Superfund Green EUR SICAV
Managed-futures strategy, minimum 5,000 USD
Inception 17.11.2014 |
1 000.00 |
Index / NAV 20.11.2024 |
541.67 |
Performance: |
-45.8 % |
Performance p.a.: |
-5.94 % |
Type: |
Luxembourg SICAV |
Currency: |
EUR |
ISIN: |
LU1084752002 |
Minimum investment: |
5,000 EUR |
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 | | | | | | | | | | | 1 033.85 | 1 021.34 | 2.1 % |
2015 | 1 061.35 | 1 094.51 | 1 096.16 | 1 055.02 | 1 039.01 | 990.61 | 1 063.61 | 949.99 | 950.28 | 976.05 | 1 058.85 | 1 021.77 | 0.0 % |
2016 | 1 028.70 | 1 051.56 | 1 024.65 | 942.57 | 905.50 | 917.33 | 958.24 | 914.67 | 891.41 | 818.89 | 795.64 | 781.99 | -23.5 % |
2017 | 782.44 | 815.79 | 811.10 | 814.06 | 827.92 | 801.93 | 845.28 | 869.40 | 859.68 | 956.08 | 961.92 | 987.79 | 26.3 % |
2018 | 1 064.42 | 944.44 | 958.84 | 951.63 | 922.47 | 897.40 | 902.16 | 891.40 | 851.47 | 750.05 | 752.98 | 754.10 | -23.7 % |
2019 | 775.44 | 805.56 | 827.84 | 865.52 | 826.96 | 863.91 | 871.15 | 936.15 | 884.30 | 867.17 | 890.26 | 904.12 | 19.9 % |
2020 | 945.41 | 951.56 | 974.25 | 985.86 | 969.83 | 945.57 | 994.47 | 990.47 | 925.32 | 888.24 | 890.46 | 924.95 | 2.3 % |
2021 | 929.85 | 990.59 | 1 002.17 | 1 014.24 | 1 050.48 | 1 034.37 | 1 063.31 | 1 050.99 | 1 041.71 | 1 067.14 | 1 001.78 | 1 012.74 | 9.5 % |
2022 | 1 024.10 | 1 052.08 | 1 088.04 | 1 132.83 | 1 126.29 | 1 025.07 | 1 030.73 | 921.91 | 940.43 | 909.24 | 869.58 | 835.76 | -17.5 % |
2023 | 778.14 | 791.69 | 667.86 | 657.53 | 654.23 | 662.21 | 645.68 | 588.89 | 593.32 | 572.81 | 567.48 | 596.80 | -28.6 % |
2024 | 570.28 | 601.35 | 650.80 | 646.66 | 614.57 | 627.13 | 593.18 | 559.55 | 563.71 | 540.87 | 541.67 | | -9.2 % |
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
---|
|
2014 | | | | | | | | | | | 3.4 % | -1.2 % | 2.1 % |
2015 | 3.9 % | 3.1 % | 0.2 % | -3.8 % | -1.5 % | -4.7 % | 7.4 % | -10.7 % | 0.0 % | 2.7 % | 8.5 % | -3.5 % | 0.0 % |
2016 | 0.7 % | 2.2 % | -2.6 % | -8.0 % | -3.9 % | 1.3 % | 4.5 % | -4.5 % | -2.5 % | -8.1 % | -2.8 % | -1.7 % | -23.5 % |
2017 | 0.1 % | 4.3 % | -0.6 % | 0.4 % | 1.7 % | -3.1 % | 5.4 % | 2.9 % | -1.1 % | 11.2 % | 0.6 % | 2.7 % | 26.3 % |
2018 | 7.8 % | -11.3 % | 1.5 % | -0.8 % | -3.1 % | -2.7 % | 0.5 % | -1.2 % | -4.5 % | -11.9 % | 0.4 % | 0.1 % | -23.7 % |
2019 | 2.8 % | 3.9 % | 2.8 % | 4.6 % | -4.5 % | 4.5 % | 0.8 % | 7.5 % | -5.5 % | -1.9 % | 2.7 % | 1.6 % | 19.9 % |
2020 | 4.6 % | 0.6 % | 2.4 % | 1.2 % | -1.6 % | -2.5 % | 5.2 % | -0.4 % | -6.6 % | -4.0 % | 0.3 % | 3.9 % | 2.3 % |
2021 | 0.5 % | 6.5 % | 1.2 % | 1.2 % | 3.6 % | -1.5 % | 2.8 % | -1.2 % | -0.9 % | 2.4 % | -6.1 % | 1.1 % | 9.5 % |
2022 | 1.1 % | 2.7 % | 3.4 % | 4.1 % | -0.6 % | -9.0 % | 0.6 % | -10.6 % | 2.0 % | -3.3 % | -4.4 % | -3.9 % | -17.5 % |
2023 | -6.9 % | 1.7 % | -15.6 % | -1.5 % | -0.5 % | 1.2 % | -2.5 % | -8.8 % | 0.8 % | -3.5 % | -0.9 % | 5.2 % | -28.6 % |
2024 | -4.4 % | 5.4 % | 8.2 % | -0.6 % | -5.0 % | 2.0 % | -5.4 % | -5.7 % | 0.7 % | -4.1 % | 0.1 % | | -9.2 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
20.11.2023 - 20.11.2024: | -2.9% |
20.11.2022 - 20.11.2023: | -35.3% |
20.11.2021 - 20.11.2022: | -18.5% |
20.11.2020 - 20.11.2021: | 19.9% |
20.11.2019 - 20.11.2020: | 0.3% |
key data (as of 20.11.2024)
Return Statistics
Performance p.a.*: | -5.94 % |
Average Monthly Performance*: | -0.51 % |
Percentage of Positive Months*: | 53.72 % |
Highest Monthly Performance*: | 11.21 % |
Lowest Monthly Performance*: | -15.64 % |
Risk Statistics
Annual Standard Deviation*: | 15.75 % |
Monthly Standard Deviation*: | 4.55 % |
Max. Drawdown***: | -52.25 % |
Maximum Time off Peak*: | 85 months |
Efficiency Statistics
Sharpe Ratio**: |
-0.38 |
Sharpe Ratio (1 Year) **: |
-0.18 |
Sortino Ratio**: |
-0.51 |
Correlation CISDM CTA Equal Weighted*: |
0.68 |
Correlation CS/Tremont HF*: |
0.87 |
Correlation S&P*: |
0.24 |
Correlation DAX*: |
0.25 |
Correlation Price of Gold*: |
0.09 |
* ... since Inception ** ... modified (risk-free return = 0%) *** ... Calculated on a monthly basis |
Facts
ISIN | LU1084752002 |
Auditor | Ernst & Young S.A. |
Currency | EUR |
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 |