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Superfund Red Gold SICAV

Combination of Superfund Red & Gold, minimum 20,000 USD

Inception 07.03.2013 1,000.00
Index / NAV 05.08.2020 974.60
Performance: -2.5 %
Performance p.a.: -0.35 %
Type: Luxembourg SICAV
Currency: USD
ISIN: LU0857864234
Minimum investment: 20,000 USD

Index

Inception 07.03.2013 at index 1,000.00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  1,017.84990.99887.41782.58831.35897.89853.53862.92815.17818.26-18.2 %
2014852.10914.36857.16838.14800.64841.91800.86832.13786.90681.77707.07698.69-14.6 %
2015782.46736.27700.74654.04643.03573.90566.03545.08524.05569.38604.55570.34-18.4 %
2016596.26687.95702.62700.45634.13662.72692.66663.97668.36628.86569.84553.14-3.0 %
2017589.88621.99623.95621.96643.49631.35652.59664.90655.81696.25698.85716.0429.5 %
2018736.17647.03663.29662.19621.27593.41590.26596.81582.42565.74577.25633.07-11.6 %
2019668.67694.13695.79708.62705.53779.84779.57812.21777.79789.95764.74822.2929.9 %
2020857.27801.81753.20800.65803.72846.14939.61974.6018.5 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  1.8 %-2.6 %-10.5 %-11.8 %6.2 %8.0 %-4.9 %1.1 %-5.5 %0.4 %-18.2 %
20144.1 %7.3 %-6.3 %-2.2 %-4.5 %5.2 %-4.9 %3.9 %-5.4 %-13.4 %3.7 %-1.2 %-14.6 %
201512.0 %-5.9 %-4.8 %-6.7 %-1.7 %-10.8 %-1.4 %-3.7 %-3.9 %8.7 %6.2 %-5.7 %-18.4 %
20164.5 %15.4 %2.1 %-0.3 %-9.5 %4.5 %4.5 %-4.1 %0.7 %-5.9 %-9.4 %-2.9 %-3.0 %
20176.6 %5.4 %0.3 %-0.3 %3.5 %-1.9 %3.4 %1.9 %-1.4 %6.2 %0.4 %2.5 %29.5 %
20182.8 %-12.1 %2.5 %-0.2 %-6.2 %-4.5 %-0.5 %1.1 %-2.4 %-2.9 %2.0 %9.7 %-11.6 %
20195.6 %3.8 %0.2 %1.8 %-0.4 %10.5 %0.0 %4.2 %-4.2 %1.6 %-3.2 %7.5 %29.9 %
20204.3 %-6.5 %-6.1 %6.3 %0.4 %5.3 %11.0 %3.7 %18.5 %

// 12 Month Periods

Performance

(of the past 12-months-period)

05.08.2019 - 05.08.2020: 21.8%
05.08.2018 - 05.08.2019: 36.4%
05.08.2017 - 05.08.2018: -10.0%
05.08.2016 - 05.08.2017: -5.3%
05.08.2015 - 05.08.2016: 21.3%


key data (as of 05.08.2020)


Return Statistics

Performance p.a.*:-0.35 %
Average Monthly Performance*:-0.03 %
Percentage of Positive Months*:52.22 %
Highest Monthly Performance*:15.38 %
Lowest Monthly Performance*:-13.36 %


Risk Statistics

Annual Standard Deviation*:20.01 %
Monthly Standard Deviation*:5.78 %
Max. Drawdown***:-48.51 %
Maximum Time off Peak*:88 months


Efficiency Statistics

Sharpe Ratio**: -0.02
Sharpe Ratio (1 Year) **: 1.15
Sortino Ratio**: -0.03
Correlation CISDM CTA Equal Weighted*: 0.54
Correlation CS/Tremont HF*: 0.42
Correlation S&P*: 0.24
Correlation DAX*: 0.26
Correlation Price of Gold*: 0.75

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


Facts

ISINLU0857864234
AuditorErnst & Young S.A.
CurrencyUSD
DepositaryEuropean Fund Administration S.A. (EFA)
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee25 %
Alternative Investmentfund ManagerLemanik Asset Management S.A.
Investment ManagerSuperfund Asset Management GmbH