Superfund Green Q-AG
Flagship fund of the Superfund Green A strategy
| Inception 08.03.1996 |
1 000.00 |
| Index / NAV 23.04.2024 |
4 515.00 |
| NAV per unit |
3.2812 |
| Performance: |
351.5 % |
| Performance p.a.: |
5.50 % |
| Type: |
Austrian profit sharing rights |
| Currency: |
EUR |
| ISIN: |
AT0000979794 |
Index
Inception 08.03.1996 at index 1 000.00
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 1996 | | | 979.08 | 990.07 | 984.25 | 983.79 | 982.12 | 989.49 | 974.87 | 957.70 | 954.96 | 896.96 | -10.3 % |
| 1997 | 928.00 | 1 004.48 | 958.03 | 934.13 | 1 008.32 | 1 083.01 | 1 205.58 | 1 067.90 | 1 076.49 | 1 009.31 | 1 025.46 | 1 082.66 | 20.7 % |
| 1998 | 1 055.11 | 1 103.48 | 1 143.25 | 1 088.28 | 1 183.39 | 1 206.53 | 1 332.06 | 1 463.65 | 1 454.13 | 1 407.45 | 1 601.23 | 1 759.81 | 62.5 % |
| 1999 | 1 832.17 | 1 850.18 | 1 818.72 | 1 933.67 | 1 821.48 | 1 813.69 | 1 834.26 | 1 784.54 | 1 865.34 | 1 806.20 | 1 997.01 | 2 206.66 | 25.4 % |
| 2000 | 2 247.35 | 2 221.75 | 2 128.48 | 2 124.26 | 2 257.38 | 2 282.98 | 2 189.90 | 2 428.51 | 2 275.67 | 2 175.12 | 2 285.23 | 2 718.42 | 23.2 % |
| 2001 | 2 760.49 | 2 800.64 | 3 157.97 | 2 753.39 | 2 872.26 | 2 883.43 | 2 936.31 | 3 117.01 | 3 597.23 | 3 739.17 | 3 262.23 | 3 230.16 | 18.8 % |
| 2002 | 3 211.04 | 3 131.50 | 3 086.26 | 2 994.10 | 3 033.24 | 3 447.95 | 3 923.06 | 4 244.76 | 4 751.49 | 4 096.59 | 3 835.39 | 4 471.13 | 38.4 % |
| 2003 | 5 041.62 | 5 648.54 | 4 704.38 | 4 629.32 | 5 094.14 | 4 847.91 | 4 798.53 | 4 869.26 | 4 729.52 | 5 038.78 | 4 925.42 | 5 559.03 | 24.3 % |
| 2004 | 5 724.10 | 6 221.70 | 6 247.76 | 5 517.40 | 5 742.62 | 5 338.37 | 5 366.23 | 5 162.34 | 5 370.75 | 5 509.52 | 6 004.61 | 6 169.38 | 11.0 % |
| 2005 | 5 739.67 | 5 767.99 | 5 879.65 | 5 347.90 | 5 488.02 | 5 701.04 | 5 654.56 | 5 588.97 | 5 650.82 | 5 295.33 | 5 799.91 | 5 965.75 | -3.3 % |
| 2006 | 6 250.10 | 6 042.83 | 6 183.07 | 6 399.95 | 6 062.90 | 5 932.94 | 5 400.13 | 5 390.43 | 5 714.57 | 6 038.16 | 6 022.67 | 6 590.45 | 10.5 % |
| 2007 | 6 631.36 | 6 205.03 | 5 990.09 | 6 445.89 | 6 672.79 | 6 836.47 | 6 368.74 | 5 814.26 | 6 125.66 | 6 635.04 | 6 256.09 | 6 470.89 | -1.8 % |
| 2008 | 6 327.83 | 7 224.38 | 7 339.60 | 7 249.18 | 7 722.11 | 8 484.95 | 7 614.52 | 6 977.92 | 7 158.64 | 8 409.97 | 8 608.33 | 8 764.11 | 35.4 % |
| 2009 | 8 836.37 | 8 890.88 | 8 675.77 | 7 997.47 | 7 047.51 | 6 879.10 | 6 435.79 | 6 668.14 | 6 919.42 | 6 279.32 | 7 220.28 | 6 620.36 | -24.5 % |
| 2010 | 5 972.39 | 6 131.53 | 6 998.19 | 7 388.78 | 6 160.54 | 6 224.51 | 6 081.82 | 6 331.05 | 6 567.99 | 6 928.46 | 6 740.17 | 7 476.58 | 12.9 % |
| 2011 | 7 194.09 | 7 546.50 | 7 504.65 | 8 179.58 | 7 445.69 | 7 286.03 | 7 734.70 | 7 784.47 | 7 527.16 | 6 686.66¹ | 6 433.51 | 6 179.57 | -17.3 % |
| 2012 | 6 188.58 | 6 310.32 | 5 857.53 | 5 820.14 | 6 899.09 | 6 282.51 | 6 422.60 | 6 271.30 | 6 091.54 | 5 825.28 | 5 564.86 | 5 704.04 | -7.7 % |
| 2013 | 5 951.11 | 5 997.48 | 6 085.64 | 6 797.92 | 6 236.67 | 6 040.60 | 6 062.97 | 5 946.55 | 5 791.58 | 5 945.51 | 5 971.72 | 6 074.81 | 6.5 % |
| 2014 | 5 890.51 | 6 128.38 | 5 925.80 | 5 866.23 | 5 949.15 | 5 925.92 | 5 817.53 | 6 192.88 | 6 305.85 | 6 248.82 | 6 757.86 | 6 642.15 | 9.3 % |
| 2015 | 6 942.30 | 7 106.34 | 7 165.48 | 6 995.55 | 6 945.14 | 6 416.31 | 6 731.84 | 6 269.78 | 6 269.03 | 6 365.36 | 6 729.12 | 6 565.85 | -1.1 % |
| 2016 | 6 585.25 | 6 682.28 | 6 567.06 | 6 212.57 | 6 050.46 | 6 086.71 | 6 276.11 | 6 078.28 | 5 973.08 | 5 638.72 | 5 535.19 | 5 465.96 | -16.8 % |
| 2017 | 5 461.66 | 5 619.43 | 5 595.03 | 5 592.22 | 5 650.39 | 5 526.14 | 5 704.88 | 5 807.92 | 5 764.23 | 6 181.80 | 6 203.13 | 6 303.13 | 15.3 % |
| 2018 | 6 625.43 | 6 081.69 | 6 136.17 | 6 104.95 | 5 963.39 | 5 852.19 | 5 866.49 | 5 812.18 | 5 613.59 | 5 171.90 | 5 183.81 | 5 172.73 | -17.9 % |
| 2019 | 5 296.42 | 5 425.08 | 5 518.76 | 5 671.81 | 5 490.72 | 5 668.54 | 5 720.37 | 5 994.10 | 5 769.26 | 5 671.25 | 5 763.40 | 5 814.31 | 12.4 % |
| 2020 | 6 030.33 | 6 022.17 | 6 076.57 | 6 153.54 | 6 096.30 | 5 990.90 | 6 213.54 | 6 168.89 | 5 888.10 | 5 719.42 | 5 719.50 | 5 849.77 | 0.6 % |
| 2021 | 5 885.05 | 6 165.77 | 6 196.22 | 6 226.22 | 6 385.64 | 6 285.19 | 6 385.03 | 6 368.31 | 6 309.83 | 6 424.90 | 6 111.26 | 6 204.30 | 6.1 % |
| 2022 | 6 215.58 | 6 325.32 | 6 528.06 | 6 677.92 | 6 656.27 | 6 199.53 | 6 238.97 | 5 826.57 | 5 848.68 | 5 754.71 | 5 545.32 | 5 413.85 | -12.7 % |
| 2023 | 5 177.50 | 5 221.68 | 4 642.83 | 4 577.16 | 4 545.54 | 4 580.76 | 4 519.68 | 4 256.24 | 4 278.48 | 4 188.06 | 4 158.60 | 4 315.40 | -20.3 % |
| 2024 | 4 192.56 | 4 327.87 | 4 566.91 | 4 515.00 | | | | | | | | | 4.6 % |
Performance
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 1996 | | | -2.1 % | 1.1 % | -0.6 % | 0.0 % | -0.2 % | 0.8 % | -1.5 % | -1.8 % | -0.3 % | -6.1 % | -10.3 % |
| 1997 | 3.5 % | 8.2 % | -4.6 % | -2.5 % | 7.9 % | 7.4 % | 11.3 % | -11.4 % | 0.8 % | -6.2 % | 1.6 % | 5.6 % | 20.7 % |
| 1998 | -2.5 % | 4.6 % | 3.6 % | -4.8 % | 8.7 % | 2.0 % | 10.4 % | 9.9 % | -0.7 % | -3.2 % | 13.8 % | 9.9 % | 62.5 % |
| 1999 | 4.1 % | 1.0 % | -1.7 % | 6.3 % | -5.8 % | -0.4 % | 1.1 % | -2.7 % | 4.5 % | -3.2 % | 10.6 % | 10.5 % | 25.4 % |
| 2000 | 1.8 % | -1.1 % | -4.2 % | -0.2 % | 6.3 % | 1.1 % | -4.1 % | 10.9 % | -6.3 % | -4.4 % | 5.1 % | 19.0 % | 23.2 % |
| 2001 | 1.5 % | 1.5 % | 12.8 % | -12.8 % | 4.3 % | 0.4 % | 1.8 % | 6.2 % | 15.4 % | 3.9 % | -12.8 % | -1.0 % | 18.8 % |
| 2002 | -0.6 % | -2.5 % | -1.4 % | -3.0 % | 1.3 % | 13.7 % | 13.8 % | 8.2 % | 11.9 % | -13.8 % | -6.4 % | 16.6 % | 38.4 % |
| 2003 | 12.8 % | 12.0 % | -16.7 % | -1.6 % | 10.0 % | -4.8 % | -1.0 % | 1.5 % | -2.9 % | 6.5 % | -2.2 % | 12.9 % | 24.3 % |
| 2004 | 3.0 % | 8.7 % | 0.4 % | -11.7 % | 4.1 % | -7.0 % | 0.5 % | -3.8 % | 4.0 % | 2.6 % | 9.0 % | 2.7 % | 11.0 % |
| 2005 | -7.0 % | 0.5 % | 1.9 % | -9.0 % | 2.6 % | 3.9 % | -0.8 % | -1.2 % | 1.1 % | -6.3 % | 9.5 % | 2.9 % | -3.3 % |
| 2006 | 4.8 % | -3.3 % | 2.3 % | 3.5 % | -5.3 % | -2.1 % | -9.0 % | -0.2 % | 6.0 % | 5.7 % | -0.3 % | 9.4 % | 10.5 % |
| 2007 | 0.6 % | -6.4 % | -3.5 % | 7.6 % | 3.5 % | 2.5 % | -6.8 % | -8.7 % | 5.4 % | 8.3 % | -5.7 % | 3.4 % | -1.8 % |
| 2008 | -2.2 % | 14.2 % | 1.6 % | -1.2 % | 6.5 % | 9.9 % | -10.3 % | -8.4 % | 2.6 % | 17.5 % | 2.4 % | 1.8 % | 35.4 % |
| 2009 | 0.8 % | 0.6 % | -2.4 % | -7.8 % | -11.9 % | -2.4 % | -6.4 % | 3.6 % | 3.8 % | -9.3 % | 15.0 % | -8.3 % | -24.5 % |
| 2010 | -9.8 % | 2.7 % | 14.1 % | 5.6 % | -16.6 % | 1.0 % | -2.3 % | 4.1 % | 3.7 % | 5.5 % | -2.7 % | 10.9 % | 12.9 % |
| 2011 | -3.8 % | 4.9 % | -0.6 % | 9.0 % | -9.0 % | -2.1 % | 6.2 % | 0.6 % | -3.3 % | -11.2¹ % | -3.8 % | -3.9 % | -17.3 % |
| 2012 | 0.1 % | 2.0 % | -7.2 % | -0.6 % | 18.5 % | -8.9 % | 2.2 % | -2.4 % | -2.9 % | -4.4 % | -4.5 % | 2.5 % | -7.7 % |
| 2013 | 4.3 % | 0.8 % | 1.5 % | 11.7 % | -8.3 % | -3.1 % | 0.4 % | -1.9 % | -2.6 % | 2.7 % | 0.4 % | 1.7 % | 6.5 % |
| 2014 | -3.0 % | 4.0 % | -3.3 % | -1.0 % | 1.4 % | -0.4 % | -1.8 % | 6.5 % | 1.8 % | -0.9 % | 8.1 % | -1.7 % | 9.3 % |
| 2015 | 4.5 % | 2.4 % | 0.8 % | -2.4 % | -0.7 % | -7.6 % | 4.9 % | -6.9 % | 0.0 % | 1.5 % | 5.7 % | -2.4 % | -1.1 % |
| 2016 | 0.3 % | 1.5 % | -1.7 % | -5.4 % | -2.6 % | 0.6 % | 3.1 % | -3.2 % | -1.7 % | -5.6 % | -1.8 % | -1.3 % | -16.8 % |
| 2017 | -0.1 % | 2.9 % | -0.4 % | -0.1 % | 1.0 % | -2.2 % | 3.2 % | 1.8 % | -0.8 % | 7.2 % | 0.3 % | 1.6 % | 15.3 % |
| 2018 | 5.1 % | -8.2 % | 0.9 % | -0.5 % | -2.3 % | -1.9 % | 0.2 % | -0.9 % | -3.4 % | -7.9 % | 0.2 % | -0.2 % | -17.9 % |
| 2019 | 2.4 % | 2.4 % | 1.7 % | 2.8 % | -3.2 % | 3.2 % | 0.9 % | 4.8 % | -3.8 % | -1.7 % | 1.6 % | 0.9 % | 12.4 % |
| 2020 | 3.7 % | -0.1 % | 0.9 % | 1.3 % | -0.9 % | -1.7 % | 3.7 % | -0.7 % | -4.6 % | -2.9 % | 0.0 % | 2.3 % | 0.6 % |
| 2021 | 0.6 % | 4.8 % | 0.5 % | 0.5 % | 2.6 % | -1.6 % | 1.6 % | -0.3 % | -0.9 % | 1.8 % | -4.9 % | 1.5 % | 6.1 % |
| 2022 | 0.2 % | 1.8 % | 3.2 % | 2.3 % | -0.3 % | -6.9 % | 0.6 % | -6.6 % | 0.4 % | -1.6 % | -3.6 % | -2.4 % | -12.7 % |
| 2023 | -4.4 % | 0.9 % | -11.1 % | -1.4 % | -0.7 % | 0.8 % | -1.3 % | -5.8 % | 0.5 % | -2.1 % | -0.7 % | 3.8 % | -20.3 % |
| 2024 | -2.8 % | 3.2 % | 5.5 % | -1.1 % | | | | | | | | | 4.6 % |
1) Details for index calculation more
// 12 Month Periods
Performance
(of the past 12-months-period)
| 23.04.2023 - 23.04.2024: | -1.4% |
| 23.04.2022 - 23.04.2023: | -31.4% |
| 23.04.2021 - 23.04.2022: | 7.1% |
| 23.04.2020 - 23.04.2021: | 0.7% |
| 23.04.2019 - 23.04.2020: | 8.9% |
key data (as of 23.04.2024)
Return Statistics
| Performance p.a.*: | 5.50 % |
| Average Monthly Performance*: | 0.45 % |
| Percentage of Positive Months*: | 53.25 % |
| Highest Monthly Performance*: | 18.96 % |
| Lowest Monthly Performance*: | -16.72 % |
Risk Statistics
| Annual Standard Deviation*: | 20.02 % |
| Monthly Standard Deviation*: | 5.78 % |
| Max. Drawdown***: | -53.23 % |
| Maximum Time off Peak*: | 181 months |
Efficiency Statistics
| Sharpe Ratio**: |
0.27 |
| Sharpe Ratio (1 Year) **: |
-0.13 |
| Sortino Ratio**: |
0.45 |
| Correlation CISDM CTA Equal Weighted*: |
0.71 |
| Correlation CS/Tremont HF*: |
0.22 |
| Correlation S&P*: |
-0.03 |
| Correlation DAX*: |
-0.03 |
| Correlation Price of Gold*: |
0.13 |
* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis |
Facts
| ISIN | AT0000979794 |
| Auditor | KPMG Austria |
| Currency | EUR |
| Paying Agent | Liechtensteinische Landesbank (Österreich) AG |
| Recommended Holding Period | at least 6 years |
| Management Fee | 0.4 % p.m. |
| Incentive Fee | 20 % |
| Trading Advisor | Superfund Investment Management Inc. |