SUPIX Performance — SuperFund Managed Futures Strategy Fund, Class I
Data updated: 2024-03-01
SUPIX returned −8.86% over one year to Jan 2024. The annualised 3-year return is −3.95%. The fund trailed its Commodities category average: $100 invested three years ago grew to $89, against $113 for the category, and to $91 over one year, against $95. Volatility over the past three years was 11.27% a year. In the 12 months to Jan 2024 the fund took in a net $6.0M, and assets reached $4.74M.
SUPIX Growth of $100
What $100 invested in SuperFund Managed Futures Strategy Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | SUPIX | Category average |
|---|---|---|
| 1 year (Feb 2023 – Jan 2024) | $91 | $95 |
| 3 years (Feb 2021 – Jan 2024) | $89 | $113 |
| Since data start (Feb 2020 – Jan 2024) | $98 | $125 |
SUPIX Trailing Returns
Total returns to Jan 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | −8.86% |
| 3 years (annualised) | −3.95% |
SUPIX Annual Returns
Calendar-year total returns of SuperFund Managed Futures Strategy Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Jan) | 0.00% |
| 2023 | −12.24% |
| 2022 | −7.28% |
| 2021 | +10.54% |
| 2020 (Feb–Dec) | +8.74% |
SUPIX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.0% | — | — | — | — | — | — | — | — | — | — | — |
| 2023 | −3.7% | +1.3% | −9.7% | +0.3% | −0.2% | +1.9% | −0.5% | −4.9% | +1.1% | −0.2% | −0.5% | +2.7% |
| 2022 | +1.4% | +1.7% | +5.7% | −1.7% | −1.6% | −5.2% | +2.3% | −6.4% | +1.9% | −1.2% | −2.4% | −1.4% |
| 2021 | +1.5% | +4.7% | 0.0% | +2.1% | +3.2% | −1.5% | +3.9% | −0.9% | −0.2% | +2.4% | −5.9% | +1.1% |
| 2020 | — | −0.7% | +1.6% | +1.4% | −2.4% | +1.7% | +6.1% | −1.0% | −5.2% | −4.2% | +5.6% | +6.3% |
SUPIX Risk
Risk measures from monthly returns over Feb 2021 – Jan 2024.
- 3-year volatility (annualised): 11.27%
- 3-year Sharpe ratio: -0.75 (vs 4.5% risk-free rate)
- Best month: +5.68% (Mar 2022)
- Worst month: −9.73% (Mar 2023)
SUPIX Fund Flows
Monthly money in and out of SuperFund Managed Futures Strategy Fund, from SEC Form N-PORT.
- 12-month net flow: $6.0M
- 12-month gross sales (incl. reinvestments): $1K
- Sales ÷ redemptions: -0.00×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jan 2024 | $0 | −$64K | $64K |
| Dec 2023 | $0 | −$2.1M | $2.1M |
| Nov 2023 | $0 | −$997K | $997K |
| Oct 2023 | $0 | −$165K | $165K |
| Sep 2023 | $1K | −$400K | $401K |
| Aug 2023 | $0 | −$11K | $11K |
| Jul 2023 | $0 | −$32K | $32K |
| Jun 2023 | $0 | −$124K | $124K |
| May 2023 | $0 | −$2.0M | $2.0M |
| Apr 2023 | $0 | −$22K | $22K |
| Mar 2023 | $0 | −$67K | $67K |
| Feb 2023 | $0 | −$80K | $80K |
SUPIX Assets Under Management
Net assets of SuperFund Managed Futures Strategy Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-01-31 | $4.74M |
| 2023-10-31 | $7.79M |
| 2023-07-31 | $8.70M |
| 2023-04-30 | $10.76M |
| 2023-01-31 | $11.90M |
| 2022-10-31 | $13.11M |
| 2022-07-31 | $13.99M |
| 2022-04-30 | $15.52M |
| 2022-01-31 | $14.51M |
| 2021-10-31 | $18.13M |
| 2021-07-31 | $18.75M |
| 2021-04-30 | $15.41M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.