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Superfund Red Gold SICAV

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

Inception 07.03.2013 1 000,00
Index / NAV 17.01.2022 780,94
Performance: -21,9 %
Performance p.a.: -2,75 %
Type: Luxembourg SICAV
Currency: USD
ISIN: LU0857864234
Minimum investment: 20,000 USD

Index

Inception 07.03.2013 at index 1 000,00

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  1 017,84990,99887,41782,58831,35897,89853,53862,92815,17818,26-18,2 %
2014852,10914,36857,16838,14800,64841,91800,86832,13786,90681,77707,07698,69-14,6 %
2015782,46736,27700,74654,04643,03573,90566,03545,08524,05569,38604,55570,34-18,4 %
2016596,26687,95702,62700,45634,13662,72692,66663,97668,36628,86569,84553,14-3,0 %
2017589,88621,99623,95621,96643,49631,35652,59664,90655,81696,25698,85716,0429,5 %
2018736,17647,03663,29662,19621,27593,41590,26596,81582,42565,74577,25633,07-11,6 %
2019668,67694,13695,79708,62705,53779,84779,57812,21777,79789,95764,74822,2929,9 %
2020857,27801,81753,20800,65803,72846,14939,61916,43862,51825,83817,77882,827,4 %
2021856,50792,29773,86805,03864,54802,35842,01835,91791,93802,14776,86793,18-10,2 %
2022780,94-1,5 %

Performance

 JanFebMarAprMayJunJulAugSepOctNovDecJan-Dec
2013  1,8 %-2,6 %-10,5 %-11,8 %6,2 %8,0 %-4,9 %1,1 %-5,5 %0,4 %-18,2 %
20144,1 %7,3 %-6,3 %-2,2 %-4,5 %5,2 %-4,9 %3,9 %-5,4 %-13,4 %3,7 %-1,2 %-14,6 %
201512,0 %-5,9 %-4,8 %-6,7 %-1,7 %-10,8 %-1,4 %-3,7 %-3,9 %8,7 %6,2 %-5,7 %-18,4 %
20164,5 %15,4 %2,1 %-0,3 %-9,5 %4,5 %4,5 %-4,1 %0,7 %-5,9 %-9,4 %-2,9 %-3,0 %
20176,6 %5,4 %0,3 %-0,3 %3,5 %-1,9 %3,4 %1,9 %-1,4 %6,2 %0,4 %2,5 %29,5 %
20182,8 %-12,1 %2,5 %-0,2 %-6,2 %-4,5 %-0,5 %1,1 %-2,4 %-2,9 %2,0 %9,7 %-11,6 %
20195,6 %3,8 %0,2 %1,8 %-0,4 %10,5 %0,0 %4,2 %-4,2 %1,6 %-3,2 %7,5 %29,9 %
20204,3 %-6,5 %-6,1 %6,3 %0,4 %5,3 %11,0 %-2,5 %-5,9 %-4,3 %-1,0 %8,0 %7,4 %
2021-3,0 %-7,5 %-2,3 %4,0 %7,4 %-7,2 %4,9 %-0,7 %-5,3 %1,3 %-3,2 %2,1 %-10,2 %
2022-1,5 %-1,5 %

// 12 Month Periods

Performance

(of the past 12-months-period)

17.01.2021 - 17.01.2022: -8,7%
17.01.2020 - 17.01.2021: 0,2%
17.01.2019 - 17.01.2020: 33,4%
17.01.2018 - 17.01.2019: -14,3%
17.01.2017 - 17.01.2018: 25,8%


key data (as of 17.01.2022)


Return Statistics

Performance p.a.*:-2,75 %
Average Monthly Performance*:-0,23 %
Percentage of Positive Months*:48,60 %
Highest Monthly Performance*:15,38 %
Lowest Monthly Performance*:-13,36 %


Risk Statistics

Annual Standard Deviation*:19,46 %
Monthly Standard Deviation*:5,62 %
Max. Drawdown***:-48,51 %
Maximum Time off Peak*:105 months


Efficiency Statistics

Sharpe Ratio**: -0,14
Sharpe Ratio (1 Year) **: -0,55
Sortino Ratio**: -0,24
Correlation CISDM CTA Equal Weighted*: 0,54
Correlation CS/Tremont HF*: 0,42
Correlation S&P*: 0,24
Correlation DAX*: 0,24
Correlation Price of Gold*: 0,76

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


Facts

ISINLU0857864234
AuditorErnst & Young S.A.
CurrencyUSD
DepositaryEuropean Fund Administration S.A. (EFA)
Recommended Holding Periodat least 6 years
Management Fee0.4 % p.m.
Incentive Fee25%
Alternative Investmentfund ManagerLemanik Asset Management S.A.
Investment ManagerSuperfund Asset Management GmbH