logarithmic scale

Interactive Chart

Superfund Blue EUR

Equity strategy

Inception 01.07.2015 1,000.00
Index / NAV 08.03.2019 569.12
Performance: -43.1 %
Performance p.a.: -14.17 %
Type: UCITS
Currency: EUR
ISIN: LU1103314107
Minimum investment:

Index

Inception 01.07.2015 at index 1,000.00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2015      929.11977.32905.84895.96871.61870.08-13.0 %
2016871.21873.60883.81911.46915.38896.83911.02875.25902.32857.00878.12862.69-0.8 %
2017856.89858.87869.54838.98837.07849.05837.41817.88812.60792.12775.58774.20-10.3 %
2018779.74776.42761.75764.29745.80726.21720.23714.26705.65636.10630.84577.84-25.4 %
2019577.41578.29569.12-1.5 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2015      -7.1 %5.2 %-7.3 %-1.1 %-2.7 %-0.2 %-13.0 %
20160.1 %0.3 %1.2 %3.1 %0.4 %-2.0 %1.6 %-3.9 %3.1 %-5.0 %2.5 %-1.8 %-0.8 %
2017-0.7 %0.2 %1.2 %-3.5 %-0.2 %1.4 %-1.4 %-2.3 %-0.6 %-2.5 %-2.1 %-0.2 %-10.3 %
20180.7 %-0.4 %-1.9 %0.3 %-2.4 %-2.6 %-0.8 %-0.8 %-1.2 %-9.9 %-0.8 %-8.4 %-25.4 %
2019-0.1 %0.2 %-1.6 %-1.5 %

// 12 Month Periods

Performance

(of the past 12-months-period)

08.03.2018 - 08.03.2019: -22.2%
08.03.2017 - 08.03.2018: -14.5%
08.03.2016 - 08.03.2017: -4.4%


key data (as of 08.03.2019)


Return Statistics

Performance p.a.*:-14.17 %
Average Monthly Performance*:-1.27 %
Percentage of Positive Months*:33.33 %
Highest Monthly Performance*:5.19 %
Lowest Monthly Performance*:-9.86 %


Risk Statistics

Annual Standard Deviation*:10.15 %
Monthly Standard Deviation*:2.93 %
Max. Drawdown***:-43.09 %
Maximum Time off Peak*:46 months


Efficiency Statistics

Sharpe Ratio**: -1.40
Sharpe Ratio (1 Year) **: -2.42
Sortino Ratio**: -1.59
Correlation CISDM CTA Equal Weighted*: -0.29
Correlation CS/Tremont HF*: N/A
Correlation S&P*: 0.35
Correlation DAX*: 0.14
Correlation Price of Gold*: 0.12

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


Facts

ISINLU1103314107
CurrencyEUR
Subscription fee4.0 %
Management fee0.167 % p.m.
Incentive fee30 %
Subscription and Redemptiondaily
Recommended Holding Periodat least 6 years
AuditorDeloitte Audit SARL
Investment ManagerSuperfund Asset Management GmbH
DepositaryING Luxembourg S.A.