Superfund Blue EUR
Equity strategy
| Inception 01.07.2015 |
1 000.00 |
| Index / NAV 15.04.2019 |
568.26 |
| Performance: |
-43.2 % |
| Performance p.a.: |
-13.85 % |
| Type: |
UCITS |
| Currency: |
EUR |
| ISIN: |
LU1103314107 |
| 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 | | | | | | | 929.11 | 977.32 | 905.84 | 895.96 | 871.61 | 870.08 | -13.0 % |
| 2016 | 871.21 | 873.60 | 883.81 | 911.46 | 915.38 | 896.83 | 911.02 | 875.25 | 902.32 | 857.00 | 878.12 | 862.69 | -0.8 % |
| 2017 | 856.89 | 858.87 | 869.54 | 838.98 | 837.07 | 849.05 | 837.41 | 817.88 | 812.60 | 792.12 | 775.58 | 774.20 | -10.3 % |
| 2018 | 779.74 | 776.42 | 761.75 | 764.29 | 745.80 | 726.21 | 720.23 | 714.26 | 705.65 | 636.10 | 630.84 | 577.84 | -25.4 % |
| 2019 | 577.41 | 578.29 | 569.12 | 568.26 | | | | | | | | | -1.7 % |
Performance
| | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan-Dec |
|---|
|
| 2015 | | | | | | | -7.1 % | 5.2 % | -7.3 % | -1.1 % | -2.7 % | -0.2 % | -13.0 % |
| 2016 | 0.1 % | 0.3 % | 1.2 % | 3.1 % | 0.4 % | -2.0 % | 1.6 % | -3.9 % | 3.1 % | -5.0 % | 2.5 % | -1.8 % | -0.8 % |
| 2017 | -0.7 % | 0.2 % | 1.2 % | -3.5 % | -0.2 % | 1.4 % | -1.4 % | -2.3 % | -0.6 % | -2.5 % | -2.1 % | -0.2 % | -10.3 % |
| 2018 | 0.7 % | -0.4 % | -1.9 % | 0.3 % | -2.4 % | -2.6 % | -0.8 % | -0.8 % | -1.2 % | -9.9 % | -0.8 % | -8.4 % | -25.4 % |
| 2019 | -0.1 % | 0.2 % | -1.6 % | -0.2 % | | | | | | | | | -1.7 % |
// 12 Month Periods
Performance
(of the past 12-months-period)
key data (as of 15.04.2019)
Return Statistics
| Performance p.a.*: | -13.85 % |
| Average Monthly Performance*: | -1.23 % |
| Percentage of Positive Months*: | 32.61 % |
| Highest Monthly Performance*: | 5.19 % |
| Lowest Monthly Performance*: | -9.86 % |
Risk Statistics
| Annual Standard Deviation*: | 10.05 % |
| Monthly Standard Deviation*: | 2.90 % |
| Max. Drawdown***: | -43.17 % |
| Maximum Time off Peak*: | 130 months |
Efficiency Statistics
| Sharpe Ratio**: |
-1.38 |
| Sharpe Ratio (1 Year) **: |
N/A |
| Sortino Ratio**: |
-1.56 |
| Correlation CISDM CTA Equal Weighted*: |
-0.05 |
| Correlation CS/Tremont HF*: |
N/A |
| Correlation S&P*: |
0.35 |
| Correlation DAX*: |
0.15 |
| Correlation Price of Gold*: |
0.12 |
* ... since Inception
** ... modified (risk-free return = 0%)
*** ... Calculated on a monthly basis |
Facts
| ISIN | LU1103314107 |
| Currency | EUR |
| 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. |