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)
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*: | 130 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. |