Superfund Green USD SICAV

Managed-futures strategy, minimum 5,000 USD

Inception 17.11.2014 1 000.00
Index / NAV 29.02.2024 691.80
Performance: -30.8 %
Performance p.a.: -3.89 %
Type: Luxembourg SICAV
Currency: USD
ISIN: LU1084751459
Minimum investment: 5,000 USD

Index

Inception 17.11.2014 at index 1 000.00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014          1 034.641 021.552.2 %
20151 056.981 090.201 096.151 053.341 035.03980.111 046.19934.17935.73958.911 041.201 005.21-1.6 %
20161 013.511 038.641 012.41931.94897.01909.14950.81909.13887.15816.30794.84781.66-22.2 %
2017784.04818.21814.21818.33833.32807.46851.49878.68871.72969.95978.881 005.6628.7 %
20181 091.05966.65985.34979.87950.56928.35935.10929.22886.86783.97789.01790.26-21.4 %
2019818.50850.54876.45916.12876.59921.40934.301 005.11948.46933.38959.95976.5023.6 %
20201 022.571 027.041 054.901 072.231 057.771 030.221 087.631 082.361 011.76972.04976.441 015.013.9 %
20211 021.901 093.091 104.861 118.251 160.061 141.961 174.331 160.401 152.241 181.801 100.951 120.0510.3 %
20221 132.021 168.061 212.951 255.011 248.731 138.151 146.721 031.191 051.811 018.02964.42937.97-16.3 %
2023876.27895.19754.05744.39739.77751.17735.37671.03677.08653.24649.59683.76-27.1 %
2024655.69691.801.2 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014          3.5 %-1.3 %2.2 %
20153.5 %3.1 %0.5 %-3.9 %-1.7 %-5.3 %6.7 %-10.7 %0.2 %2.5 %8.6 %-3.5 %-1.6 %
20160.8 %2.5 %-2.5 %-7.9 %-3.7 %1.4 %4.6 %-4.4 %-2.4 %-8.0 %-2.6 %-1.7 %-22.2 %
20170.3 %4.4 %-0.5 %0.5 %1.8 %-3.1 %5.5 %3.2 %-0.8 %11.3 %0.9 %2.7 %28.7 %
20188.5 %-11.4 %1.9 %-0.6 %-3.0 %-2.3 %0.7 %-0.6 %-4.6 %-11.6 %0.6 %0.2 %-21.4 %
20193.6 %3.9 %3.0 %4.5 %-4.3 %5.1 %1.4 %7.6 %-5.6 %-1.6 %2.8 %1.7 %23.6 %
20204.7 %0.4 %2.7 %1.6 %-1.3 %-2.6 %5.6 %-0.5 %-6.5 %-3.9 %0.5 %3.9 %3.9 %
20210.7 %7.0 %1.1 %1.2 %3.7 %-1.6 %2.8 %-1.2 %-0.7 %2.6 %-6.8 %1.7 %10.3 %
20221.1 %3.2 %3.8 %3.5 %-0.5 %-8.9 %0.8 %-10.1 %2.0 %-3.2 %-5.3 %-2.7 %-16.3 %
2023-6.6 %2.2 %-15.8 %-1.3 %-0.6 %1.5 %-2.1 %-8.7 %0.9 %-3.5 %-0.6 %5.3 %-27.1 %
2024-4.1 %5.5 %1.2 %

// 12 Month Periods

Performance

(of the past 12-months-period)

29.02.2023 - 29.02.2024: -23.3%
29.02.2022 - 29.02.2023: -25.6%
29.02.2021 - 29.02.2022: 10.9%
29.02.2020 - 29.02.2021: 7.5%
29.02.2019 - 29.02.2020: 19.1%


key data (as of 29.02.2024)


Return Statistics

Performance p.a.*:-3.89 %
Average Monthly Performance*:-0.33 %
Percentage of Positive Months*:54.46 %
Highest Monthly Performance*:11.27 %
Lowest Monthly Performance*:-15.77 %


Risk Statistics

Annual Standard Deviation*:15.95 %
Monthly Standard Deviation*:4.60 %
Max. Drawdown***:-48.24 %
Maximum Time off Peak*:72 months


Efficiency Statistics

Sharpe Ratio**: -0.24
Sharpe Ratio (1 Year) **: -1.15
Sortino Ratio**: -0.32
Correlation CISDM CTA Equal Weighted*: 0.74
Correlation CS/Tremont HF*: 0.89
Correlation S&P*: 0.26
Correlation DAX*: 0.26
Correlation Price of Gold*: 0.09

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


Facts

ISINLU1084751459
AuditorErnst & Young S.A.
CurrencyUSD
DepositaryUI efa S.A.
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee20 %
Investment ManagerSuperfund Asset Management GmbH