logarithmic scale


Superfund Green Silver SICAV

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

Inception 17.11.2014 1.000,00
Index / NAV 26.11.2021 1.319,71
Performance: 32,0 %
Performance p.a.: 4,02 %
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 %
20201.006,90917,14808,25865,991.054,361.024,751.378,211.624,791.244,961.200,771.148,271.394,6245,7 %
20211.432,541.499,461.404,051.494,601.677,781.537,771.537,601.423,751.299,741.447,411.319,71-5,4 %

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 %-3,5 %-4,4 %21,5 %45,7 %
20212,7 %4,7 %-6,4 %6,4 %12,3 %-8,3 %0,0 %-7,4 %-8,7 %11,4 %-8,8 %-5,4 %

// 12 Month Periods

Performance

(of the past 12-months-period)

26.11.2020 - 26.11.2021: 14,9%
26.11.2019 - 26.11.2020: 28,0%
26.11.2018 - 26.11.2019: 41,0%
26.11.2017 - 26.11.2018: -32,9%
26.11.2016 - 26.11.2017: 19,8%


key data (as of 26.11.2021)


Return Statistics

Performance p.a.*:4,02 %
Average Monthly Performance*:0,33 %
Percentage of Positive Months*:47,06 %
Highest Monthly Performance*:34,49 %
Lowest Monthly Performance*:-23,38 %


Risk Statistics

Annual Standard Deviation*:34,03 %
Monthly Standard Deviation*:9,82 %
Max. Drawdown***:-46,52 %
Maximum Time off Peak*:48 months


Efficiency Statistics

Sharpe Ratio**: 0,12
Sharpe Ratio (1 Year) **: 0,44
Sortino Ratio**: 0,22
Correlation CISDM CTA Equal Weighted*: 0,63
Correlation CS/Tremont HF*: 0,33
Correlation S&P*: 0,39
Correlation DAX*: 0,26
Correlation Price of Gold*: 0,68

* ... 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