Superfund Blue USD
Equity strategy
Inception 01.07.2015 |
1 000.00 |
Index / NAV 15.04.2019 |
602.55 |
Performance: |
-39.7 % |
Performance p.a.: |
-12.51 % |
Type: |
UCITS |
Currency: |
USD |
ISIN: |
LU1103314289 |
Minimum investment: |
|
Index
Inception 01.07.2015 at index 1 000.00
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
---|
|
2015 | | | | | | | 932.64 | 979.73 | 904.89 | 894.74 | 870.54 | 869.07 | -13.1 % |
2016 | 870.50 | 873.47 | 886.02 | 914.92 | 917.90 | 906.88 | 922.17 | 887.29 | 915.81 | 870.97 | 893.94 | 879.40 | 1.2 % |
2017 | 875.37 | 877.69 | 889.73 | 858.93 | 857.64 | 871.79 | 861.54 | 842.58 | 838.54 | 818.87 | 802.55 | 802.84 | -8.7 % |
2018 | 811.14 | 808.45 | 795.54 | 799.06 | 780.83 | 761.91 | 757.12 | 752.03 | 744.37 | 673.31 | 669.32 | 614.35 | -23.5 % |
2019 | 615.66 | 618.45 | 609.01 | 602.55 | | | | | | | | | -1.9 % |
Performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
---|
|
2015 | | | | | | | -6.7 % | 5.0 % | -7.6 % | -1.1 % | -2.7 % | -0.2 % | -13.1 % |
2016 | 0.2 % | 0.3 % | 1.4 % | 3.3 % | 0.3 % | -1.2 % | 1.7 % | -3.8 % | 3.2 % | -4.9 % | 2.6 % | -1.6 % | 1.2 % |
2017 | -0.5 % | 0.3 % | 1.4 % | -3.5 % | -0.2 % | 1.6 % | -1.2 % | -2.2 % | -0.5 % | -2.3 % | -2.0 % | 0.0 % | -8.7 % |
2018 | 1.0 % | -0.3 % | -1.6 % | 0.4 % | -2.3 % | -2.4 % | -0.6 % | -0.7 % | -1.0 % | -9.5 % | -0.6 % | -8.2 % | -23.5 % |
2019 | 0.2 % | 0.5 % | -1.5 % | -1.1 % | | | | | | | | | -1.9 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
15.04.2018 - 15.04.2019: | -24.5% |
key data (as of 15.04.2019)
Return Statistics
Performance p.a.*: | -12.51 % |
Average Monthly Performance*: | -1.11 % |
Percentage of Positive Months*: | 36.96 % |
Highest Monthly Performance*: | 5.05 % |
Lowest Monthly Performance*: | -9.55 % |
Risk Statistics
Annual Standard Deviation*: | 9.99 % |
Monthly Standard Deviation*: | 2.89 % |
Max. Drawdown***: | -39.75 % |
Maximum Time off Peak*: | 104 months |
Efficiency Statistics
Sharpe Ratio**: |
-1.25 |
Sharpe Ratio (1 Year) **: |
N/A |
Sortino Ratio**: |
-1.42 |
Correlation CISDM CTA Equal Weighted*: |
-0.04 |
Correlation CS/Tremont HF*: |
N/A |
Correlation S&P*: |
0.35 |
Correlation DAX*: |
0.13 |
Correlation Price of Gold*: |
0.14 |
* ... since Inception ** ... modified (risk-free return = 0%) *** ... Calculated on a monthly basis |
Facts
ISIN | LU1103314289 |
Currency | USD |
Subscription fee | 4.0 % |
Management fee | 0.167 % p.m. |
Incentive fee | 30 % |
Subscription and Redemption | daily |
Recommended Holding Period | at least 6 years |
Auditor | Deloitte Audit SARL |
Investment Manager | Superfund Asset Management GmbH |
Depositary | ING Luxembourg S.A. |