Superfund Green Gold SICAV
Combination of Superfund Green & Gold, minimum 20,000 USD
| Inception 17.11.2014 |
1 000.00 |
| Index / NAV 20.11.2024 |
1 046.97 |
| Performance: |
4.7 % |
| Performance p.a.: |
0.46 % |
| Type: |
Luxembourg SICAV |
| Currency: |
USD |
| ISIN: |
LU1084751533 |
| Minimum investment: |
20,000 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 | | | | | | | | | | | 1 027.51 | 1 023.22 | 2.3 % |
| 2015 | 1 140.13 | 1 118.48 | 1 095.71 | 1 049.73 | 1 038.07 | 970.29 | 969.92 | 894.44 | 881.41 | 925.85 | 938.19 | 902.39 | -11.8 % |
| 2016 | 956.98 | 1 082.59 | 1 053.77 | 1 013.95 | 916.78 | 1 005.99 | 1 073.22 | 990.57 | 968.99 | 861.20 | 771.04 | 744.58 | -17.5 % |
| 2017 | 783.66 | 846.41 | 837.97 | 854.01 | 871.86 | 822.37 | 883.53 | 946.33 | 912.09 | 1 003.96 | 1 013.74 | 1 067.66 | 43.4 % |
| 2018 | 1 182.00 | 1 027.85 | 1 050.59 | 1 037.88 | 992.07 | 931.39 | 915.20 | 889.23 | 841.42 | 757.10 | 764.23 | 799.63 | -25.1 % |
| 2019 | 852.89 | 879.51 | 890.00 | 921.32 | 895.56 | 1 013.96 | 1 036.05 | 1 184.50 | 1 074.33 | 1 087.82 | 1 082.61 | 1 138.51 | 42.4 % |
| 2020 | 1 237.59 | 1 229.63 | 1 263.33 | 1 368.45 | 1 382.61 | 1 383.63 | 1 587.39 | 1 577.45 | 1 410.83 | 1 343.22 | 1 274.22 | 1 409.34 | 23.8 % |
| 2021 | 1 384.53 | 1 383.77 | 1 385.51 | 1 444.29 | 1 611.86 | 1 472.53 | 1 548.43 | 1 529.59 | 1 469.63 | 1 530.82 | 1 416.45 | 1 482.95 | 5.2 % |
| 2022 | 1 471.38 | 1 605.41 | 1 701.29 | 1 719.94 | 1 649.89 | 1 467.96 | 1 442.77 | 1 255.69 | 1 241.20 | 1 180.98 | 1 191.54 | 1 202.58 | -18.9 % |
| 2023 | 1 188.30 | 1 145.73 | 1 039.09 | 1 032.51 | 1 007.54 | 996.14 | 995.67 | 888.43 | 849.83 | 876.23 | 890.36 | 942.29 | -21.6 % |
| 2024 | 892.55 | 936.72 | 1 092.61 | 1 117.43 | 1 070.44 | 1 089.98 | 1 068.16 | 1 031.39 | 1 096.30 | 1 083.10 | 1 046.97 | | 11.1 % |
Performance
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2014 | | | | | | | | | | | 2.8 % | -0.4 % | 2.3 % |
| 2015 | 11.4 % | -1.9 % | -2.0 % | -4.2 % | -1.1 % | -6.5 % | 0.0 % | -7.8 % | -1.5 % | 5.0 % | 1.3 % | -3.8 % | -11.8 % |
| 2016 | 6.0 % | 13.1 % | -2.7 % | -3.8 % | -9.6 % | 9.7 % | 6.7 % | -7.7 % | -2.2 % | -11.1 % | -10.5 % | -3.4 % | -17.5 % |
| 2017 | 5.2 % | 8.0 % | -1.0 % | 1.9 % | 2.1 % | -5.7 % | 7.4 % | 7.1 % | -3.6 % | 10.1 % | 1.0 % | 5.3 % | 43.4 % |
| 2018 | 10.7 % | -13.0 % | 2.2 % | -1.2 % | -4.4 % | -6.1 % | -1.7 % | -2.8 % | -5.4 % | -10.0 % | 0.9 % | 4.6 % | -25.1 % |
| 2019 | 6.7 % | 3.1 % | 1.2 % | 3.5 % | -2.8 % | 13.2 % | 2.2 % | 14.3 % | -9.3 % | 1.3 % | -0.5 % | 5.2 % | 42.4 % |
| 2020 | 8.7 % | -0.6 % | 2.7 % | 8.3 % | 1.0 % | 0.1 % | 14.7 % | -0.6 % | -10.6 % | -4.8 % | -5.1 % | 10.6 % | 23.8 % |
| 2021 | -1.8 % | -0.1 % | 0.1 % | 4.2 % | 11.6 % | -8.6 % | 5.2 % | -1.2 % | -3.9 % | 4.2 % | -7.5 % | 4.7 % | 5.2 % |
| 2022 | -0.8 % | 9.1 % | 6.0 % | 1.1 % | -4.1 % | -11.0 % | -1.7 % | -13.0 % | -1.2 % | -4.9 % | 0.9 % | 0.9 % | -18.9 % |
| 2023 | -1.2 % | -3.6 % | -9.3 % | -0.6 % | -2.4 % | -1.1 % | 0.0 % | -10.8 % | -4.3 % | 3.1 % | 1.6 % | 5.8 % | -21.6 % |
| 2024 | -5.3 % | 4.9 % | 16.6 % | 2.3 % | -4.2 % | 1.8 % | -2.0 % | -3.4 % | 6.3 % | -1.2 % | -3.3 % | | 11.1 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
| 20.11.2023 - 20.11.2024: | 22.7% |
| 20.11.2022 - 20.11.2023: | -28.3% |
| 20.11.2021 - 20.11.2022: | -22.7% |
| 20.11.2020 - 20.11.2021: | 15.8% |
| 20.11.2019 - 20.11.2020: | 24.3% |
key data (as of 20.11.2024)
Return Statistics
| Performance p.a.*: | 0.46 % |
| Average Monthly Performance*: | 0.04 % |
| Percentage of Positive Months*: | 46.28 % |
| Highest Monthly Performance*: | 16.64 % |
| Lowest Monthly Performance*: | -13.04 % |
Risk Statistics
| Annual Standard Deviation*: | 21.74 % |
| Monthly Standard Deviation*: | 6.28 % |
| Max. Drawdown***: | -50.59 % |
| Maximum Time off Peak*: | 36 months |
Efficiency Statistics
| Sharpe Ratio**: |
0.02 |
| Sharpe Ratio (1 Year) **: |
1.10 |
| Sortino Ratio**: |
0.04 |
| Correlation CISDM CTA Equal Weighted*: |
0.63 |
| Correlation CS/Tremont HF*: |
0.38 |
| Correlation S&P*: |
0.24 |
| Correlation DAX*: |
0.18 |
| Correlation Price of Gold*: |
0.68 |
* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis |
Facts
| ISIN | LU1084751533 |
| 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 |