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Superfund Green Silver SICAV

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

Inception 17.11.2014 1,000.00
Index / NAV 16.10.2020 1,312.35
Performance: 31.2 %
Performance p.a.: 4.70 %
Type: Luxembourg SICAV
Currency: USD
ISIN: LU1084751707
Minimum investment: 20,000 USD

Index

Inception 17.11.2014 at index 1,000.00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014          999.77993.28-0.7 %
20151,132.551,123.601,124.071,044.371,070.37959.28969.70850.75849.75934.10917.12868.72-12.5 %
2016902.03963.39974.061,033.95891.431,045.261,190.251,039.251,038.37883.70791.92756.79-12.9 %
2017833.57911.55894.98847.06869.00801.06851.10914.41860.56958.98948.741,012.8433.8 %
20181,103.91924.28934.35932.63907.80868.19840.02774.41746.84641.71636.54696.81-31.2 %
2019746.30749.30746.73770.04716.49787.73853.811,016.78886.96929.76897.30956.9637.3 %
20201,006.90917.14808.25865.991,054.361,024.751,378.211,624.791,244.961,312.3537.1 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2014          0.0 %-0.6 %-0.7 %
201514.0 %-0.8 %0.0 %-7.1 %2.5 %-10.4 %1.1 %-12.3 %-0.1 %9.9 %-1.8 %-5.3 %-12.5 %
20163.8 %6.8 %1.1 %6.1 %-13.8 %17.3 %13.9 %-12.7 %-0.1 %-14.9 %-10.4 %-4.4 %-12.9 %
201710.1 %9.4 %-1.8 %-5.4 %2.6 %-7.8 %6.2 %7.4 %-5.9 %11.4 %-1.1 %6.8 %33.8 %
20189.0 %-16.3 %1.1 %-0.2 %-2.7 %-4.4 %-3.2 %-7.8 %-3.6 %-14.1 %-0.8 %9.5 %-31.2 %
20197.1 %0.4 %-0.3 %3.1 %-7.0 %9.9 %8.4 %19.1 %-12.8 %4.8 %-3.5 %6.6 %37.3 %
20205.2 %-8.9 %-11.9 %7.1 %21.8 %-2.8 %34.5 %17.9 %-23.4 %5.4 %37.1 %

// 12 Month Periods

Performance

(of the past 12-months-period)

16.10.2019 - 16.10.2020: 46.8%
16.10.2018 - 16.10.2019: 33.9%
16.10.2017 - 16.10.2018: -29.4%
16.10.2016 - 16.10.2017: 3.3%
16.10.2015 - 16.10.2016: -1.0%


key data (as of 16.10.2020)


Return Statistics

Performance p.a.*:4.70 %
Average Monthly Performance*:0.38 %
Percentage of Positive Months*:48.61 %
Highest Monthly Performance*:34.49 %
Lowest Monthly Performance*:-23.38 %


Risk Statistics

Annual Standard Deviation*:34.33 %
Monthly Standard Deviation*:9.91 %
Max. Drawdown***:-46.52 %
Maximum Time off Peak*:48 months


Efficiency Statistics

Sharpe Ratio**: 0.14
Sharpe Ratio (1 Year) **: 0.90
Sortino Ratio**: 0.24
Correlation CISDM CTA Equal Weighted*: 0.63
Correlation CS/Tremont HF*: 0.33
Correlation S&P*: 0.42
Correlation DAX*: 0.30
Correlation Price of Gold*: 0.66

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


Facts

ISINLU1084751707
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