | 1 057.77 | 1 030.22 | 1 087.63 | 1 082.36 | 1 011.76 | 972.04 | 976.44 | 1 015.01 | 3.9 % |
| 2021 | 1 021.90 | 1 093.09 | 1 104.86 | 1 118.25 | 1 160.06 | 1 141.96 | 1 174.33 | 1 160.40 | 1 152.24 | 1 181.80 | 1 100.95 | 1 120.05 | 10.3 % |
| 2022 | 1 132.02 | 1 168.06 | 1 212.95 | 1 255.01 | 1 248.73 | 1 138.15 | 1 146.72 | 1 031.19 | 1 051.81 | 1 018.02 | 964.42 | 937.97 | -16.3 % |
| 2023 | 876.27 | 895.19 | 754.05 | 744.39 | 739.77 | 751.17 | 735.37 | 671.03 | 677.08 | 653.24 | 649.59 | 683.76 | -27.1 % |
| 2024 | 655.69 | 691.80 | 748.62 | 744.90 | 708.40 | 723.32 | 684.91 | 648.21 | 654.80 | 626.71 | 631.76 | | -7.6 % |
Performance
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2014 | | | | | | | | | | | 3.5 % | -1.3 % | 2.2 % |
| 2015 | 3.5 % | 3.1 % | 0.5 % | -3.9 % | -1.7 % | -5.3 % | 6.7 % | -10.7 % | 0.2 % | 2.5 % | 8.6 % | -3.5 % | -1.6 % |
| 2016 | 0.8 % | 2.5 % | -2.5 % | -7.9 % | -3.7 % | 1.4 % | 4.6 % | -4.4 % | -2.4 % | -8.0 % | -2.6 % | -1.7 % | -22.2 % |
| 2017 | 0.3 % | 4.4 % | -0.5 % | 0.5 % | 1.8 % | -3.1 % | 5.5 % | 3.2 % | -0.8 % | 11.3 % | 0.9 % | 2.7 % | 28.7 % |
| 2018 | 8.5 % | -11.4 % | 1.9 % | -0.6 % | -3.0 % | -2.3 % | 0.7 % | -0.6 % | -4.6 % | -11.6 % | 0.6 % | 0.2 % | -21.4 % |
| 2019 | 3.6 % | 3.9 % | 3.0 % | 4.5 % | -4.3 % | 5.1 % | 1.4 % | 7.6 % | -5.6 % | -1.6 % | 2.8 % | 1.7 % | 23.6 % |
| 2020 | 4.7 % | 0.4 % | 2.7 % | 1.6 % | -1.3 % | -2.6 % | 5.6 % | -0.5 % | -6.5 % | -3.9 % | 0.5 % | 3.9 % | 3.9 % |
| 2021 | 0.7 % | 7.0 % | 1.1 % | 1.2 % | 3.7 % | -1.6 % | 2.8 % | -1.2 % | -0.7 % | 2.6 % | -6.8 % | 1.7 % | 10.3 % |
| 2022 | 1.1 % | 3.2 % | 3.8 % | 3.5 % | -0.5 % | -8.9 % | 0.8 % | -10.1 % | 2.0 % | -3.2 % | -5.3 % | -2.7 % | -16.3 % |
| 2023 | -6.6 % | 2.2 % | -15.8 % | -1.3 % | -0.6 % | 1.5 % | -2.1 % | -8.7 % | 0.9 % | -3.5 % | -0.6 % | 5.3 % | -27.1 % |
| 2024 | -4.1 % | 5.5 % | 8.2 % | -0.5 % | -4.9 % | 2.1 % | -5.3 % | -5.4 % | 1.0 % | -4.3 % | 0.8 % | | -7.6 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
| 21.11.2023 - 21.11.2024: | -0.9% |
| 21.11.2022 - 21.11.2023: | -34.3% |
| 21.11.2021 - 21.11.2022: | -17.0% |
| 21.11.2020 - 21.11.2021: | 18.8% |
| 21.11.2019 - 21.11.2020: | 3.7% |
key data (as of 21.11.2024)
Return Statistics
| Performance p.a.*: | -4.48 % |
| Average Monthly Performance*: | -0.38 % |
| Percentage of Positive Months*: | 53.72 % |
| Highest Monthly Performance*: | 11.27 % |
| Lowest Monthly Performance*: | -15.77 % |
Risk Statistics
| Annual Standard Deviation*: | 15.88 % |
| Monthly Standard Deviation*: | 4.58 % |
| Max. Drawdown***: | -50.06 % |
| Maximum Time off Peak*: | 72 months |
Efficiency Statistics
| Sharpe Ratio**: |
-0.28 |
| Sharpe Ratio (1 Year) **: |
-0.06 |
| Sortino Ratio**: |
-0.38 |
| Correlation CISDM CTA Equal Weighted*: |
0.69 |
| Correlation CS/Tremont HF*: |
0.89 |
| Correlation S&P*: |
0.25 |
| Correlation DAX*: |
0.25 |
| Correlation Price of Gold*: |
0.09 |
* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis |
Facts
| ISIN | LU1084751459 |
| 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 | 20 % |
| Investment Manager | Superfund Asset Management GmbH |