Superfund Green Gold SICAV

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

Inception 17.11.2014 1 000.00
Index / NAV 01.12.2022 1 234.68
Performance: 23.5 %
Performance p.a.: 2.66 %
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          1 027.511 023.222.3 %
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 237.591 229.631 263.331 368.451 382.611 383.631 587.391 577.451 410.831 343.221 274.221 409.3423.8 %
20211 384.531 383.771 385.511 444.291 611.861 472.531 548.431 529.591 469.631 530.821 416.451 482.955.2 %
20221 471.381 605.411 701.291 719.941 649.891 467.961 442.771 255.691 241.201 180.981 191.541 234.68-16.7 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014          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 %14.7 %-0.6 %-10.6 %-4.8 %-5.1 %10.6 %23.8 %
2021-1.8 %-0.1 %0.1 %4.2 %11.6 %-8.6 %5.2 %-1.2 %-3.9 %4.2 %-7.5 %4.7 %5.2 %
2022-0.8 %9.1 %6.0 %1.1 %-4.1 %-11.0 %-1.7 %-13.0 %-1.2 %-4.9 %0.9 %3.6 %-16.7 %

// 12 Month Periods

Performance

(of the past 12-months-period)

01.12.2021 - 01.12.2022: -13.8%
01.12.2020 - 01.12.2021: 7.2%
01.12.2019 - 01.12.2020: 26.4%
01.12.2018 - 01.12.2019: 34.9%
01.12.2017 - 01.12.2018: -23.7%


key data (as of 01.12.2022)


Return Statistics

Performance p.a.*:2.66 %
Average Monthly Performance*:0.22 %
Percentage of Positive Months*:48.98 %
Highest Monthly Performance*:14.73 %
Lowest Monthly Performance*:-13.04 %


Risk Statistics

Annual Standard Deviation*:22.29 %
Monthly Standard Deviation*:6.43 %
Max. Drawdown***:-35.95 %
Maximum Time off Peak*:36 months


Efficiency Statistics

Sharpe Ratio**: 0.12
Sharpe Ratio (1 Year) **: -0.63
Sortino Ratio**: 0.21
Correlation CISDM CTA Equal Weighted*: 0.71
Correlation CS/Tremont HF*: 0.38
Correlation S&P*: 0.25
Correlation DAX*: 0.17
Correlation Price of Gold*: 0.74

* ... 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 %
Investment ManagerSuperfund Asset Management GmbH