Superfund Red Silver SICAV

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

Inception 07.03.2013 1 000.00
Index / NAV 18.04.2024 527.59
Performance: -47.2 %
Performance p.a.: -5.59 %
Type: Luxembourg SICAV
Currency: USD
ISIN: LU0857864317
Minimum investment: 20,000 USD

Index

Inception 07.03.2013 at index 1 000.00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  985.23884.21769.85674.21672.80816.72753.48768.42703.24708.79-29.1 %
2014706.85789.65707.73663.93643.32716.73682.75672.38590.54500.31498.23490.96-30.7 %
2015562.82535.37522.38472.97478.79402.92401.98367.99357.13398.08409.30380.34-22.5 %
2016389.09423.87448.99492.84424.84476.02531.60482.14495.96446.91405.51389.412.4 %
2017433.72463.27462.03427.41443.91425.36435.11445.01428.55460.73453.12470.9921.0 %
2018476.93403.26408.78412.34394.14383.03375.03359.61357.60332.20333.12381.96-18.9 %
2019405.62409.36404.07409.41389.95418.46443.51480.97444.63466.59438.97476.8624.8 %
2020481.03413.94328.86346.20418.71428.31562.85649.99526.06511.31511.03605.3927.0 %
2021616.00600.22548.75584.36632.78588.10589.11548.83493.44535.28495.26503.04-16.9 %
2022479.60515.67551.25478.00433.01401.19411.88336.54332.11338.75401.72435.27-13.5 %
2023437.22378.11436.36451.24424.28422.24460.68427.28383.22399.00453.67465.647.0 %
2024430.41425.62471.75527.5913.3 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  -1.5 %-10.3 %-12.9 %-12.4 %-0.2 %21.4 %-7.7 %2.0 %-8.5 %0.8 %-29.1 %
2014-0.3 %11.7 %-10.4 %-6.2 %-3.1 %11.4 %-4.7 %-1.5 %-12.2 %-15.3 %-0.4 %-1.5 %-30.7 %
201514.6 %-4.9 %-2.4 %-9.5 %1.2 %-15.8 %-0.2 %-8.5 %-2.9 %11.5 %2.8 %-7.1 %-22.5 %
20162.3 %8.9 %5.9 %9.8 %-13.8 %12.0 %11.7 %-9.3 %2.9 %-9.9 %-9.3 %-4.0 %2.4 %
201711.4 %6.8 %-0.3 %-7.5 %3.9 %-4.2 %2.3 %2.3 %-3.7 %7.5 %-1.7 %3.9 %21.0 %
20181.3 %-15.4 %1.4 %0.9 %-4.4 %-2.8 %-2.1 %-4.1 %-0.6 %-7.1 %0.3 %14.7 %-18.9 %
20196.2 %0.9 %-1.3 %1.3 %-4.8 %7.3 %6.0 %8.4 %-7.6 %4.9 %-5.9 %8.6 %24.8 %
20200.9 %-13.9 %-20.6 %5.3 %20.9 %2.3 %31.4 %15.5 %-19.1 %-2.8 %-0.1 %18.5 %27.0 %
20211.8 %-2.6 %-8.6 %6.5 %8.3 %-7.1 %0.2 %-6.8 %-10.1 %8.5 %-7.5 %1.6 %-16.9 %
2022-4.7 %7.5 %6.9 %-13.3 %-9.4 %-7.3 %2.7 %-18.3 %-1.3 %2.0 %18.6 %8.4 %-13.5 %
20230.4 %-13.5 %15.4 %3.4 %-6.0 %-0.5 %9.1 %-7.3 %-10.3 %4.1 %13.7 %2.6 %7.0 %
2024-7.6 %-1.1 %10.8 %11.8 %13.3 %

// 12 Month Periods

Performance

(of the past 12-months-period)

18.04.2023 - 18.04.2024: 16.2%
18.04.2022 - 18.04.2023: -15.3%
18.04.2021 - 18.04.2022: -8.1%
18.04.2020 - 18.04.2021: 62.3%
18.04.2019 - 18.04.2020: -12.1%


key data (as of 18.04.2024)


Return Statistics

Performance p.a.*:-5.59 %
Average Monthly Performance*:-0.48 %
Percentage of Positive Months*:47.76 %
Highest Monthly Performance*:31.41 %
Lowest Monthly Performance*:-20.56 %


Risk Statistics

Annual Standard Deviation*:31.54 %
Monthly Standard Deviation*:9.10 %
Max. Drawdown***:-67.11 %
Maximum Time off Peak*:132 months


Efficiency Statistics

Sharpe Ratio**: -0.18
Sharpe Ratio (1 Year) **: 0.58
Sortino Ratio**: -0.32
Correlation CISDM CTA Equal Weighted*: 0.45
Correlation CS/Tremont HF*: 0.28
Correlation S&P*: 0.39
Correlation DAX*: 0.32
Correlation Price of Gold*: 0.71

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


Facts

ISINLU0857864317
AuditorErnst & Young S.A.
CurrencyUSD
DepositaryUI efa S.A.
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee25 %
Investment ManagerSuperfund Asset Management GmbH