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

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2015      932.64979.73904.89894.74870.54869.07-13.1 %
2016870.50873.47886.02914.92917.90906.88922.17887.29915.81870.97893.94879.401.2 %
2017875.37877.69889.73858.93857.64871.79861.54842.58838.54818.87802.55802.84-8.7 %
2018811.14808.45795.54799.06780.83761.91757.12752.03744.37673.31669.32614.35-23.5 %
2019615.66618.45609.01602.55-1.9 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2015      -6.7 %5.0 %-7.6 %-1.1 %-2.7 %-0.2 %-13.1 %
20160.2 %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 %
20181.0 %-0.3 %-1.6 %0.4 %-2.3 %-2.4 %-0.6 %-0.7 %-1.0 %-9.5 %-0.6 %-8.2 %-23.5 %
20190.2 %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

ISINLU1103314289
CurrencyUSD
Subscription fee4.0 %
Management fee0.167 % p.m.
Incentive fee30 %
Subscription and Redemptiondaily
Recommended Holding Periodat least 6 years
AuditorDeloitte Audit SARL
Investment ManagerSuperfund Asset Management GmbH
DepositaryING Luxembourg S.A.