Superfund Green Gold A2 (SPC)

Combination of Superfund Green A & Gold, minimum 20,000 USD

Inception 12.08.2008 857.06
Index / NAV 30.11.2022 878.39
Performance: 2.5 %
Performance p.a.: 0.17 %
Type: Cayman SPC
Currency: USD
ISIN: KYG8586M1336
Minimum investment: 20,000 USD

Index

Inception 12.08.2008 at index 857.06

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2008       896.49946.51921.101 042.131 138.7532.9 %
20091 195.491 219.351 156.001 020.20971.36894.81846.46873.30946.83883.171 119.32943.95-17.1 %
2010836.33875.61985.431 085.39913.04948.22881.92958.001 044.351 135.691 132.351 287.8836.4 %
20111 161.191 282.481 299.211 532.311 379.941 317.401 504.351 691.831 447.761 372.15¹1 350.571 135.01-11.9 %
20121 258.291 256.631 135.021 120.651 243.821 128.671 155.101 179.601 205.791 112.491 056.251 060.14-6.6 %
20131 095.991 047.761 073.891 117.75970.67821.96882.38922.05848.87868.54824.18804.84-24.1 %
2014807.43892.95833.29831.40810.03855.89814.55868.28830.83790.74853.39845.415.0 %
2015943.82911.22895.23871.58873.52795.34774.93746.89734.06758.02746.80724.20-14.3 %
2016763.52853.35842.17835.89766.82840.38878.57822.68811.81743.00675.58652.53-9.9 %
2017685.20726.24720.75731.90741.09705.79743.06783.96755.93795.42796.96830.3427.2 %
2018885.63803.93815.87804.46776.33732.91716.10694.95664.22633.43638.34669.29-19.4 %
2019704.02712.74711.84726.42716.42798.38812.06902.81837.49846.28831.74865.7529.4 %
2020930.28916.22936.831 005.591 018.331 025.731 159.881 148.791 049.401 007.40949.961 035.8719.6 %
20211 012.65985.96979.781 011.101 116.961 020.791 058.911 057.791 012.451 043.74992.231 031.34-0.4 %
20221 015.831 098.841 157.061 155.971 107.371 018.47999.33901.80884.06855.69878.39°-14.8 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2008       4.6 %5.6 %-2.7 %13.1 %9.3 %32.9 %
20095.0 %2.0 %-5.2 %-11.7 %-4.8 %-7.9 %-5.4 %3.2 %8.4 %-6.7 %26.7 %-15.7 %-17.1 %
2010-11.4 %4.7 %12.5 %10.1 %-15.9 %3.9 %-7.0 %8.6 %9.0 %8.7 %-0.3 %13.7 %36.4 %
2011-9.8 %10.4 %1.3 %17.9 %-9.9 %-4.5 %14.2 %12.5 %-14.4 %-5.2¹ %-1.6 %-16.0 %-11.9 %
201210.9 %-0.1 %-9.7 %-1.3 %11.0 %-9.3 %2.3 %2.1 %2.2 %-7.7 %-5.1 %0.4 %-6.6 %
20133.4 %-4.4 %2.5 %4.1 %-13.2 %-15.3 %7.4 %4.5 %-7.9 %2.3 %-5.1 %-2.3 %-24.1 %
20140.3 %10.6 %-6.7 %-0.2 %-2.6 %5.7 %-4.8 %6.6 %-4.3 %-4.8 %7.9 %-0.9 %5.0 %
201511.6 %-3.5 %-1.8 %-2.6 %0.2 %-8.9 %-2.6 %-3.6 %-1.7 %3.3 %-1.5 %-3.0 %-14.3 %
20165.4 %11.8 %-1.3 %-0.7 %-8.3 %9.6 %4.5 %-6.4 %-1.3 %-8.5 %-9.1 %-3.4 %-9.9 %
20175.0 %6.0 %-0.8 %1.5 %1.3 %-4.8 %5.3 %5.5 %-3.6 %5.2 %0.2 %4.2 %27.2 %
20186.7 %-9.2 %1.5 %-1.4 %-3.5 %-5.6 %-2.3 %-3.0 %-4.4 %-4.6 %0.8 %4.8 %-19.4 %
20195.2 %1.2 %-0.1 %2.0 %-1.4 %11.4 %1.7 %11.2 %-7.2 %1.0 %-1.7 %4.1 %29.4 %
20207.5 %-1.5 %2.3 %7.3 %1.3 %0.7 %13.1 %-1.0 %-8.7 %-4.0 %-5.7 %9.0 %19.6 %
2021-2.2 %-2.6 %-0.6 %3.2 %10.5 %-8.6 %3.7 %-0.1 %-4.3 %3.1 %-4.9 %3.9 %-0.4 %
2022-1.5 %8.2 %5.3 %-0.1 %-4.2 %-8.0 %-1.9 %-9.8 %-2.0 %-3.2 %2.7° %-14.8 %

° estimated value
1) Details for index calculation more

// 12 Month Periods

Performance

(of the past 12-months-period)

30.11.2021 - 30.11.2022: -11.5%
30.11.2020 - 30.11.2021: 2.2%
30.11.2019 - 30.11.2020: 18.2%
30.11.2018 - 30.11.2019: 28.7%
30.11.2017 - 30.11.2018: -19.9%


key data (as of 30.11.2022)


Return Statistics

Performance p.a.*:0.17 %
Average Monthly Performance*:0.01 %
Percentage of Positive Months*:47.67 %
Highest Monthly Performance*:26.74 %
Lowest Monthly Performance*:-15.96 %


Risk Statistics

Annual Standard Deviation*:24.60 %
Monthly Standard Deviation*:7.10 %
Max. Drawdown***:-62.56 %
Maximum Time off Peak*:135 months


Efficiency Statistics

Sharpe Ratio**: 0.01
Sharpe Ratio (1 Year) **: -0.75
Sortino Ratio**: 0.01
Correlation CISDM CTA Equal Weighted*: 0.65
Correlation CS/Tremont HF*: 0.21
Correlation S&P*: 0.12
Correlation DAX*: 0.05
Correlation Price of Gold*: 0.72

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


Facts

ISINKYG8586M1336
AuditorBDO Cayman Islands
CurrencyUSD
AdministratorNAV Fund Administration Group
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee20 %
Trading AdvisorSuperfund Capital Management Inc., Grenada