Superfund Red Silver SICAV

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

Inception 07.03.2013 1 000,00
Index / NAV 03.12.2024 520,05
Performance: -48,0 %
Performance p.a.: -5,41 %
Type: Luxembourg SICAV
Currency: USD
ISIN: LU0857864317
Minimum investment: 20,000 USD

Index

Inception 07.03.2013 at index 1 000,00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  985,23884,21769,85674,21672,80816,72753,48768,42703,24708,79-29,1 %
2014706,85789,65707,73663,93643,32716,73682,75672,38590,54500,31498,23490,96-30,7 %
2015562,82535,37522,38472,97478,79402,92401,98367,99357,13398,08409,30380,34-22,5 %
2016389,09423,87448,99492,84424,84476,02531,60482,14495,96446,91405,51389,412,4 %
2017433,72463,27462,03427,41443,91425,36435,11445,01428,55460,73453,12470,9921,0 %
2018476,93403,26408,78412,34394,14383,03375,03359,61357,60332,20333,12381,96-18,9 %
2019405,62409,36404,07409,41389,95418,46443,51480,97444,63466,59438,97476,8624,8 %
2020481,03413,94328,86346,20418,71428,31562,85649,99526,06511,31511,03605,3927,0 %
2021616,00600,22548,75584,36632,78588,10589,11548,83493,44535,28495,26503,04-16,9 %
2022479,60515,67551,25478,00433,01401,19411,88336,54332,11338,75401,72435,27-13,5 %
2023437,22378,11436,36451,24424,28422,24460,68427,28383,22399,00453,67465,647,0 %
2024430,41425,62471,75488,74556,30540,95504,97493,96530,90547,16515,01520,0511,7 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  -1,5 %-10,3 %-12,9 %-12,4 %-0,2 %21,4 %-7,7 %2,0 %-8,5 %0,8 %-29,1 %
2014-0,3 %11,7 %-10,4 %-6,2 %-3,1 %11,4 %-4,7 %-1,5 %-12,2 %-15,3 %-0,4 %-1,5 %-30,7 %
201514,6 %-4,9 %-2,4 %-9,5 %1,2 %-15,8 %-0,2 %-8,5 %-2,9 %11,5 %2,8 %-7,1 %-22,5 %
20162,3 %8,9 %5,9 %9,8 %-13,8 %12,0 %11,7 %-9,3 %2,9 %-9,9 %-9,3 %-4,0 %2,4 %
201711,4 %6,8 %-0,3 %-7,5 %3,9 %-4,2 %2,3 %2,3 %-3,7 %7,5 %-1,7 %3,9 %21,0 %
20181,3 %-15,4 %1,4 %0,9 %-4,4 %-2,8 %-2,1 %-4,1 %-0,6 %-7,1 %0,3 %14,7 %-18,9 %
20196,2 %0,9 %-1,3 %1,3 %-4,8 %7,3 %6,0 %8,4 %-7,6 %4,9 %-5,9 %8,6 %24,8 %
20200,9 %-13,9 %-20,6 %5,3 %20,9 %2,3 %31,4 %15,5 %-19,1 %-2,8 %-0,1 %18,5 %27,0 %
20211,8 %-2,6 %-8,6 %6,5 %8,3 %-7,1 %0,2 %-6,8 %-10,1 %8,5 %-7,5 %1,6 %-16,9 %
2022-4,7 %7,5 %6,9 %-13,3 %-9,4 %-7,3 %2,7 %-18,3 %-1,3 %2,0 %18,6 %8,4 %-13,5 %
20230,4 %-13,5 %15,4 %3,4 %-6,0 %-0,5 %9,1 %-7,3 %-10,3 %4,1 %13,7 %2,6 %7,0 %
2024-7,6 %-1,1 %10,8 %3,6 %13,8 %-2,8 %-6,7 %-2,2 %7,5 %3,1 %-5,9 %1,0 %11,7 %

// 12 Month Periods

Performance

(of the past 12-months-period)

03.12.2023 - 03.12.2024: 17,5%
03.12.2022 - 03.12.2023: 2,1%
03.12.2021 - 03.12.2022: -11,2%
03.12.2020 - 03.12.2021: -11,8%
03.12.2019 - 03.12.2020: 28,9%


key data (as of 03.12.2024)


Return Statistics

Performance p.a.*:-5,41 %
Average Monthly Performance*:-0,46 %
Percentage of Positive Months*:47,89 %
Highest Monthly Performance*:31,41 %
Lowest Monthly Performance*:-20,56 %


Risk Statistics

Annual Standard Deviation*:30,94 %
Monthly Standard Deviation*:8,93 %
Max. Drawdown***:-67,11 %
Maximum Time off Peak*:140 months


Efficiency Statistics

Sharpe Ratio**: -0,17
Sharpe Ratio (1 Year) **: 0,77
Sortino Ratio**: -0,31
Correlation CISDM CTA Equal Weighted*: 0,32
Correlation CS/Tremont HF*: 0,28
Correlation S&P*: 0,38
Correlation DAX*: 0,32
Correlation Price of Gold*: 0,70

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


Facts

ISINLU0857864317
AuditorErnst & Young S.A.
CurrencyUSD
DepositaryUI efa S.A.
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee25%
Investment ManagerSuperfund Asset Management GmbH