Superfund Green EUR SICAV

Managed-futures strategy, minimum 5,000 USD

Inception 17.11.2014 1 000.00
Index / NAV 13.05.2024 624.88
Performance: -37.5 %
Performance p.a.: -4.83 %
Type: Luxembourg SICAV
Currency: EUR
ISIN: LU1084752002
Minimum investment: 5,000 EUR

Index

Inception 17.11.2014 at index 1 000.00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014          1 033.851 021.342.1 %
20151 061.351 094.511 096.161 055.021 039.01990.611 063.61949.99950.28976.051 058.851 021.770.0 %
20161 028.701 051.561 024.65942.57905.50917.33958.24914.67891.41818.89795.64781.99-23.5 %
2017782.44815.79811.10814.06827.92801.93845.28869.40859.68956.08961.92987.7926.3 %
20181 064.42944.44958.84951.63922.47897.40902.16891.40851.47750.05752.98754.10-23.7 %
2019775.44805.56827.84865.52826.96863.91871.15936.15884.30867.17890.26904.1219.9 %
2020945.41951.56974.25985.86969.83945.57994.47990.47925.32888.24890.46924.952.3 %
2021929.85990.591 002.171 014.241 050.481 034.371 063.311 050.991 041.711 067.141 001.781 012.749.5 %
20221 024.101 052.081 088.041 132.831 126.291 025.071 030.73921.91940.43909.24869.58835.76-17.5 %
2023778.14791.69667.86657.53654.23662.21645.68588.89593.32572.81567.48596.80-28.6 %
2024570.28601.35650.80646.66624.884.7 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014          3.4 %-1.2 %2.1 %
20153.9 %3.1 %0.2 %-3.8 %-1.5 %-4.7 %7.4 %-10.7 %0.0 %2.7 %8.5 %-3.5 %0.0 %
20160.7 %2.2 %-2.6 %-8.0 %-3.9 %1.3 %4.5 %-4.5 %-2.5 %-8.1 %-2.8 %-1.7 %-23.5 %
20170.1 %4.3 %-0.6 %0.4 %1.7 %-3.1 %5.4 %2.9 %-1.1 %11.2 %0.6 %2.7 %26.3 %
20187.8 %-11.3 %1.5 %-0.8 %-3.1 %-2.7 %0.5 %-1.2 %-4.5 %-11.9 %0.4 %0.1 %-23.7 %
20192.8 %3.9 %2.8 %4.6 %-4.5 %4.5 %0.8 %7.5 %-5.5 %-1.9 %2.7 %1.6 %19.9 %
20204.6 %0.6 %2.4 %1.2 %-1.6 %-2.5 %5.2 %-0.4 %-6.6 %-4.0 %0.3 %3.9 %2.3 %
20210.5 %6.5 %1.2 %1.2 %3.6 %-1.5 %2.8 %-1.2 %-0.9 %2.4 %-6.1 %1.1 %9.5 %
20221.1 %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 %-3.4 %4.7 %

// 12 Month Periods

Performance

(of the past 12-months-period)

13.05.2023 - 13.05.2024: -3.6%
13.05.2022 - 13.05.2023: -42.7%
13.05.2021 - 13.05.2022: 8.8%
13.05.2020 - 13.05.2021: 5.4%
13.05.2019 - 13.05.2020: 20.7%


key data (as of 13.05.2024)


Return Statistics

Performance p.a.*:-4.83 %
Average Monthly Performance*:-0.41 %
Percentage of Positive Months*:53.91 %
Highest Monthly Performance*:11.21 %
Lowest Monthly Performance*:-15.64 %


Risk Statistics

Annual Standard Deviation*:15.88 %
Monthly Standard Deviation*:4.58 %
Max. Drawdown***:-49.91 %
Maximum Time off Peak*:85 months


Efficiency Statistics

Sharpe Ratio**: -0.30
Sharpe Ratio (1 Year) **: -0.22
Sortino Ratio**: -0.41
Correlation CISDM CTA Equal Weighted*: 0.73
Correlation CS/Tremont HF*: 0.87
Correlation S&P*: 0.25
Correlation DAX*: 0.27
Correlation Price of Gold*: 0.11

* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis


Facts

ISINLU1084752002
AuditorErnst & Young S.A.
CurrencyEUR
DepositaryUI efa S.A.
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee20 %
Investment ManagerSuperfund Asset Management GmbH