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Superfund Green Gold SICAV

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

Inception 17.11.2014 1,000.00
Index / NAV 10.07.2020 1,416.77
Performance: 41.7 %
Performance p.a.: 6.31 %
Type: Luxembourg SICAV
Currency: USD
ISIN: LU1084751533
Minimum investment: 20,000 USD

Index

Inception 17.11.2014 at index 1,000.00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014         1,000.001,027.511,023.222.3 %
20151,140.131,118.481,095.711,049.731,038.07970.29969.92894.44881.41925.85938.19902.39-11.8 %
2016956.981,082.591,053.771,013.95916.781,005.991,073.22990.57968.99861.20771.04744.58-17.5 %
2017783.66846.41837.97854.01871.86822.37883.53946.33912.091,003.961,013.741,067.6643.4 %
20181,182.001,027.851,050.591,037.88992.07931.39915.20889.23841.42757.10764.23799.63-25.1 %
2019852.89879.51890.00921.32895.561,013.961,036.051,184.501,074.331,087.821,082.611,138.5142.4 %
20201,237.591,229.631,263.331,368.451,382.611,383.631,416.7724.4 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014         0.0 %2.8 %-0.4 %2.3 %
201511.4 %-1.9 %-2.0 %-4.2 %-1.1 %-6.5 %0.0 %-7.8 %-1.5 %5.0 %1.3 %-3.8 %-11.8 %
20166.0 %13.1 %-2.7 %-3.8 %-9.6 %9.7 %6.7 %-7.7 %-2.2 %-11.1 %-10.5 %-3.4 %-17.5 %
20175.2 %8.0 %-1.0 %1.9 %2.1 %-5.7 %7.4 %7.1 %-3.6 %10.1 %1.0 %5.3 %43.4 %
201810.7 %-13.0 %2.2 %-1.2 %-4.4 %-6.1 %-1.7 %-2.8 %-5.4 %-10.0 %0.9 %4.6 %-25.1 %
20196.7 %3.1 %1.2 %3.5 %-2.8 %13.2 %2.2 %14.3 %-9.3 %1.3 %-0.5 %5.2 %42.4 %
20208.7 %-0.6 %2.7 %8.3 %1.0 %0.1 %2.4 %24.4 %

// 12 Month Periods

Performance

(of the past 12-months-period)

10.07.2019 - 10.07.2020: 39.7%
10.07.2018 - 10.07.2019: 8.5%
10.07.2017 - 10.07.2018: 13.6%
10.07.2016 - 10.07.2017: -23.5%
10.07.2015 - 10.07.2016: 11.8%


key data (as of 10.07.2020)


Return Statistics

Performance p.a.*:6.31 %
Average Monthly Performance*:0.51 %
Percentage of Positive Months*:52.17 %
Highest Monthly Performance*:14.33 %
Lowest Monthly Performance*:-13.04 %


Risk Statistics

Annual Standard Deviation*:21.74 %
Monthly Standard Deviation*:6.27 %
Max. Drawdown***:-35.95 %
Maximum Time off Peak*:36 months


Efficiency Statistics

Sharpe Ratio**: 0.29
Sharpe Ratio (1 Year) **: 1.99
Sortino Ratio**: 0.51
Correlation CISDM CTA Equal Weighted*: 0.74
Correlation CS/Tremont HF*: 0.38
Correlation S&P*: 0.23
Correlation DAX*: 0.17
Correlation Price of Gold*: 0.71

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


Facts

ISINLU1084751533
AuditorErnst & Young S.A.
CurrencyUSD
DepositaryEuropean Fund Administration S.A. (EFA)
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee20 %
Alternative Investmentfund ManagerLemanik Asset Management S.A.
Investment ManagerSuperfund Asset Management GmbH